Related papers: PolyOCP.jl -- A Julia Package for Stochastic OCPs …

We investigate model predictive control (MPC) formulations for linear systems subject to i.i.d. stochastic disturbances with bounded support and chance constraints. Existing stochastic MPC formulations with closed-loop guarantees can be…

Differential equations with random parameters have gained significant prominence in recent years due to their importance in mathematical modelling and data assimilation. In many cases, random ordinary differential equations (RODEs) are…

Stochastic Optimal Control Problems (SOCPs) plays a major role in the sequential decision-making challenges. There exist various iterative algorithms, under framework of stochastic maximum principle, that sequentially find the optimal…

Machine learning (ML) surrogate models are increasingly used in engineering analysis and design to replace computationally expensive simulation models, significantly reducing computational cost and accelerating decision-making processes.…

Approximating partial differential equations for extensive industrial and scientific applications requires leveraging the power of modern high-performance computing. In large-scale parallel computations, the geometrical discretisation…

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

We present an open-source Julia-based software toolkit for solving the phase problem using dual-space iterative algorithms. The toolkit is specifically designed for aperiodic crystals and quasicrystals, supporting general space group…

In this paper, we present a multilevel Monte Carlo (MLMC) version of the Stochastic Gradient (SG) method for optimization under uncertainty, in order to tackle Optimal Control Problems (OCP) where the constraints are described in the form…

Many high-dimensional uncertainty quantification problems are solved by polynomial dimensional decomposition (PDD), which represents Fourier-like series expansion in terms of random orthonormal polynomials with increasing dimensions. This…

The hierarchical equations of motion (HEOM) approach can describe the reduced dynamics of a system simultaneously coupled to multiple bosonic and fermionic environments. The complexity of exactly describing the system-environment…

We present an enriched formulation of the Least Squares (LSQ) regression method for Uncertainty Quantification (UQ) using generalised polynomial chaos (gPC). More specifically, we enrich the linear system with additional equations for the…

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

This paper presents a stochastic model predictive control (SMPC) algorithm for linear systems subject to additive Gaussian mixture disturbances, with the goal of satisfying chance constraints. We focus on a special case where each Gaussian…

PowerDynamics.jl is a Julia package for time-domain modeling of power grids that is specifically designed for the stability analysis of systems with high shares of renewable energies. It makes use of Julia's state-of-the-art differential…

In an ever-increasing interest for Machine Learning (ML) and a favorable data development context, we here propose an original methodology for data-based prediction of two-dimensional physical fields. Polynomial Chaos Expansion (PCE),…

A stochastic model predictive control (SMPC) approach is presented for discrete-time linear systems with arbitrary time-invariant probabilistic uncertainties and additive Gaussian process noise. Closed-loop stability of the SMPC approach is…

Concurrency control algorithms are key determinants of the performance of in-memory databases. Existing algorithms are designed to work well for certain workloads. For example, optimistic concurrency control (OCC) is better than…

Data-driven control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, besides measurement noise, stochastic disturbances might also directly affect…

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…