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The work focuses on gathering high-fidelity and low-fidelity numerical simulations data using Nektar++ (Solver based on Applied Mathematics) and XFOIL respectively. The utilization of the higher polynomial distribution in calculating the…

Machine Learning · Computer Science 2025-03-12 Swapnil Kumar

This study proposes a linear approach for propagating uncertainties in the multiline thru-reflect-line (TRL) calibration method for vector network analyzers. The multiline TRL formulation we are proposing applies the law of uncertainty…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Ziad Hatab , Michael Ernst Gadringer , Wolfgang Bösch

A novel method to propagate uncertainty through the soft-thresholding nonlinearity is proposed in this paper. At every layer the current distribution of the target vector is represented as a spike and slab distribution, which represents the…

Machine Learning · Statistics 2018-12-03 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova

Multifidelity uncertainty propagation combines the efficiency of low-fidelity models with the accuracy of a high-fidelity model to construct statistical estimators of quantities of interest. It is well known that the effectiveness of such…

Computation · Statistics 2026-01-06 James E. Warner , Geoffrey F. Bomarito , Gianluca Geraci , Michael S. Eldred

The study of complex systems is often based on computationally intensive, high-fidelity, simulations. To build confidence in the prediction accuracy of such simulations, the impact of uncertainties in model inputs on the quantities of…

Computational Physics · Physics 2018-01-19 Lluis Jofre , Gianluca Geraci , Hillary Fairbanks , Alireza Doostan , Gianluca Iaccarino

In this paper, we consider the problem of propagating an uncertain distribution by a possibly non-linear function and quantifying the resulting uncertainty. We measure the uncertainty using the Wasserstein distance, and for a given input…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Eduardo Figueiredo , Steven Adams , Peyman Mohajerin Esfahani , Luca Laurenti

Ballistic capture orbits offer safer Mars injection at longer transfer time. However, the search for such an extremely rare event is a computationally intensive process. Indeed, it requires the propagation of a grid sampling the whole…

Dynamical Systems · Mathematics 2023-08-22 Thomas Caleb , Gianmario Merisio , Pierluigi Di Lizia , Francesco Topputo

In this paper, we address the problem of uncertainty propagation through nonlinear stochastic dynamical systems. More precisely, given a discrete-time continuous-state probabilistic nonlinear dynamical system, we aim at finding the sequence…

Systems and Control · Electrical Eng. & Systems 2021-02-01 Ashkan Jasour , Allen Wang , Brian C. Williams

Predictive uncertainty estimation remains a challenging problem precluding the use of deep neural networks as subsystems within safety-critical applications. Aleatoric uncertainty is a component of predictive uncertainty that cannot be…

Machine Learning · Computer Science 2023-12-12 Angel Daruna , Yunye Gong , Abhinav Rajvanshi , Han-Pang Chiu , Yi Yao

Most approximations for stochastic differential equations with high-dimensional, non-Gaussian inputs suffer from a rapid (e.g., exponential) increase of computational cost, an issue known as the curse of dimensionality. In astrodynamics,…

Applications · Statistics 2017-08-30 Marc Balducci , Brandon Jones , Alireza Doostan

Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various…

Computational Engineering, Finance, and Science · Computer Science 2024-07-09 Andrea Vaiuso , Gabriele Immordino , Marcello Righi , Andrea Da Ronch

We address the problem of uncertainty propagation in the discrete Fourier transform by modeling the fast Fourier transform as a factor graph. Building on this representation, we propose an efficient framework for approximate Bayesian…

Machine Learning · Computer Science 2025-06-09 Luca Schmid , Charlotte Muth , Laurent Schmalen

Numerical continuation techniques are powerful tools that have been extensively used to identify particular solutions of nonlinear dynamical systems and enable trajectory design in chaotic astrodynamics problems such as the Circular…

Space Physics · Physics 2024-05-30 Giacomo Acciarini , Nicola Baresi , David J. B. Lloyd , Dario Izzo

This paper introduces a global uncertainty propagation scheme for rigid body dynamics, through a combination of numerical parametric uncertainty techniques, noncommutative harmonic analysis, and geometric numerical integration. This method…

Dynamical Systems · Mathematics 2008-03-12 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

A method is presented to solve a stochastic, nonlinear optimal control problem representative of spacecraft trajectory design under uncertainty. The problem is reformulated as a chance constrained nonlinear program, or what is known as a…

Optimization and Control · Mathematics 2024-01-05 William Fife , Pradipto Ghosh , Kyle DeMars

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…

Information Theory · Computer Science 2024-07-30 Simone Servadio , Giovanni Lavezzi , Christian Hofmann , Di Wu , Richard Linares

Quantifying predictive uncertainty of neural networks has recently attracted increasing attention. In this work, we focus on measuring uncertainty of graph neural networks (GNNs) for the task of node classification. Most existing GNNs model…

Machine Learning · Computer Science 2023-04-04 Zhao Xu , Carolin Lawrence , Ammar Shaker , Raman Siarheyeu

Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling…

Numerical Analysis · Mathematics 2022-09-22 S. Ashwin Renganathan , Vishwas Rao , Ionel M. Navon

In this work, we present a linear uncertainty (LU) propagation treatment of measurement and model uncertainties in multiline thru-reflect-line (TRL) calibration. The proposed method is in accordance with the ISO Guide to the Expression of…

Signal Processing · Electrical Eng. & Systems 2022-07-01 Ziad Hatab , Michael Gadringer , Wolfgang Bösch

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire