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Uncertainty propagation in nonlinear dynamic systems remains an outstanding problem in scientific computing and control. Numerous approaches have been developed, but are limited in their capability to tackle problems with more than a few…

Dynamical Systems · Mathematics 2019-11-22 Tenavi Nakamura-Zimmerer , Daniele Venturi , Qi Gong , Wei Kang

Motivated by attitude control and attitude estimation problems for a rigid body, computational methods are proposed to propagate uncertainties in the angular velocity and the attitude. The nonlinear attitude flow is determined by…

Dynamical Systems · Mathematics 2007-05-23 Taeyoung Lee , Nalin A. Chaturvedi , Amit K. Sanyal , Melvin Leok , N. Harris McClamroch

The construction of efficient methods for uncertainty quantification in kinetic equations represents a challenge due to the high dimensionality of the models: often the computational costs involved become prohibitive. On the other hand,…

Numerical Analysis · Mathematics 2021-12-03 Giacomo Dimarco , Liu Liu , Lorenzo Pareschi , Xueyu Zhu

Latent factor models are widely used to discover and adjust for hidden variation in modern applications. However, most methods do not fully account for uncertainty in the latent factors, which can lead to miscalibrated inferences such as…

Methodology · Statistics 2020-10-13 Jeffrey W. Miller , Scott L. Carter

In this work, we leverage the Hamiltonian kind structure for accurate uncertainty propagation through a nonlinear dynamical system. The developed approach utilizes the fact that the stationary probability density function is purely a…

Optimization and Control · Mathematics 2024-11-19 Amit Jain , Puneet Singla , Roshan Eapen

Uncertainty estimation, which provides a means of building explainable neural networks for medical imaging applications, have mostly been studied for single deep learning models that focus on a specific task. In this paper, we propose a…

Computer Vision and Pattern Recognition · Computer Science 2023-10-02 Leonhard F. Feiner , Martin J. Menten , Kerstin Hammernik , Paul Hager , Wenqi Huang , Daniel Rueckert , Rickmer F. Braren , Georgios Kaissis

Fiber orientation is decisive for the mechanical performance of composite materials. During manufacturing, variations in material and process parameters can influence fiber orientation. We employ multilevel polynomial surrogates to model…

Computational Engineering, Finance, and Science · Computer Science 2025-03-18 Stjepan Salatovic , Sebastian Krumscheid , Florian Wittemann , Luise Kärger

In this paper, we consider the development of efficient numerical methods for linear transport equations with random parameters and under the diffusive scaling. We extend to the present case the bi-fidelity stochastic collocation method…

Numerical Analysis · Mathematics 2022-05-25 Liu Liu , Lorenzo Pareschi , Xueyu Zhu

The Koopman Operator (KO) provides an analytical solution of dynamical systems in terms of orthogonal polynomials. This work exploits this representation to include the propagation of uncertainties, where the polynomials are modified to…

Information Theory · Computer Science 2024-07-30 Simone Servadio , William Parker , Richard Linares

Due to the inherent aleatory uncertainties in renewable generators, the reliability/adequacy assessments of distributed generation (DG) systems have been particularly focused on the probabilistic modeling of random behaviors, given…

Performance · Computer Science 2012-06-07 Yanfu Li , Enrico Zio

This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…

Optimization and Control · Mathematics 2021-08-12 Ioannis Tzortzis , Marios M. Polycarpou

Uncertainty pervades through the modern robotic autonomy stack, with nearly every component (e.g., sensors, detection, classification, tracking, behavior prediction) producing continuous or discrete probabilistic distributions. Trajectory…

Robotics · Computer Science 2022-07-13 Boris Ivanovic , Yifeng Lin , Shubham Shrivastava , Punarjay Chakravarty , Marco Pavone

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

We present parton distribution functions which include a quantitative estimate of its uncertainties. The parton distribution functions are optimized with respect to deep inelastic proton data, expressing the uncertainties as a density…

High Energy Physics - Phenomenology · Physics 2007-05-23 Walter T. Giele , Stephane A. Keller , David A. Kosower

In a multifidelity setting, data are available under the same conditions from two (or more) sources, e.g. computer codes, one being lower-fidelity but computationally cheaper, and the other higher-fidelity and more expensive. This work…

Methodology · Statistics 2024-09-25 Minji Kim , Kevin O'Connor , Vladas Pipiras , Themistoklis Sapsis

Computational methods for fractional differential equations exhibit essential instability. Even a minor modification of the coefficients or other entry data may switch good results to the divergent. The goal of this paper is to suggest the…

Numerical Analysis · Mathematics 2021-12-20 P. B. Dubovski , J. A. Slepoi

This paper addresses the limitations of standard uncertainty models, e.g., robust (norm-bounded) and stochastic (one fixed distribution, e.g., Gaussian), and proposes to model uncertainty via Optimal Transport (OT) ambiguity sets. These…

Optimization and Control · Mathematics 2023-09-08 Liviu Aolaritei , Nicolas Lanzetti , Hongruyu Chen , Florian Dörfler

We study stochastic dynamical systems in settings where only partial statistical information about the noise is available, e.g., in the form of a limited number of noise realizations. Such systems are particularly challenging to analyze and…

Optimization and Control · Mathematics 2023-04-06 Liviu Aolaritei , Nicolas Lanzetti , Florian Dörfler

Motivated by the problem of computer-aided detection (CAD) of pulmonary nodules, we introduce methods to propagate and fuse uncertainty information in a multi-stage Bayesian convolutional neural network (CNN) architecture. The question we…

Computer Vision and Pattern Recognition · Computer Science 2018-02-15 Onur Ozdemir , Benjamin Woodward , Andrew A. Berlin

Multifidelity methods are widely used for estimating quantities of interest (QoI) in computational science by employing numerical simulations of differing costs and accuracies. Many methods approximate numerical-valued statistics that…

Computation · Statistics 2022-12-02 Yiming Xu , Akil Narayan