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This paper proposes a novel computationally efficient dynamic bi-orthogonality based approach for calibration of a computer simulator with high dimensional parametric and model structure uncertainty. The proposed method is based on a…

Computation · Statistics 2012-11-14 Piyush Tagade , Han-Lim Choi

This article considers the $\mathcal{H}_\infty$ static output-feedback control for linear time-invariant uncertain systems with polynomial dependence on probabilistic time-invariant parametric uncertainties. By applying polynomial chaos…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Yiming Wan , Dongying E. Shen , Sergio Lucia , Rolf Findeisen , Richard D. Braatz

Embedding physical knowledge into neural network (NN) training has been a hot topic. However, when facing the complex real-world, most of the existing methods still strongly rely on the quantity and quality of observation data. Furthermore,…

Fluid Dynamics · Physics 2024-11-20 Dashan Zhang , Yuntian Chen , Shiyi Chen

In this paper we present a basis selection method that can be used with $\ell_1$-minimization to adaptively determine the large coefficients of polynomial chaos expansions (PCE). The adaptive construction produces anisotropic basis sets…

Numerical Analysis · Computer Science 2015-06-22 John D. Jakeman , Michael S. Eldred , Khachik Sargsyan

Increasing frequency and intensity of extreme weather events motivates the assessment of power system resilience. The random nature of power system failures during these events mandates probabilistic resilience assessment, but…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Aidan Gerkis , Xiaozhe Wang

Incorporating probabilistic terms in mathematical models is crucial for capturing and quantifying uncertainties in real-world systems, especially when the solution is not unique or exhibits sudden qualitative changes as parameters vary.…

Numerical Analysis · Mathematics 2026-02-17 Isabella Carla Gonnella , Moaad Khamlich , Federico Pichi , Gianluigi Rozza

Presence of a high-dimensional stochastic parameter space with discontinuities poses major computational challenges in analyzing and quantifying the effects of the uncertainties in a physical system. In this paper, we propose a stochastic…

Numerical Analysis · Mathematics 2018-08-01 Anindya Bhaduri , Yanyan He , Michael D. Shields , Lori Graham-Brady , Robert M. Kirby

Cable-driven continuum robots (CDCRs) are widely used in surgical and inspection tasks that require dexterous manipulation in confined spaces. Existing model-based estimation methods either assume constant curvature or rely on…

Robotics · Computer Science 2026-03-31 Guoqing Zhang , Zihan Chen , Long Wang

Compressive sensing is a powerful technique for recovering sparse solutions of underdetermined linear systems, which is often encountered in uncertainty quantification analysis of expensive and high-dimensional physical models. We perform…

Frequency response functions (FRFs) are important for assessing the behavior of stochastic linear dynamic systems. For large systems, their evaluations are time-consuming even for a single simulation. In such cases, uncertainty…

Computation · Statistics 2017-03-23 V. Yaghoubi , S. Marelli , B. Sudret , T. Abrahamsson

Independent sampling of orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models, using Polynomial Chaos (PC) expansions. It is known that bounding the spectral radius of a random matrix consisting…

Statistics Theory · Mathematics 2015-06-23 Jerrad Hampton , Alireza Doostan

We present several key advances to the Physics and Equality Constrained Artificial Neural Networks (PECANN) framework, substantially improving its capacity to solve challenging partial differential equations (PDEs). Our enhancements broaden…

Machine Learning · Computer Science 2025-12-09 Qifeng Hu , Shamsulhaq Basir , Inanc Senocak

Design-space dimensionality reduction is essential to mitigate the cost of high-fidelity simulation-based optimization, especially when dealing with high-dimensional geometric parameterizations. Traditional linear techniques, such as…

Optimization and Control · Mathematics 2025-07-23 Andrea Serani , Giorgio Palma , Jeroen Wackers , Domenico Quagliarella , Stefano Gaggero , Matteo Diez

We consider the effect of multiple stochastic parameters on the time-average quantities of chaotic systems. We employ the recently proposed \cite{Kantarakias_Papadakis_2023} sensitivity-enhanced generalized polynomial chaos expansion,…

Chaotic Dynamics · Physics 2023-11-02 George Papadakis , Kyriakos D. Kantarakias

Polynomial chaos expansions (PCE) have seen widespread use in the context of uncertainty quantification. However, their application to structural reliability problems has been hindered by the limited performance of PCE in the tails of the…

Computation · Statistics 2018-08-10 S. Marelli , B. Sudret

We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…

Numerical Analysis · Mathematics 2021-09-09 Mildred Aduamoah , Benjamin D. Goddard , John W. Pearson , Jonna C. Roden

To construct a parallel approach for solving optimization problems with orthogonality constraints is usually regarded as an extremely difficult mission, due to the low scalability of the orthonormalization procedure. However, such demand is…

Optimization and Control · Mathematics 2021-11-16 Bin Gao , Xin Liu , Ya-xiang Yuan

Physics-informed neural networks exploit the existing models of the underlying physical systems to generate higher accuracy results with fewer data. Such approaches can help drastically reduce the computation time and generate a good…

Systems and Control · Electrical Eng. & Systems 2021-09-28 Rahul Nellikkath , Spyros Chatzivasileiadis

We consider the numerical approximation of different ordinary differential equations (ODEs) and partial differential equations (PDEs) with periodic boundary conditions involving a one-dimensional random parameter, comparing the intrusive…

Numerical Analysis · Mathematics 2023-11-29 Julian Clausnitzer , Andreas Kleefeld

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…

Numerical Analysis · Mathematics 2023-08-09 Kyriakos D. Kantarakias , George Papadakis
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