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In surrogate modeling, polynomial chaos expansion (PCE) is popularly utilized to represent the random model responses, which are computationally expensive and usually obtained by deterministic numerical modeling approaches including finite…

Computation · Statistics 2020-06-01 Z. Liu , D. Lesselier , B. Sudret , J. Wiart

Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the…

Physics and Society · Physics 2018-05-15 Filippo Radicchi , Claudio Castellano

Growing uncertainty from renewable energy integration and distributed energy resources motivate the need for advanced tools to quantify the effect of uncertainty and assess the risks it poses to secure system operation. Polynomial chaos…

Optimization and Control · Mathematics 2019-10-16 David Métivier , Marc Vuffray , Sidhant Misra

In this paper a computationally efficient approach is suggested for the stochastic modeling of an inhomogeneous reluctivity of magnetic materials. These materials can be part of electrical machines, such as a single phase transformer (a…

Computational Engineering, Finance, and Science · Computer Science 2017-09-26 Radoslav Jankoski , Ulrich Römer , Sebastian Schöps

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

Optimization and Control · Mathematics 2012-04-10 John C. Duchi , Peter L. Bartlett , Martin J. Wainwright

This letter proposes a data-driven sparse polynomial chaos expansion-based surrogate model for the stochastic economic dispatch problem considering uncertainty from wind power. The proposed method can provide accurate estimations for the…

Signal Processing · Electrical Eng. & Systems 2021-09-20 Xiaoting Wang , Rong-Peng Liu , Xiaozhe Wang , Yunhe Hou , François Bouffard

Surrogate modeling of costly mathematical models representing physical systems is challenging since it is typically not possible to create a large experimental design. Thus, it is beneficial to constrain the approximation to adhere to the…

Machine Learning · Computer Science 2023-09-06 Lukáš Novák , Himanshu Sharma , Michael D. Shields

The non-intrusive generalized Polynomial Chaos (gPC) method is a popular computational approach for solving partial differential equations (PDEs) with random inputs. The main hurdle preventing its efficient direct application for…

Numerical Analysis · Mathematics 2016-09-19 Jiahua Jiang , Yanlai Chen , Akil Narayan

Robust optimization is a method for optimization under uncertainties in engineering systems and designs for applications ranging from aeronautics to nuclear. In a robust design process, parameter variability (or uncertainty) is incorporated…

Computation · Statistics 2022-10-17 Richa Verma , Dinesh Kumar , Kazuma Kobayashi , Syed Alam

An integrated optimization method based on the constrained multi-objective evolutionary algorithm (MOEA) and non-intrusive polynomial chaos expansion (PCE) is proposed, which solves robust multi-objective optimization problems under…

Neural and Evolutionary Computing · Computer Science 2022-09-29 Yuji Takubo , Masahiro Kanazaki

This paper studied a robust concurrent topology optimization (RCTO) approach to design the structure and its composite materials simultaneously. For the first time, the material uncertainty with imprecise probability is integrated into the…

Computational Engineering, Finance, and Science · Computer Science 2020-03-10 Y. Wu , Eric Li , Z. C. He , X. Y. Lin , H. X. Jiang

In this paper, we propose a topology optimization (TO) framework where the design is parameterized by a set of convex polygons. Extending feature mapping methods in TO, the representation allows for direct extraction of the geometry. In…

Optimization and Control · Mathematics 2023-05-09 Aaditya Chandrasekhar

This paper presents stochastic virtual element methods for propagating uncertainty in linear elastic stochastic problems. We first derive stochastic virtual element equations for 2D and 3D linear elastic problems that may involve…

Numerical Analysis · Mathematics 2023-11-01 Zhibao Zheng , Udo Nackenhorst

Multiple model reduction techniques have been proposed to tackle linear and non linear problems. Intrusive model order reduction techniques exhibit high accuracy levels, however, they are rarely used as a standalone industrial tool, because…

Computational Engineering, Finance, and Science · Computer Science 2025-04-10 Mikhael Tannous , Chady Ghnatios , Eivind Fonn , Trond Kvamsdal , Francisco Chinesta

In this paper we propose an algorithm for recovering sparse orthogonal polynomials using stochastic collocation. Our approach is motivated by the desire to use generalized polynomial chaos expansions (PCE) to quantify uncertainty in models…

Numerical Analysis · Mathematics 2021-05-04 John D. Jakeman , Akil Narayan , Tao Zhou

We use Lyapunov-like functions and convex optimization to propagate uncertainty in the initial condition of nonlinear systems governed by ordinary differential equations. We consider the full nonlinear dynamics without approximation,…

Optimization and Control · Mathematics 2023-08-04 Francesca Covella , Giovanni Fantuzzi

As non-institutive polynomial chaos expansion (PCE) techniques have gained growing popularity among researchers, we here provide a comprehensive review of major sampling strategies for the least squares based PCE. Traditional sampling…

Computation · Statistics 2018-02-14 Mohammad Hadigol , Alireza Doostan

In this work we present a nonlinear adaptive suboptimal control strategy for uncertain nonlinear systems. Stochastic parametric uncertainty is dealt with by employing spectral decomposition of the random variables by means of the…

In this paper, a polynomial chaos based framework for designing controllers for discrete time linear systems with probabilistic parameters is presented. Conditions for exponential-mean-square stability for such systems are derived and…

Optimization and Control · Mathematics 2020-04-06 Vaishnav Tadiparthi , Raktim Bhattacharya

A nonintrusive model order reduction method for bilinear stochastic differential equations with additive noise is proposed. A reduced order model (ROM) is designed in order to approximate the statistical properties of high-dimensional…

Numerical Analysis · Mathematics 2025-06-11 M. A. Freitag , J. M. Nicolaus , M. Redmann
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