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A systematic and automated framework for developing closed-loop flow control strategies is proposed, integrating suboptimal control theory [Lee et al., J. Fluid Mech. 358, 245 (1998)] with Bayesian optimization. The approach is demonstrated…

Fluid Dynamics · Physics 2025-07-08 Yusuke Yugeta , Yosuke Hasegawa

A Bayesian analytics framework that precisely quantifies uncertainty offers a significant advance for financial risk management. We develop an integrated approach that consistently enhances the handling of risk in market volatility…

Risk Management · Quantitative Finance 2025-12-19 Sharif Al Mamun , Rakib Hossain , Md. Jobayer Rahman , Malay Kumar Devnath , Farhana Afroz , Lisan Al Amin

The prevention of dangerous chemical accidents is a primary problem of industrial manufacturing. In the accidents of dangerous chemicals, the oil gas explosion plays an important role. The essential task of the explosion prevention is to…

Computational Engineering, Finance, and Science · Computer Science 2012-11-09 Xiaofei Wang , Mingming Zhang , Liyong Shen , Suixiang Gao

Environmental fluctuations degrade the performance of solid-state qubits but can in principle be mitigated by real-time Hamiltonian estimation down to time scales set by the estimation efficiency. We implement a physics-informed and an…

Plasma-terminating disruptions in future fusion reactors may result in conversion of the initial current to a relativistic runaway electron beam. Validated predictive tools are required to optimize the scenarios and mitigation actuators to…

Plasma Physics · Physics 2022-08-04 Aaro Järvinen , Tünde Fülöp , Eero Hirvijoki , Mathias Hoppe , Adam Kit , Jan Åström

This work presents a sequential convex program method to compute fuel-optimal collision avoidance maneuvers for long-term encounters. The low-thrust acceleration model is used to account for the control, but the method can compute…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Zeno Pavanello , Laura Pirovano , Roberto Armellin

Estimation of small failure probabilities is one of the most important and challenging computational problems in reliability engineering. The failure probability is usually given by an integral over a high-dimensional uncertain parameter…

Computation · Statistics 2011-10-18 Konstantin M. Zuev , James L. Beck , Siu-Kui Au , Lambros S. Katafygiotis

Existing numerical models of the swash zone are relatively inflexible in dealing with sediment transport due to a high dependence of the deployed numerical schemes on empirical sediment transport relations. Moreover, these models are…

Atmospheric and Oceanic Physics · Physics 2015-09-28 Peng Hu , Wei Li , Zhiguo He , Thomas Pähtz , Zhiyuan Yue

Reliable forecasts for the dispersion of oceanic contamination are important for coastal ecosystems, society and the economy as evidenced by the Deepwater Horizon oil spill in the Gulf of Mexico in 2010 and the Fukushima nuclear plant…

Environmental processes resolved at a sufficiently small scale in space and time will inevitably display non-stationary behavior. Such processes are both challenging to model and computationally expensive when the data size is large.…

Applications · Statistics 2020-08-21 Amanda Lenzi , Stefano Castruccio , Haavard Rue , Marc G. Genton

Accurate prediction of future agent trajectories is a critical challenge for ensuring safe and efficient autonomous navigation, particularly in complex urban environments characterized by multiple plausible future scenarios. In this paper,…

Robotics · Computer Science 2025-07-29 Haichuan Li , Tomi Westerlund

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

Quality control in industrial processes is increasingly making use of prior scientific knowledge, often encoded in physical models that require numerical approximation. Statistical prediction, and subsequent optimization, is key to ensuring…

Other Statistics · Statistics 2018-10-23 Antony Overstall , David Woods , Kieran Martin

Operations research practitioners frequently want to model complicated functions that are are difficult to encode in their underlying optimisation framework. A common approach is to solve an approximate model, and to use a simulation to…

Optimization and Control · Mathematics 2022-07-06 Michael Forbes , Mitchell Harris , Marijn Jansen , Femke van der Schoot , Thomas Taimre

We study the trajectory optimization problem under chance constraints for continuous-time stochastic systems. To address chance constraints imposed on the entire stochastic trajectory, we propose a framework based on the set erosion…

Optimization and Control · Mathematics 2025-04-08 Zishun Liu , Liqian Ma , Yongxin Chen

Real-time tsunami early warning relies on distributed sensor networks to infer seismic sources and seafloor motion. Optimizing these networks via Bayesian optimal experimental design (OED) is exceptionally challenging for systems governed…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-13 Sreeram Venkat , Stefan Henneking , Omar Ghattas

This paper proposes a sequential design for maximizing a stochastic computer simulator output, y(x), over an unknown optimization domain. The training data used to estimate the optimization domain are a set of (historical) inputs, often…

Methodology · Statistics 2020-12-17 François Bachoc , Théo Barthe , Thomas Santner , Yann Richet

The accuracy and precision of high-energy spallation models are key issues for the design and development of new applications and experiments. We present a method to estimate model parameters and associated uncertainties by leveraging the…

High Energy Physics - Phenomenology · Physics 2024-06-28 Jason Hirtz , Jean-Christophe David , Joseph Cugnon , Ingo Leya , José Luís Rodríguez-Sánchez , Georg Schnabel

A variety of simulation methodologies have been used for modeling reaction-diffusion dynamics -- including approaches based on Differential Equations (DE), the Stochastic Simulation Algorithm (SSA), Brownian Dynamics (BD), Green's Function…

Chemical Physics · Physics 2021-05-21 Marcus Thomas , Russell Schwartz

Efficient trajectory optimization is essential for avoiding collisions in unstructured environments, but it remains challenging to have both speed and quality in the solutions. One reason is that second-order optimality requires calculating…

Robotics · Computer Science 2021-11-04 Changhao Wang , Jeffrey Bingham , Masayoshi Tomizuka