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Related papers: A Comparative Study of Polynomial Chaos Expansion-…

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In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…

Numerical Analysis · Mathematics 2024-03-19 Gianluca Geraci , Kayla Clements , Aaron J Olson

We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization. We compare two strategies of the…

Numerical Analysis · Mathematics 2014-06-12 Sergey Dolgov , Boris N. Khoromskij , Alexander Litvinenko , Hermann G. Matthies

The consideration of stochastic uncertainty in optimal and predictive control is a well-explored topic. Recently Polynomial Chaos Expansions (PCE) have received considerable attention for problems involving stochastically uncertain system…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Ruchuan Ou , Learta Januzi , Jonas Schießl , Michael Heinrich Baumann , Lars Grüne , Timm Faulwasser

Computational models of the cardiovascular system are increasingly used for the diagnosis, treatment, and prevention of cardiovascular disease. Before being used for translational applications, the predictive abilities of these models need…

Applications · Statistics 2024-01-11 Friederike Schäfer , Daniele E. Schiavazzi , Leif Rune Hellevik , Jacob Sturdy

Pauli Check Sandwiching (PCS) is an error detection scheme that protects quantum circuits by inserting pairs of parity checks and discarding runs that signal errors. However, each additional check introduces noise and exponentially…

Differential equations with random parameters have gained significant prominence in recent years due to their importance in mathematical modelling and data assimilation. In many cases, random ordinary differential equations (RODEs) are…

Dynamical Systems · Mathematics 2018-12-13 Maxime Breden , Christian Kuehn

Observer-based methods are widely used to estimate the disturbances of different dynamic systems. However, a drawback of the conventional disturbance observers is that they all assume persistent excitation (PE) of the systems. As a result,…

Systems and Control · Electrical Eng. & Systems 2023-06-07 Zengjie Zhang , Fangzhou Liu , Tong Liu , Jianbin Qiu , Martin Buss

A dynamical system can be regarded as an information processing apparatus that encodes input streams from the external environment to its state and processes them through state transitions. The information processing capacity (IPC) is an…

Machine Learning · Computer Science 2021-05-31 Tomoyuki Kubota , Hirokazu Takahashi , Kohei Nakajima

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

The work presented here investigates the application of polynomial chaos expansion toward input shaper design in order to maintain robustness in dynamical systems subject to uncertainty. Furthermore, this work intends to specifically…

Systems and Control · Electrical Eng. & Systems 2026-02-05 Johannes Güttler , Karan Baker , Premjit Saha , James Warner , Adrian Stein

Gradient-enhanced Uncertainty Quantification (UQ) has received recent attention, in which the derivatives of a Quantity of Interest (QoI) with respect to the uncertain parameters are utilized to improve the surrogate approximation.…

Computation · Statistics 2016-03-23 Ji Peng , Jerrad Hampton , Alireza Doostan

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Optimization and Control · Mathematics 2021-03-10 E. Bradford , L. Imsland

We present an enriched formulation of the Least Squares (LSQ) regression method for Uncertainty Quantification (UQ) using generalised polynomial chaos (gPC). More specifically, we enrich the linear system with additional equations for the…

Numerical Analysis · Mathematics 2023-08-09 Kyriakos D. Kantarakias , George Papadakis

In this paper, a new polynomial chaos based framework for analyzing linear systems with probabilistic parameters is presented. Stability analysis and synthesis of optimal quadratically stabilizing controllers for such systems are presented…

Systems and Control · Computer Science 2015-03-30 Raktim Bhattacharya

Methods based on polynomial chaos expansion allow to approximate the behavior of systems with uncertain parameters by deterministic dynamics. These methods are used in a wide range of applications, spanning from simulation of uncertain…

Systems and Control · Computer Science 2017-11-28 Tillmann Mühlpfordt , Rolf Findeisen , Veit Hagenmeyer , Timm Faulwasser

Deregulation of energy markets, penetration of renewables, advanced metering capabilities, and the urge for situational awareness, all call for system-wide power system state estimation (PSSE). Implementing a centralized estimator though is…

Machine Learning · Statistics 2012-07-03 Vassilis Kekatos , Georgios B. Giannakis

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

Explainable machine learning techniques have gained increasing attention in engineering applications, especially in aerospace design and analysis, where understanding how input variables influence data-driven models is essential. Partial…

In the field of uncertainty quantification, sparse polynomial chaos (PC) expansions are commonly used by researchers for a variety of purposes, such as surrogate modeling. Ideas from compressed sensing may be employed to exploit this…

Methodology · Statistics 2018-05-09 Paul Diaz , Alireza Doostan , Jerrad Hampton

Incorporating probabilistic terms in mathematical models is crucial for capturing and quantifying uncertainties in real-world systems, especially when the solution is not unique or exhibits sudden qualitative changes as parameters vary.…

Numerical Analysis · Mathematics 2026-02-17 Isabella Carla Gonnella , Moaad Khamlich , Federico Pichi , Gianluigi Rozza
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