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In this paper, we compare the performance of two scenario-based numerical methods to solve stochastic optimal control problems: scenario trees and particles. The problem consists in finding strategies to control a dynamical system perturbed…
Self-diffusion coefficients, $D^*$, are routinely estimated from molecular dynamics simulations by fitting a linear model to the observed mean-squared displacements (MSDs) of mobile species. MSDs derived from simulation exhibit statistical…
The estimation of small probabilities of failure from computer simulations is a classical problem in engineering, and the Subset Simulation algorithm proposed by Au & Beck (Prob. Eng. Mech., 2001) has become one of the most popular method…
Oil spill detection has attracted increasing attention in recent years since marine oil spill accidents severely affect environments, natural resources, and the lives of coastal inhabitants. Hyperspectral remote sensing images provide rich…
Real-time safety analysis has become a hot research topic as it can reveal the relationship between real-time traffic characteristics and crash occurrence more accurately, and these results could be applied to improve active traffic…
We introduce a model for heavy ion collisions named Trajectum, which includes an expanded initial stage with a variable free streaming velocity $v_{\rm fs}$ and a hydrodynamic stage with three varying second order transport coefficients. We…
Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of…
To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…
The recently introduced class of simultaneous graphical dynamic linear models (SGDLMs) defines an ability to scale on-line Bayesian analysis and forecasting to higher-dimensional time series. This paper advances the methodology of SGDLMs,…
Modelling and simulating mine counter measure search missions performed by autonomous vehicles equipped with a sensor capable of detecting mines at sea is a challenging endeavour. To address this, we formulated and implemented the problem…
The International Maritime Organization developed the Second Generation Intact Stability Criteria (SGISC) with the objective of mitigating maritime incidents attributable to roll motion. Given that surf-riding precedes broaching, the SGISC…
Machine Learning models in finance are highly susceptible to model drift, where predictive performance declines as data distributions shift. This issue is especially acute in developing economies such as those in Central Asia and the…
Real-time safety analysis has become a hot research topic as it can more accurately reveal the relationships between real-time traffic characteristics and crash occurrence, and these results could be applied to improve active traffic…
Basis splines enable a time-continuous feasibility check with a finite number of constraints. Constraints apply to the whole trajectory for motion planning applications that require a collision-free and dynamically feasible trajectory.…
Background: The complete event fission simulation code FREYA is used to study correlations in fission. To make the best possible simulations, FREYA one must find the optimized values of the five physics-based parameters which characterize…
In liquid-fueled combustion systems, optimization of the fuel atomization process is critical to reducing fuel consumption and lowering pollutant emissions. Accurate and efficient computational modeling of liquid atomization can open the…
Bayesian synthetic likelihood (BSL) is a popular method for estimating the parameter posterior distribution for complex statistical models and stochastic processes that possess a computationally intractable likelihood function. Instead of…
With the development of human space exploration, the space environment is gradually filled with abandoned satellite debris and unknown micrometeorites, which will seriously affect capture motion of space robot. Hence, a novel fast…
We hypothesize that the spread of oil slicks on the water's surface during oil spills is significantly influenced by water wave motion at the initial or intermediate spreading stages, well before emulsification processes have a substantial…
Identifying and mitigating safety risks is paramount in a number of industries. In addition to guidelines and best practices, many industries already have safety management systems (SMSs) designed to monitor and reinforce good safety…