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For civil structures, structural damage due to severe loading events such as earthquakes, or due to long-term environmental degradation, usually occurs in localized areas of a structure. A new sparse Bayesian probabilistic framework for…

Applications · Statistics 2015-07-02 Yong Huang , James L. Beck

It is of growing concern to ensure resilience in power distribution systems to extreme weather events. However, there are no clear methodologies or metrics available for resilience assessment that allows system planners to assess the impact…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Abodh Poudyal , Anamika Dubey , Shiva Poudel

We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives…

Machine Learning · Statistics 2018-06-19 Marco Lorenzi , Maurizio Filippone

To date, the analysis of high-dimensional, computationally expensive engineering models remains a difficult challenge in risk and reliability engineering. We use a combination of dimensionality reduction and surrogate modelling termed…

Computation · Statistics 2022-06-20 Max Ehre , Iason Papaioannou , Bruno Sudret , Daniel Straub

Rapid and accurate estimation of post-earthquake ground failures and building damage is critical for effective post-disaster responses. Progression in remote sensing technologies has paved the way for rapid acquisition of detailed,…

Geophysics · Physics 2024-12-03 Xuechun Li , Susu Xu

Geodetic earthquake early warning (EEW) algorithms complement point-source seismic systems by estimating fault-finiteness and unsaturated moment magnitude for the largest, most damaging earthquakes. Because such earthquakes are rare, it has…

Geophysics · Physics 2019-02-28 C. J. Ruhl , D. Melgar , A. I. Chung , R. Grapenthin , R. M. Allen

In this paper, we develop efficient randomized algorithms for estimating probabilistic robustness margin and constructing robustness degradation curve for uncertain dynamic systems. One remarkable feature of these algorithms is their…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou , Jorge L. Aravena

Developing a rapid, but also reliable and efficient, method for classifying the seismic damage potential of buildings constructed in countries with regions of high seismicity is always at the forefront of modern scientific research. Such a…

Machine Learning · Computer Science 2022-05-03 Konstantinos Kostinakis , Konstantinos Morfidis , Konstantinos Demertzis , Lazaros Iliadis

Discrete stochastic processes (DSP) are instrumental for modelling the dynamics of probabilistic systems and have a wide spectrum of applications in science and engineering. DSPs are usually analyzed via Monte Carlo methods since the number…

Quantum Physics · Physics 2020-08-17 Carsten Blank , Daniel K. Park , Francesco Petruccione

We provide a simple method to estimate the parameters of multivariate stochastic volatility models with latent factor structures. These models are very useful as they alleviate the standard curse of dimensionality, allowing the number of…

Econometrics · Economics 2023-02-15 Giorgio Calzolari , Roxana Halbleib , Christian Mücher

Optimization-based state estimation is useful for nonlinear or constrained dynamic systems for which few general methods with established properties are available. The two fundamental forms are moving horizon estimation (MHE) which uses the…

Optimization and Control · Mathematics 2017-09-27 Wuhua Hu

Evaluating resilience in electric distribution systems under severe weather requires models that can connect network topology, hazard simulation, fragility modeling, restoration assumptions, repair strategy, and downstream consequences.…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Xuesong Wang , Caisheng Wang , Carol Miller , Amir Shahin Kamjou , John Norton

Structural reliability analysis is concerned with estimation of the probability of a critical event taking place, described by $P(g(\textbf{X}) \leq 0)$ for some $n$-dimensional random variable $\textbf{X}$ and some real-valued function…

Computation · Statistics 2021-04-13 Christian Agrell , Kristina Rognlien Dahl

The increasing frequency of extreme weather events poses significant risks to power distribution systems, leading to widespread outages and severe economic and social consequences. This paper presents a novel simulation framework for…

Systems and Control · Electrical Eng. & Systems 2025-02-13 Xuesong Wang , Shuo Yuan , Sharaf K. Magableh , Oraib Dawaghreh , Caisheng Wang , Le Yi Wang

We analyze a system of nonlinear stochastic partial differential equations (SPDEs) of mixed elliptic-parabolic type that models the propagation of electric signals and their effect on the deformation of cardiac tissue. The system governs…

Analysis of PDEs · Mathematics 2024-05-29 Mostafa Bendahmane , Kenneth H. Karlsen , Fatima Mroue

Polynomial chaos expansions (PCEs) have been used in many real-world engineering applications to quantify how the uncertainty of an output is propagated from inputs. PCEs for models with independent inputs have been extensively explored in…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Zhanlin Liu , Youngjun Choe

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

Computational Engineering, Finance, and Science · Computer Science 2022-08-24 Ajit Desai , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

We present an algorithm for computing sparse, least squares-based polynomial chaos expansions, incorporating both adaptive polynomial bases and sequential experimental designs. The algorithm is employed to approximate stochastic…

Computational Engineering, Finance, and Science · Computer Science 2020-01-13 Dimitrios Loukrezis , Armin Galetzka , Herbert De Gersem

We propose two methods to calibrate the parameters of the epidemic-type aftershock sequence (ETAS) model based on expectation maximization (EM) while accounting for temporal variation of catalog completeness. The first method allows for…

Geophysics · Physics 2022-01-05 Leila Mizrahi , Shyam Nandan , Stefan Wiemer

We present a new technique in order to quantify the dynamics of spatially extended systems. Using a test on the existence of unstable periodic orbits, we identify intermediate spatial scales, wherein the dynamics is characterized by maximum…

chao-dyn · Physics 2008-02-03 G. Zoeller , R. Engbert , S. Hainzl , J. Kurths
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