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Uncertainties exist in both physics-based and data-driven models. Variance-based sensitivity analysis characterizes how the variance of a model output is propagated from the model inputs. The Sobol index is one of the most widely used…

Methodology · Statistics 2020-06-09 Zhanlin Liu , Youngjun Choe

A spline chaos expansion, referred to as SCE, is introduced for uncertainty quantification analysis. The expansion provides a means for representing an output random variable of interest with respect to multivariate orthonormal basis…

Numerical Analysis · Mathematics 2019-11-12 Sharif Rahman

In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making…

Methodology · Statistics 2017-03-20 Roland Schöbi , Bruno Sudret

The intermittent nature of renewable power availability is one of the major sources of uncertainty in power systems. While markets can guarantee that the demand is covered by the available generation, transmission system operators have to…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Oleksii Molodchyk , Hendrik Drögehorn , Martin Lindner , Mario Kendziorski , Timm Faulwasser

Ordinary differential equations (ODEs) are a conventional way to describe the observed dynamics of physical systems. Scientists typically hypothesize about dynamical behavior, propose a mathematical model, and compare its predictions to…

Machine Learning · Computer Science 2025-11-20 Nils Wildt , Daniel M. Tartakovsky , Sergey Oladyshkin , Wolfgang Nowak

This article is devoted to providing a review of mathematical formulations in which Polynomial Chaos Theory (PCT) has been incorporated into stochastic model predictive control (SMPC). In the past decade, PCT has been shown to provide a…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Prabhat K. Mishra , Joel A. Paulson , Richard D. Braatz

The effective management of stochastic characteristics of renewable power generations is vital for ensuring the stable and secure operation of power systems. This paper addresses the task of optimizing the chance-constrained…

Systems and Control · Electrical Eng. & Systems 2024-01-05 Yuanxi Wu , Zhi Wu , Yijun Xu , Huan Long , Wei Gu , Shu Zheng , Jingtao Zhao

As uncertainty and sensitivity analysis of complex models grows ever more important, the difficulty of their timely realizations highlights a need for more efficient numerical operations. Non-intrusive Polynomial Chaos methods are highly…

Numerical Analysis · Mathematics 2022-04-14 Konstantin Weise , Erik Müller , Lucas Poßner , Thomas R. Knösche

This article considers the $\mathcal{H}_\infty$ static output-feedback control for linear time-invariant uncertain systems with polynomial dependence on probabilistic time-invariant parametric uncertainties. By applying polynomial chaos…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Yiming Wan , Dongying E. Shen , Sergio Lucia , Rolf Findeisen , Richard D. Braatz

Compressive sensing has become a powerful addition to uncertainty quantification when only limited data is available. In this paper we provide a general framework to enhance the sparsity of the representation of uncertainty in the form of…

Numerical Analysis · Mathematics 2018-11-28 Xiu Yang , Xiaoliang Wan , Lin Lin , Huan Lei

The formation and accretion of ice on the leading edge of a wing can be detrimental to airplane performance. Complicating this reality is the fact that even a small amount of uncertainty in the shape of the accreted ice may result in a…

Data Analysis, Statistics and Probability · Physics 2014-11-14 Anthony M. DeGennaro , Clarence W. Rowley , Luigi Martinelli

Optimal Bayesian design techniques provide an estimate for the best parameters of an experiment in order to maximize the value of measurements prior to the actual collection of data. In other words, these techniques explore the space of…

Computational Physics · Physics 2020-08-11 Alexander Tarakanov , Ahmed H. Elsheikh

A deep learning approach is proposed to detect data and system anomalies using high-resolution continuous point-on-wave (CPOW) or phasor measurements. Both the anomaly and anomaly-free measurement models are assumed to have unknown temporal…

Systems and Control · Electrical Eng. & Systems 2021-06-24 Kursat Rasim Mestav , Xinyi Wang , Lang Tong

Dimensionally decomposed generalized polynomial chaos expansion (DD-GPCE) efficiently performs forward uncertainty quantification (UQ) in complex engineering systems with high-dimensional random inputs of arbitrary distributions. However,…

Numerical Analysis · Mathematics 2026-01-06 Hojun Choi , Eunho Heo , Dongjin Lee

Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random…

Methodology · Statistics 2025-07-08 A. Pires , M. Moustapha , S. Marelli , B. Sudret

Anomaly detection and root cause analysis (RCA) are critical for ensuring the safety and resilience of cyber-physical systems such as power grids. However, existing machine learning models for time series anomaly detection often operate as…

Machine Learning · Computer Science 2026-02-16 Yue Sun , Likai Wang , Rick S. Blum , Parv Venkitasubramaniam

The power-flow sensitivity coefficients (PFSCs) are widely used in the power system for expressing linearized dependencies between the controlled (i.e., the nodal voltages, lines currents) and control variables (e.g., active and reactive…

Systems and Control · Electrical Eng. & Systems 2023-12-18 Rahul Gupta

Global sensitivity analysis is a powerful set of ideas and heuristics for understanding the importance and interplay between uncertain parameters in a computational model. Such a model is characterized by a set of input parameters and an…

Numerical Analysis · Mathematics 2020-12-23 Chun Yui Wong , Pranay Seshadri , Geoffrey T. Parks

Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Ioannis Zacharopoulos , Constantinos Theodoropoulos

Compressive sampling has been widely used for sparse polynomial chaos (PC) approximation of stochastic functions. The recovery accuracy of compressive sampling highly depends on the incoherence properties of the measurement matrix. In this…

Computation · Statistics 2018-10-17 Negin Alemazkoor , Hadi Meidani
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