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Performance-based engineering for natural hazards facilitates the design and appraisal of structures with rigorous evaluation of their uncertain structural behavior under potentially extreme stochastic loads expressed in terms of failure…

Computational Engineering, Finance, and Science · Computer Science 2023-05-11 Srinivasan Arunachalam , Seymour M. J. Spence

Seismic vulnerability analysis of existing buildings requires basic information on their structural behaviour. The ambient vibrations of buildings and the modal parameters (frequencies, damping ration and modal shapes) that can be extracted…

Geophysics · Physics 2009-07-13 Clotaire Michel , Philippe Guéguen

Critical infrastructure systems must be both robust and resilient in order to ensure the functioning of society. To improve the performance of such systems, we often use risk and vulnerability analysis to find and address system weaknesses.…

Physics and Society · Physics 2015-05-08 Sarah LaRocca , Jonas Johansson , Henrik Hassel , Seth Guikema

Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…

Earthquakes are among the most immediate and deadly natural disasters that humans face. Accurately forecasting the extent of earthquake damage and assessing potential risks can be instrumental in saving numerous lives. In this study, we…

Computer Vision and Pattern Recognition · Computer Science 2024-02-06 Koyu Mizutani , Haruki Mitarai , Kakeru Miyazaki , Soichiro Kumano , Toshihiko Yamasaki

State space models (SSMs) are widely used to describe dynamic systems. However, when the likelihood of the observations is intractable, parameter inference for SSMs cannot be easily carried out using standard Markov chain Monte Carlo or…

Methodology · Statistics 2023-12-21 Zhaoran Hou , Samuel W. K. Wong

Estimating the probability of rare failure events is an essential step in the reliability assessment of engineering systems. Computing this failure probability for complex non-linear systems is challenging, and has recently spurred the…

Machine Learning · Computer Science 2022-02-10 P. -R. Wagner , S. Marelli , I. Papaioannou , D. Straub , B. Sudret

Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use…

Probability · Mathematics 2018-04-12 Soumyadip Ghosh , Henry Lam

In many scientific fields, the generation and evolution of data are governed by partial differential equations (PDEs) which are typically informed by established physical laws at the macroscopic level to describe general and predictable…

Methodology · Statistics 2025-07-01 Ziyuan Chen , Shunxing Yan , Fang Yao

In the Performance-Based Engineering (PBE) framework, uncertainties in system parameters, or modelling uncertainties, have been shown to have significant effects on capacity fragilities and annual collapse rates of buildings. Yet, since…

Optimization and Control · Mathematics 2022-10-17 Andre T. Beck , Rubia M. Bosse , Isabela D. Rodrigues

Forecasting earthquake sequences remains a central challenge in seismology, particularly under non-stationary conditions. While deep learning models have shown promise, their ability to generalize across time remains poorly understood. We…

Macroscopic models for spatially extended systems under random influences are often described by stochastic partial differential equations (SPDEs). Some techniques for understanding solutions of such equations, such as estimating…

Dynamical Systems · Mathematics 2009-03-27 Jinqiao Duan

Assessing the practical identifiability of epidemic models is essential for determining whether parameters can be meaningfully estimated from observed data. Monte Carlo (MC) methods provide an accessible and intuitive framework; however,…

Methodology · Statistics 2025-10-01 Chiara Mattamira , Olivia Prosper Feldman

Demands on the disaster response capacity of the European Union are likely to increase, as the impacts of disasters continue to grow both in size and frequency. This has resulted in intensive research on issues concerning spatially-explicit…

Computational Engineering, Finance, and Science · Computer Science 2014-09-30 Dario Rodriguez-Aseretto , Christian Schaerer , Daniele de Rigo

Parametric statistical methods play a central role in analyzing risk through its underlying frequency and severity components. Given the wide availability of numerical algorithms and high-speed computers, researchers and practitioners often…

Applications · Statistics 2025-06-17 Michael R. Powers , Jiaxin Xu

Recent developments in non-ergodic ground-motion models (GMMs) explicitly model systematic spatial variations in source, site, and path effects, reducing standard deviation to 30-40% of ergodic models and enabling more accurate…

Machine Learning · Computer Science 2025-12-24 Maxime Lacour , Pu Ren , Rie Nakata , Nori Nakata , Michael Mahoney

Capturing uncertainty in models of complex dynamical systems is crucial to designing safe controllers. Stochastic noise causes aleatoric uncertainty, whereas imprecise knowledge of model parameters leads to epistemic uncertainty. Several…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom Badings , Licio Romao , Alessandro Abate , Nils Jansen

In this study, we introduce a sensitivity analysis methodology for stochastic systems in chemistry, where dynamics are often governed by random processes. Our approach is based on gradient estimation via finite differences, averaging…

Quantitative Methods · Quantitative Biology 2026-01-12 Erika M. Herrera Machado , Jakob L. Andersen , Rolf Fagerberg , Daniel Merkle

Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

Methodology · Statistics 2024-02-27 Xin Cai , Jingyu Yang , Zhibao Li , Hongqiao Wang , Miao Huang

This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (1). Including available…

Numerical Analysis · Mathematics 2024-02-09 Nick Pepper , Francesco Montomoli , Kyriakos Kantarakias