Related papers: Quantification of parametric uncertainties induced…
The Discrete Nonlinear Schroedinger Equation with a random potential in one dimension is studied as a dynamical system. It is characterized by the length, the strength of the random potential and by the field density that determines the…
We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…
In construction projects, contingency reserves have traditionally been estimated based on a percentage of the total project cost, which is arbitrary and, thus, unreliable in practical cases. Monte Carlo simulation provides a more reliable…
In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…
The number of resident space objects is rising at an alarming rate. Mega-constellations and breakup events are proliferating in most orbital regimes, and safe navigation is becoming increasingly problematic. It is important to be able to…
Weather and climate forecasts are inherently uncertain due to chaotic dynamics, imperfect initial conditions, and incomplete representation of the underlying physical processes. Operational ensemble forecasts aim to represent these…
This paper proposes a new method to propagate uncertainties undergoing nonlinear dynamics using the Koopman Operator (KO). Probability density functions are propagated directly using the Koopman approximation of the solution flow of the…
An analysis of instability dynamics in a stochastic magnetic field is presented for the tractable case of the resistive interchange. Externally prescribed static magnetic perturbations convert the eigenmode problem to a stochastic…
We have developed a multi-scale self-consistent method to study the charge conductivity of a porous system or a metallic matrix alloyed by randomly distributed nonmetallic grains and vacancies by incorporating Schr\"{o}dinger's equation and…
The stationary distribution of a fully chaotic system typically exhibits a fractal structure, which dramatically changes if the dynamical equations are even slightly modified. Perturbative techniques are not expected to work in this…
We introduce a new formalism to study nonequilibrium steady-state currents in stochastic field theories. We show that generalizing the exterior derivative to functional spaces allows identifying the subspaces in which the system undergoes…
Accurate estimation of parameters is paramount in developing high-fidelity models for complex dynamical systems. Model-based optimal experiment design (OED) approaches enable systematic design of dynamic experiments to generate input-output…
Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…
We identify an issue in recent approaches to learning-based control that reformulate systems with uncertain dynamics using a stochastic differential equation. Specifically, we discuss the approximation that replaces a model with fixed but…
Mast fruiting represents a synchronous population behaviour which can spread on large landscape areas. This reproductive pattern is generally perceived as a synchronous periodic production of large seed crops and has a significant practical…
Linear stability analysis of speckle pattern resulting from multiple, diffuse scattering of coherent light waves in random media with intensity-dependent refractive index (noninstantaneous Kerr nonlinearity) is performed. The speckle…
Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…
Forced oscillation (FO) is a significant concern threating the power system stability. Its mechanisms are mostly studied via linear models. However, FO amplitude is increasing, e.g., Nordic and Western American FOs, which can stimulate…
We consider the problem of the nonlinear response of a Rayleigh beam to the passage of a train of forces moving with stochastic velocity. The Fourier transform and the theory of residues is used to estimate the mean-square amplitude of the…
Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…