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Accurate estimates of long-term risk probabilities and their gradients are critical for many stochastic safe control methods. However, computing such risk probabilities in real-time and in unseen or changing environments is challenging.…

Systems and Control · Electrical Eng. & Systems 2024-08-20 Zhuoyuan Wang , Yorie Nakahira

Building surrogate models with uncertainty quantification capabilities is essential for many engineering applications where randomness, such as variability in material properties, is unavoidable. Polynomial Chaos Expansion (PCE) is widely…

Computational Engineering, Finance, and Science · Computer Science 2025-11-04 Bahador Bahmani , Ioannis G. Kevrekidis , Michael D. Shields

The reliable statistical characterization of the spatial and temporal properties of large earthquakes occurrence is one of the most debated issues in seismic hazard assessment, due to the unavoidably limited observations from past events.…

Frequency response functions (FRFs) are important for assessing the behavior of stochastic linear dynamic systems. For large systems, their evaluations are time-consuming even for a single simulation. In such cases, uncertainty…

Computation · Statistics 2017-03-23 V. Yaghoubi , S. Marelli , B. Sudret , T. Abrahamsson

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

A novel geomechanics concept is presented for studying the behavior of geomaterials and structures by capturing the underlying dynamics as realistically as possible for earthquake excitation applied in time domain. Enormous amount of…

Computational Engineering, Finance, and Science · Computer Science 2019-11-21 Achintya Haldara , J. Ramon Gaxiola Camachob , Hamoon Azizsoltanic , Francisco J. Villegas-Mercadoa , S. Mohsen Vazirizadea

In the context of uncertainty quantification, computational models are required to be repeatedly evaluated. This task is intractable for costly numerical models. Such a problem turns out to be even more severe for stochastic simulators, the…

Computation · Statistics 2022-11-29 X. Zhu , B. Sudret

Reliability theory is used to assess the sensitivity of a passive flexion and active flexion of the human lower leg Finite Element (FE) models with Total Knee Replacement (TKR) to the variability in the input parameters of the respective FE…

Computational Engineering, Finance, and Science · Computer Science 2018-07-20 Corneliu T. C. Arsene

Geostatistical seismic inversion is commonly used to infer the spatial distribution of the subsurface petro-elastic properties by perturbing the model parameter space through iterative stochastic sequential simulations/co-simulations. The…

Applications · Statistics 2018-10-19 Leonardo Azevedo , Vasily Demyanov

In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization (SP) algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent…

Computational Physics · Physics 2013-10-08 Ian Grooms , Andrew J Majda

Seismicity and faulting within the Earth crust are characterized by many scaling laws that are usually interpreted as qualifying the existence of underlying physical mechanisms associated with some kind of criticality in the sense of phase…

Geophysics · Physics 2021-03-31 Shyam Nandan , Sumit Kumar Ram , Guy Ouillon , Didier Sornette

Post-earthquake recovery of electric power networks (EPNs) is critical to community resilience. Traditional recovery processes often rely on prolonged and imprecise manual inspections for damage diagnosis, leading to suboptimal repair…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Huangbin Liang , Beatriz Moya , Francisco Chinesta , Eleni Chatzi

Over the last two decades, strain and GPS measurements have shown that slow slip on earthquake faults is a widespread phenomenon. Slow slip is also inferred from correlated small amplitude seismic signals known as nonvolcanic tremor and low…

Dam breach models are commonly used to predict outflow hydrographs of potentially failing dams and are key ingredients for evaluating flood risk. In this paper a new dam breach modeling framework is introduced that shall improve the…

Computation · Statistics 2018-06-14 S. J. Peter , A. Siviglia , J. Nagel , S. Marelli , R. M. Boes , D. Vetsch , B. Sudret

The key elements of seismic probabilistic risk assessment studies are the fragility curves which express the probabilities of failure of structures conditional to a seismic intensity measure. A multitude of procedures is currently available…

Machine Learning · Statistics 2022-01-17 Clement Gauchy , Cyril Feau , Josselin Garnier

Time-history deformation analyses of upstream-raised tailings dams use seismic records as input data. Such records must be representative of the in-situ seismicity in terms of a wide range of intensity measures (IMs) including peak ground…

Geophysics · Physics 2021-03-18 N. A. Labanda , M. G. Sottile , I. A. Cueto , A. O. Sfriso

The basic purpose of the paper is to draw the attention of researchers to new possibilities of differentiation of similar signals having different nature. One of examples of such kind of signals is presented by seismograms containing…

Statistical Mechanics · Physics 2009-11-07 Renat Yulmetyev , Fail Gafarov , Peter Hänggi , Raoul Nigmatullin , Shamil Kayumov

A probabilistic approach to phase-field brittle and ductile fracture with random material and geometric properties is proposed within this work. In the macroscopic failure mechanics, materials properties and exactness of spatial quantities…

Numerical Analysis · Mathematics 2022-08-10 Nima Noii , Amirreza Khodadadian , Fadi Aldakheel

Numerical simulations have shown that certain driven nonlinear systems can be characterized by mean-field statistical properties often associated with ergodic dynamics [C.D. Ferguson, W. Klein, and J.B. Rundle, Phys. Rev. E 60, 1359 (1999);…

Geophysics · Physics 2009-11-11 K. F. Tiampo , J. B. Rundle , W. Klein , J. Holliday , J. S. Sa Martins , C. D. Ferguson

Stochastic differential equation mixed-effects models (SDEMEMs) are flexible hierarchical models that are able to account for random variability inherent in the underlying time-dynamics, as well as the variability between experimental units…

Computation · Statistics 2021-01-22 Samuel Wiqvist , Andrew Golightly , Ashleigh T. McLean , Umberto Picchini