English
Related papers

Related papers: Accelerating model evaluations in uncertainty prop…

200 papers

We use approximate Bayesian computation (ABC) combined with an "improved" Markov chain Monte Carlo (IMCMC) method to estimate posterior distributions of model parameters in subgrid-scale (SGS) closures for large eddy simulations (LES) of…

Fluid Dynamics · Physics 2020-05-29 Olga A. Doronina , Colin A. Z. Towery , Peter E. Hamlington

Model predictive control (MPC) is a powerful control method that handles dynamical systems with constraints. However, solving MPC iteratively in real time, i.e., implicit MPC, remains a computational challenge. To address this, common…

Systems and Control · Electrical Eng. & Systems 2022-08-03 Fangyu Wu , Guanhua Wang , Siyuan Zhuang , Kehan Wang , Alexander Keimer , Ion Stoica , Alexandre Bayen

This paper investigates the collision-free control problem for multi-agent systems. For such multi-agent systems, it is the typical situation where conventional methods using either the usual centralized model predictive control (MPC), or…

Multiagent Systems · Computer Science 2024-02-07 Zilong Cheng , Jun Ma , Wenxin Wang , Zicheng Zhu , Clarence W. de Silva , Tong Heng Lee

Alternating least squares (ALS) is often considered the workhorse algorithm for computing the rank-R canonical tensor approximation, but for certain problems its convergence can be very slow. The nonlinear conjugate gradient (NCG) method…

Numerical Analysis · Mathematics 2014-07-22 Hans De Sterck , Manda Winlaw

In recent years, topology optimization has been developed sufficiently and many researchers have concentrated on enhancing to computationally numerical algorithms for computational effectiveness of this method. Along with the development of…

Numerical Analysis · Mathematics 2023-01-19 Nam G. Luu , Thanh T. Banh

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

Medical drug infusion problems pose a combination of challenges such as nonlinearities from physiological models, model uncertainty due to inter- and intra-patient variability, as well as strict safety specifications. With these challenges…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Sophie Hall , Lukas Ortmann , Miguel Picallo , Florian Dörfler

Model predictive control (MPC) is a method to formulate the optimal scheduling problem for grid flexibilities in a mathematical manner. The resulting time-constrained optimization problem can be re-solved in each optimization time step…

Systems and Control · Electrical Eng. & Systems 2021-08-20 Steven de Jongh , Sina Steinle , Anna Hlawatsch , Felicitas Mueller , Michael Suriyah , Thomas Leibfried

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer

The necessary decarbonization efforts in energy sectors entail the integration of flexibility assets, as well as increased levels of uncertainty for the planning and operation of power systems. To cope with this in a cost-effective manner,…

Systems and Control · Electrical Eng. & Systems 2024-09-25 Stefan Borozan , Spyros Giannelos , Paola Falugi , Alexandre Moreira , Goran Strbac

Hamiltonian simulation on quantum computers is strongly constrained by gate counts, motivating techniques to reduce circuit depths. While tensor networks are natural competitors to quantum computers, we instead leverage them to support…

Quantum Physics · Physics 2025-06-04 Joe Gibbs , Lukasz Cincio

In this work, we propose an interpretable, robust, and lightweight machine learning method for automatic modulation classification (AMC) under dynamic and noisy channel conditions. It is called green automatic modulation classification…

Signal Processing · Electrical Eng. & Systems 2026-04-14 Chee-An Yu , Young-Kai Chen , C. -C. Jay Kuo

Quantum optimal control (QOC) provides a systematic framework for achieving high-fidelity operations in quantum systems and plays a central role in tasks such as gate synthesis, state transfer, and pulse design. Existing QOC methods broadly…

Quantum Physics · Physics 2026-04-28 Zeki Zeybek , Rick Mukherjee , Peter Schmelcher

Scalable spatial GPs for massive datasets can be built via sparse Directed Acyclic Graphs (DAGs) where a small number of directed edges is sufficient to flexibly characterize spatial dependence. The DAG can be used to devise fast algorithms…

Methodology · Statistics 2025-03-31 Michele Peruzzi , Sudipto Banerjee , David B. Dunson , Andrew O. Finley

Algebraic multigrid (AMG) is one of the most efficient iterative methods for solving large sparse system of equations. However, how to build/check restriction and prolongation operators in practical of AMG methods for nonsymmetric {\em…

Numerical Analysis · Mathematics 2022-02-24 Minghua Chen , Rongjun Cao , Stefano Serra-Capizzano

Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…

Optimization and Control · Mathematics 2024-03-19 Yifan Ran , Stefan Vlaski , Wei Dai

Inferring the infinitesimal rates of continuous-time Markov chains (CTMCs) is a central challenge in many scientific domains. This task is hindered by three factors: quadratic growth in the number of rates as the CTMC state space expands,…

Methodology · Statistics 2026-02-09 Filippo Monti , Xiang Ji , Marc A. Suchard

We consider the problem of optimizing the economic performance of nonlinear constrained systems subject to uncertain time-varying parameters and bounded disturbances. In particular, we propose an adaptive economic model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

This paper focuses on addressing challenges posed by non-homogeneous unstructured grids, commonly used in Computational Fluid Dynamics (CFD). Their prevalence in CFD scenarios has motivated the exploration of innovative approaches for…

Computational Engineering, Finance, and Science · Computer Science 2024-05-08 Gabriele Immordino , Andrea Vaiuso , Andrea Da Ronch , Marcello Righi