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We analyze safety problems of complex systems using the methods of mathematical statistics for testing the output variables of a code simulating the operation of the system under consideration when the input variables are uncertain. We have…

Data Analysis, Statistics and Probability · Physics 2007-05-23 L. Pal , M. Makai

We propose an efficient quantum algorithm for simulating the dynamics of general Hamiltonian systems. Our technique is based on a power series expansion of the time-evolution operator in its off-diagonal terms. The expansion decouples the…

Quantum Physics · Physics 2021-06-22 Amir Kalev , Itay Hen

Modified Hamiltonians are used in the field of geometric numerical integration to show that symplectic schemes for Hamiltonian systems are accurate over long times. For nonlinear systems the series defining the modified Hamiltonian usually…

Numerical Analysis · Mathematics 2018-11-14 Shami A Alsallami , Jitse Niesen , Frank W Nijhoff

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…

Machine Learning · Computer Science 2025-03-25 Jinlin Lai , Justin Domke , Daniel Sheldon

We use a Hamiltonian (transition matrix) description of height-restricted Dyck paths on the plane in which generating functions for the paths arise as matrix elements of the propagator to evaluate the length and area generating function for…

Mathematical Physics · Physics 2022-02-10 Stéphane Ouvry , Alexios P. Polychronakos

The study addresses the problem of quadcopter motion control using output feedback. By applying a geometric approach, the quadcopter model is transformed into a normal form with a time-varying gain coefficient, which is subsequently made…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Stanislav Kim , Anton Pyrkin , Oleg Borisov

Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Tochukwu Elijah Ogri , S. M. Nahid Mahmud , Zachary I. Bell , Rushikesh Kamalapurkar

A novel method is presented to compute the exit time for the stochastic simulation algorithm. The method is based on the addition of a series of random variables and is derived using the convolution theorem. The final distribution is…

Computation · Statistics 2015-12-15 Basil S. Bayati

This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…

Systems and Control · Electrical Eng. & Systems 2022-08-18 Anastasis Georgiou , Furqan Tahir , Imad M. Jaimoukha , Simos A. Evangelou

There is a growing interest in data-driven control of nonlinear systems over the last years. In contrast to related works, this paper takes a step back and aims to solve the output matching problem, a problem closely related to the…

Optimization and Control · Mathematics 2023-02-27 Leander Hemelhof , Ivan Markovsky , Panagiotis Patrinos

We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

The semi-empirical nature of best-estimate models closing the balance equations of thermal-hydraulic (TH) system codes is well-known as a significant source of uncertainty for accuracy of output predictions. This uncertainty, called model…

Methodology · Statistics 2023-09-11 Guillaume Damblin , François Bachoc , Sandro Gazzo , Lucia Sargentini , Alberto Ghione

Recently, variational quantum metrology was proposed for Hamiltonians with multiplicative parameters, wherein the estimation precision can be optimized via variational circuits. However, systems with generic Hamiltonians still lack these…

Quantum Physics · Physics 2023-09-25 Le Bin Ho

This article considers Hamiltonian mechanical systems with potential functions admitting jump discontinuities. The focus is on accurate and efficient numerical approximations of their solutions, which will be defined via the laws of…

Numerical Analysis · Mathematics 2022-01-05 Molei Tao , Shi Jin

In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…

Numerical Analysis · Mathematics 2025-12-04 Chuchu Chen , Xinyu Chen , Jialin Hong , Yuqian Miao

Hamiltonian Monte Carlo (HMC) has been progressively incorporated within the statistician's toolbox as an alternative sampling method in settings when standard Metropolis-Hastings is inefficient. HMC generates a Markov chain on an augmented…

Computation · Statistics 2026-02-09 Julien Stoehr , Alan Benson , Nial Friel

An approach is presented for robustness analysis and quantum (unitary) control synthesis based on the classic method of averaging. The result is a multicriterion optimization competing the nominal (uncertainty-free) fidelity with a well…

Quantum Physics · Physics 2022-08-31 Robert L. Kosut , Gaurav Bhole , Herschel Rabitz

This paper considers output reachability analysis for linear time-invariant systems with unknown state-space matrices and unknown observation map, given only noisy input-output measurements. The Cayley--Hamilton theorem is applied to…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Zhen Zhang , Peng Xie , Wenyuan Wu , Yanliang Huang , Amr Alanwar

We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system…

Systems and Control · Electrical Eng. & Systems 2022-08-11 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R Stürz , Xiaojing Zhang , Francesco Borrelli

This paper introduces an innovative method for ensuring global stability in a broad array of nonlinear systems. The novel approach enhances the traditional analysis based on Jacobian matrices by incorporating the Taylor series boundary…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Samaneh Alsadat Saeedinia , Mojtaba Sharifi , Seyed Mohammad Hosseindokht , Hedieh Jafarpourdavatgar
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