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Forward uncertainty quantification in dynamical systems is challenging due to non-smooth or locally oscillating nonlinear behaviors. Spline dimensional decomposition (SDD) addresses such nonlinearity by partitioning input coordinates via…

Machine Learning · Statistics 2025-06-18 Yeonsu Kim , Junhan Lee , Bingran Wang , John T. Hwang , Dongjin Lee

Many high-dimensional uncertainty quantification problems are solved by polynomial dimensional decomposition (PDD), which represents Fourier-like series expansion in terms of random orthonormal polynomials with increasing dimensions. This…

Numerical Analysis · Mathematics 2018-04-06 Sharif Rahman

This article advocates factorized and hybrid dimensional decompositions (FDD/HDD), as alternatives to analysis-of-variance dimensional decomposition (ADD), for second-moment statistical analysis of multivariate functions. New formulae…

Numerical Analysis · Mathematics 2013-10-28 Sharif Rahman

This article presents two novel adaptive-sparse polynomial dimensional decomposition (PDD) methods for solving high-dimensional uncertainty quantification problems in computational science and engineering. The methods entail global…

Numerical Analysis · Mathematics 2015-06-18 Vaibhav Yadav , Sharif Rahman

This paper presents three new computational methods for calculating design sensitivities of statistical moments and reliability of high-dimensional complex systems subject to random input. The first method represents a novel integration of…

Numerical Analysis · Mathematics 2014-02-18 Sharif Rahman , Xuchun Ren

Scientific research and engineering practice often require the modeling and decomposition of nonlinear systems. The Dynamic Mode Decomposition (DMD) is a novel Koopman-based technique that effectively dissects high-dimensional nonlinear…

Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficulties are only amplified in large-scale applications where even…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis

A spline chaos expansion, referred to as SCE, is introduced for uncertainty quantification analysis. The expansion provides a means for representing an output random variable of interest with respect to multivariate orthonormal basis…

Numerical Analysis · Mathematics 2019-11-12 Sharif Rahman

The spherical-radial decomposition (SRD) is an efficient method for estimating probabilistic functions and their gradients defined over finite-dimensional elliptical distributions. In this work, we generalize the SRD to infinite stochastic…

Optimization and Control · Mathematics 2026-03-23 Kewei Wang , Georg Stadler

Dynamic mode decomposition (DMD) is an emerging methodology that has recently attracted computational scientists working on nonintrusive reduced order modeling. One of the major strengths that DMD possesses is having ground theoretical…

Numerical Analysis · Mathematics 2022-01-12 Shady E. Ahmed , Omer San , Diana A. Bistrian , Ionel M. Navon

This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…

Numerical Analysis · Mathematics 2016-01-13 Sharif Rahman , Xuchun Ren , Vaibhav Yadav

This paper puts forward a new generalized polynomial dimensional decomposition (PDD), referred to as GPDD, comprising hierarchically ordered measure-consistent multivariate orthogonal polynomials in dependent random variables. Unlike the…

Numerical Analysis · Mathematics 2018-10-30 Sharif Rahman

The present paper provides a general formula for the dimension of spline space over T-meshes using smoothing cofactor-conformality method. And we introduce a new notion, Diagonalizable T-mesh, over which the dimension formula is only…

Algebraic Geometry · Mathematics 2012-10-22 Xin Li

This article explores the generalized analysis-of-variance or ANOVA dimensional decomposition (ADD) for multivariate functions of dependent random variables. Two notable properties, stemming from weakened annihilating conditions, reveal…

Numerical Analysis · Mathematics 2014-08-05 Sharif Rahman

In the context of functional data analysis, probability density functions as non-negative functions are characterized by specific properties of scale invariance and relative scale which enable to represent them with the unit integral…

Numerical Analysis · Mathematics 2019-12-19 Jitka Machalova , Renata Talska , Karel Hron , Ales Gaba

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin

Sufficient dimension reduction (SDR) is continuing an active research field nowadays for high dimensional data. It aims to estimate the central subspace (CS) without making distributional assumption. To overcome the large-$p$-small-$n$…

Methodology · Statistics 2017-03-22 Hung Hung , Su-Yun Huang

This article introduces a functional method for lower-dimensional smooth representations in terms of time-varying dissimilarities. The method incorporates dissimilarity representation in multidimensional scaling and smoothness approach of…

Methodology · Statistics 2025-05-02 Liting Li

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Numerical Analysis · Mathematics 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

Dynamic Mode Decomposition (DMD) is a data-driven and model-free decomposition technique. It is suitable for revealing spatio-temporal features of both numerically and experimentally acquired data. Conceptually, DMD performs a…

Fluid Dynamics · Physics 2020-12-18 Tim Krake , Stefan Reinhardt , Marcel Hlawatsch , Bernhard Eberhardt , Daniel Weiskopf
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