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As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…

Computation · Statistics 2017-03-14 Louis J. M. Aslett , Tigran Nagapetyan , Sebastian J. Vollmer

Calibration of expensive simulation models involves an emulator based on simulation outputs generated across various parameter settings to replace the actual model. Noisy outputs of stochastic simulation models require many simulation…

Methodology · Statistics 2025-05-08 Özge Sürer

The maximization of reach-avoid probabilities for stochastic systems is a central topic in the control literature. Yet, the available methods are either restricted to low-dimensional systems or suffer from conservative approximations. To…

Optimization and Control · Mathematics 2026-01-26 Niklas Schmid , Jaeyoun Choi , Oswin So , Chuchu Fan

This paper presents novel controllers that yield finite-time stability for linear systems. We first present a sufficient condition for the origin of a scalar system to be finite-time stable. Then we present novel finite-time controllers…

Dynamical Systems · Mathematics 2021-06-11 Kunal Garg , Dimitra Panagou

Efficiently performing predictive studies of irradiated particle-laden turbulent flows has the potential of providing significant contributions towards better understanding and optimizing, for example, concentrated solar power systems. As…

Computational Physics · Physics 2018-08-20 Hillary R. Fairbanks , Lluis Jofre , Gianluca Geraci , Gianluca Iaccarino , Alireza Doostan

In this paper, we present a provably correct controller synthesis approach for switched stochastic control systems with metric temporal logic (MTL) specifications with provable probabilistic guarantees. We first present the stochastic…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Zhe Xu , Yichen Zhang

This paper deals with the problem of covariance stabilization for a class of linear stochastic discrete-time systems in the Stochastic Model Predictive Control (SMPC) framework. The considered systems are affected by independent and…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Kaouther Moussa , Dimitri Peaucelle

We present a direct parametrization for continuous-time stochastic state-space models that ensures external stability via the stochastic bounded-real lemma. Our formulation facilitates the construction of probabilistic priors that enforce…

Methodology · Statistics 2025-09-23 Mohamad Al Ahdab , Zheng-Hua Tan , John Leth

Biochemical reaction networks frequently consist of species evolving on multiple timescales. Stochastic simulations of such networks are often computationally challenging and therefore various methods have been developed to obtain sensible…

Molecular Networks · Quantitative Biology 2017-04-20 Jae Kyoung Kim , Grzegorz A. Rempala , Hye-Won Kang

High-fidelity physics simulation is essential for scalable robotic learning, but the sim-to-real gap persists, especially for tasks involving complex, dynamic, and discontinuous interactions like physical contacts. Explicit system…

Robotics · Computer Science 2026-01-21 Changwei Jing , Jai Krishna Bandi , Jianglong Ye , Yan Duan , Pieter Abbeel , Xiaolong Wang , Sha Yi

Designing controllers for systems affected by model uncertainty can prove to be a challenge, especially when seeking the optimal compromise between the conflicting goals of identification and control. This trade-off is explicitly taken into…

Systems and Control · Electrical Eng. & Systems 2019-12-30 Elena Arcari , Lukas Hewing , Max Schlichting , Melanie N. Zeilinger

Formal control synthesis approaches over stochastic systems have received significant attention in the past few years, in view of their ability to provide provably correct controllers for complex logical specifications in an automated…

Systems and Control · Computer Science 2016-02-04 Majid Zamani , Ilya Tkachev , Alessandro Abate

Technological advancements in miniaturization and wireless communications are yielding more affordable and versatile sensors and, in turn, more applications in which a network of sensors can be actively managed to best support overall…

Systems and Control · Electrical Eng. & Systems 2025-09-10 Patrick Kreidl

Data driven models of dynamical systems help planners and controllers to provide more precise and accurate motions. Most model learning algorithms will try to minimize a loss function between the observed data and the model's predictions.…

Artificial Intelligence · Computer Science 2021-02-12 Clark Zhang , Santiago Paternain , Alejandro Ribeiro

Renewable energy projects, such as large offshore wind farms, are critical to achieving low-emission targets set by governments. Stochastic computer models allow us to explore future scenarios to aid decision making whilst considering the…

Methodology · Statistics 2021-12-07 Jack C. Kennedy , Daniel A. Henderson , Kevin J. Wilson

The behavior of some stochastic chemical reaction networks is largely unaffected by slight inaccuracies in reaction rates. We formalize the robustness of state probabilities to reaction rate deviations, and describe a formal connection…

Computational Complexity · Computer Science 2009-01-28 David Soloveichik

The wide availability of data coupled with the computational advances in artificial intelligence and machine learning promise to enable many future technologies such as autonomous driving. While there has been a variety of successful…

Systems and Control · Electrical Eng. & Systems 2022-10-11 Lars Lindemann , Lejun Jiang , Nikolai Matni , George J. Pappas

The linearization of the meteorological equations around a specified reference state, usually applied in NWP to define the linear system of constant-coefficients semi-implicit schemes, is outlined as an unnecessarily restrictive approach…

Atmospheric and Oceanic Physics · Physics 2009-11-10 Pierre Benard

Estimation of the degree of stability and the bounds of solutions to non-autonomous nonlinear systems present major concerns in numerous applied problems. Yet, current techniques are frequently yield overconservative conditions which are…

Dynamical Systems · Mathematics 2020-12-29 Mark A. Pinsky

Two-time-scale stochastic approximation, a generalized version of the popular stochastic approximation, has found broad applications in many areas including stochastic control, optimization, and machine learning. Despite its popularity,…

Optimization and Control · Mathematics 2021-03-24 Thinh T. Doan
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