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Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

We consider a two-stage distributionally robust optimization (DRO) model with multimodal uncertainty, where both the mode probabilities and uncertainty distributions could be affected by the first-stage decisions. To address this setting,…

Optimization and Control · Mathematics 2026-02-03 Xian Yu , Beste Basciftci

In the modelling of stochastic phenomena, such as quasi-reaction systems, parameter estimation of kinetic rates can be challenging, particularly when the time gap between consecutive measurements is large. Local linear approximation…

Methodology · Statistics 2026-03-10 Matteo Framba , Veronica Vinciotti , Ernst C. Wit

The direct parametrisation method for invariant manifolds is adjusted to consider a varying parameter. More specifically, the case of systems experiencing a Hopf bifurcation in the parameter range of interest are investigated, and the…

We consider a model proposed by one of the authors for a type of plastic instability found in creep experiments which reproduces a number of experimentally observed features. The model consists of three coupled non-linear differential…

Condensed Matter · Physics 2009-10-30 Mulugeta Bekele , G. Ananthakrishna

We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…

Methodology · Statistics 2018-10-11 Quentin Clairon

In this paper we introduce universal asymptotic unfolding normal forms for nonlinear singular systems. Next, we propose an approach to find the parameters of a parametric singular system that they play the role of universal unfolding…

Dynamical Systems · Mathematics 2016-05-05 Majid Gazor , Nasrin Sadri

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

The transition states and dividing surfaces used to find rate constants for bimolecular reactions are shown to undergo qualitative changes, known as Morse bifurcations, and to exist for a large range of energies, not just immediately above…

Chemical Physics · Physics 2015-11-12 Robert S. MacKay , Dayal C. Strub

A novel method for the numerical prediction of the slowly varying dynamics of nonlinear mechanical systems has been developed. The method is restricted to the regime of an isolated nonlinear mode and consists of a two-step procedure: In the…

Computational Engineering, Finance, and Science · Computer Science 2021-01-01 Malte Krack , Lars Panning-von Scheidt , Jörg Wallaschek

We discuss the influence of periodic orbits on the dissociation of a model diatomic molecule driven by a strong bichromatic laser fields. Through the stability of periodic orbits we analyze the dissociation probability when parameters like…

Chaotic Dynamics · Physics 2009-11-13 S. Huang , C. Chandre , T. Uzer

We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for…

Machine Learning · Statistics 2015-03-05 Kyle S. Hickmann , James M. Hyman , Sara Y. Del Valle

In this study, we introduce a sensitivity analysis methodology for stochastic systems in chemistry, where dynamics are often governed by random processes. Our approach is based on gradient estimation via finite differences, averaging…

Quantitative Methods · Quantitative Biology 2026-01-12 Erika M. Herrera Machado , Jakob L. Andersen , Rolf Fagerberg , Daniel Merkle

Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…

Numerical Analysis · Mathematics 2018-06-04 Ehsan Kharazmi , Mohsen Zayernouri

Propagating uncertainties introduced by chemical reaction rate parameters to high-fidelity numerical simulations of complex combustion devices is necessary to ascertain impact on computational predictions. However, the high cost of detailed…

Computational Physics · Physics 2026-03-12 Vansh Sharma , Shuzhi Zhang , Rahul Jain , Venkat Raman

Bifurcations leading to complex dynamical behaviour of non-linear systems are often encountered when the characteristics of feedback circuits in the system are varied. In systems with many unknown or varying parameters, it is an…

Molecular Networks · Quantitative Biology 2010-09-23 Steffen Waldherr , Frank Allgöwer

Modern autonomous systems with machine learning components often use uncertainty quantification to help produce assurances about system operation. However, there is a lack of consensus in the community on what uncertainty is and how to…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Sampada Deglurkar , Haotian Shen , Anish Muthali , Marco Pavone , Dragos Margineantu , Peter Karkus , Boris Ivanovic , Claire J. Tomlin

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…

Adaptation and Self-Organizing Systems · Physics 2019-02-06 Debraj Das , Sayan Roy , Shamik Gupta

We develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…

Logic in Computer Science · Computer Science 2015-05-13 Fedor Shmarov , Paolo Zuliani