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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 new gradient-based adaptive sampling method is proposed for design of experiments applications which balances space filling, local refinement, and error minimization objectives while reducing reliance on delicate tuning parameters. High…

Methodology · Statistics 2024-05-09 Lucas Caparini , Gwynn J. Elfring , Mauricio Ponga

Adaptive Computing is an application-agnostic outer loop framework to strategically deploy simulations and experiments to guide decision making for scale-up analysis. Resources are allocated over successive batches, which makes the…

A key assumption in the theory of nonlinear adaptive control is that the uncertainty of the system can be expressed in the linear span of a set of known basis functions. While this assumption leads to efficient algorithms, it limits…

Optimization and Control · Mathematics 2022-08-26 Nicholas M. Boffi , Stephen Tu , Jean-Jacques E. Slotine

In this note, the problem of simultaneous leader-following consensus and parameter estimation is studied for a class of multi-agent systems subject to an uncertain leader system. The leader system is described by a sum of sinusoids with…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Shimin Wang , Xiangyu Meng

A problem of considerable importance within the field of uncertainty quantification (UQ) is the development of efficient methods for the construction of accurate surrogate models. Such efforts are particularly important to applications…

Computational Physics · Physics 2019-03-01 Rohit Tripathy , Ilias Bilionis

In this work, we combine the idea of data-driven polynomial chaos expansions with the weighted least-square approach to solve uncertainty quantification (UQ) problems. The idea of data-driven polynomial chaos is to use statistical moments…

Numerical Analysis · Mathematics 2019-02-20 Ling Guo , Yongle Liu , Tao Zhou

Stochastic spectral methods are efficient techniques for uncertainty quantification. Recently they have shown excellent performance in the statistical analysis of integrated circuits. In stochastic spectral methods, one needs to determine a…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Tarek A. El-Moselhy , Ibrahim , M. Elfadel , Luca Daniel

It has been shown that cooperative coevolution (CC) can effectively deal with large scale optimization problems (LSOPs) through a divide-and-conquer strategy. However, its performance is severely restricted by the current…

Neural and Evolutionary Computing · Computer Science 2018-03-05 Bei Pang , Zhigang Ren , Yongsheng Liang , An Chen

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these…

Applications · Statistics 2021-06-18 David N. John , Livia Stohrer , Claudia Schillings , Michael Schick , Vincent Heuveline

A path tracking algorithm that adaptively adjusts precision is presented. By adjusting the level of precision in accordance with the numerical conditioning of the path, the algorithm achieves high reliability with less computational cost…

Numerical Analysis · Mathematics 2007-05-23 Daniel J. Bates , Andrew J. Sommese , Charles W. Wampler

Based on the invariance principle of differential equations, a simple adaptive-feedback scheme is proposed to strictly synchronize almost all chaotic systems. Unlike the usual linear feedback, the variable feedback strength is automatically…

Chaotic Dynamics · Physics 2009-11-10 Debin Huang

An adaptive nonparametric estimation procedure is constructed for the estimation problem of heteroscedastic regression when the noise variance depends on the unknown regression. A non-asymptotic upper bound for a quadratic risk (an oracle…

Statistics Theory · Mathematics 2008-12-18 Leonid Galtchouk , Serguey Pergamenshchikov

Quantifying uncertainty in predictive simulations for real-world problems is of paramount importance - and far from trivial, mainly due to the large number of stochastic parameters and significant computational requirements. Adaptive sparse…

Computational Physics · Physics 2019-11-25 Ionut-Gabriel Farcas , Tobias Görler , Hans-Joachim Bungartz , Frank Jenko , Tobias Neckel

Understanding structure-property relations is essential to optimally design materials for specific applications. Two-scale simulations are often employed to analyze the effect of the microstructure on a component's macroscopic properties.…

Computational Engineering, Finance, and Science · Computer Science 2022-10-25 Theron Guo , Francesco A. B. Silva , Ondřej Rokoš , Karen Veroy

This work proposes a framework for multistage adjustable robust optimization that unifies the treatment of three different types of endogenous uncertainty, where decisions, respectively, (i) alter the uncertainty set, (ii) affect the…

Optimization and Control · Mathematics 2020-08-31 Qi Zhang , Wei Feng

The high computational cost of phase field simulations remains a major limitation for predicting dendritic solidification in metals, particularly in additive manufacturing, where microstructural control is critical. This work presents a…

In Bayesian inverse problems, surrogate models are often constructed to speed up the computational procedure, as the parameter-to-data map can be very expensive to evaluate. However, due to the curse of dimensionality and the nonlinear…

Numerical Analysis · Mathematics 2020-03-03 Liang Yan , Tao Zhou

This paper proposes a novel direct adaptive control method for rejecting unknown deterministic disturbances and tracking unknown trajectories in systems with uncertain dynamics when the disturbances or trajectories are the summation of…

Systems and Control · Computer Science 2016-03-18 Behrooz Shahsavari , Jinwen Pan , Roberto Horowitz

Despite the celebrated success of stochastic control approaches for uncertain systems, such approaches are limited in the ability to handle non-Gaussian uncertainties. This work presents an adaptive robust control for linear uncertain…

Optimization and Control · Mathematics 2026-01-13 Xuehui Ma , Shiliang Zhang , Zhiyong Sun , Xiaohui Zhang , Sabita Maharjan