Related papers: Uncertainty Propagation on Unimodular Matrix Lie G…
We describe an analytic continuation of the Euclidean Grosse-Wulkenhaar and LSZ models which defines a one-parameter family of duality covariant noncommutative field theories interpolating between Euclidean and Minkowski space versions of…
A new rigorous approach for precise and efficient calculation of light propagation along non-uniform waveguides is presented. Resonant states of a uniform waveguide, which satisfy outgoing-wave boundary conditions, form a natural basis for…
Non-Gaussian tails dominate collision probability estimates in conjunction assessment, yet capturing them without Monte Carlo sampling is challenging, especially when process noise is included. We present a closed-form, grid-free solution…
We show uniform-in-time propagation of algebraic and stretched exponential moments for the Becker-D\"oring equations. Our proof is based upon a suitable use of the maximum principle together with known rates of convergence to equilibrium.
A new multifidelity method is developed for nonlinear orbit uncertainty propagation. This approach guarantees improved computational efficiency and limited accuracy losses compared to fully high-fidelity counterparts. The initial…
An unscented Kalman filter for matrix Lie groups is proposed where the time propagation of the state is formulated on the Lie algebra. This is done with the kinematic differential equation of the logarithm, where the inverse of the right…
In this work, we present a linear uncertainty (LU) propagation treatment of measurement and model uncertainties in multiline thru-reflect-line (TRL) calibration. The proposed method is in accordance with the ISO Guide to the Expression of…
Obtaining Compton Form Factors (CFFs) and Transverse Momentum Dependent parton distribution functions (TMDs) from experimental data using neural network-based information extraction requires the precise propagation of experimental errors.…
We give analytical results for propagation of uncertainty through trained multi-layer perceptrons (MLPs) with a single hidden layer and ReLU activation functions. More precisely, we give expressions for the mean and variance of the output…
The propagation of charged particles through a scattering medium in the presence of a magnetic field can be described by a Fokker-Planck equation with Lorentz force. This model is studied both, from a theoretical and a numerical point of…
Expectation propagation is a general prescription for approximation of integrals in statistical inference problems. Its literature is mainly concerned with Bayesian inference scenarios. However, expectation propagation can also be used to…
We analyse and implement a quasi-Monte Carlo (QMC) finite element method (FEM) for the forward problem of uncertainty quantification (UQ) for the Helmholtz equation with random coefficients, both in the second-order and zero-order terms of…
We study the propagation of ultra-short short solitons in a cubic nonlinear medium modeled by nonlinear Maxwell's equations with stochastic variations of media. We consider three cases: variations of (a) the dispersion, (b) the phase…
Autonomous vehicles (AVs) are being increasingly deployed in urban environments. In order to operate safely and reliably, AVs need to account for the inherent uncertainty associated with perceiving the world through sensor data and…
A general formula in closed form to obtain exact similarity solutions of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients was recently presented by Lin and Ho [ Ann. Phys. \textbf{327}, 386 (2012); J.…
Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We…
We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…
We prove an effective equidistribution theorem for orbits of certain unipotent subgroups in arithmetic quotients of perfect Lie groups with a polynomial error term. Even for semisimple quotients, our result provides the first infinite…
We present a method how to estimate from experimental data of a turbulent velocity field the drift and the diffusion coefficient of a Fokker-Planck equation. It is shown that solutions of this Fokker-Planck equation reproduce with high…
A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…