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Orthogonal polynomial approximations form the foundation to a set of well-established methods for uncertainty quantification known as polynomial chaos. These approximations deliver models for emulating physical systems in a variety of…

Computational Engineering, Finance, and Science · Computer Science 2022-03-23 Chun Yui Wong , Pranay Seshadri , Andrew B. Duncan , Ashley Scillitoe , Geoffrey Parks

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

This paper presents an approach for estimating Shapley effects for use as global sensitivity metrics to quantify the relative importance of uncertain model parameters. Polynomial Chaos expansion, a well established approach for developing…

Applications · Statistics 2023-01-12 Adrian Stein , Tarunraj Singh

Robust optimization is a method for optimization under uncertainties in engineering systems and designs for applications ranging from aeronautics to nuclear. In a robust design process, parameter variability (or uncertainty) is incorporated…

Computation · Statistics 2022-10-17 Richa Verma , Dinesh Kumar , Kazuma Kobayashi , Syed Alam

This paper proposes an adaptive sparse polynomial chaos expansion(PCE)-based method to quantify the impacts of uncertainties on critical clearing time (CCT) that is an important index in transient stability analysis. The proposed method can…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Jingyu Liu , Xiaoting Wang , Xiaozhe Wang

Chaos is a fundamental phenomenon in nonlinear dynamics, manifesting as irregular and unpredictable behavior across various physical systems. Among the diverse routes to chaos, intermittent chaos is a distinct transition pathway,…

We consider the problem of designing an invariant set using only a finite set of input-state data collected from an unknown polynomial system in continuous time. We consider noisy data, i.e., corrupted by an unknown-but-bounded disturbance.…

Systems and Control · Electrical Eng. & Systems 2023-11-28 Alessandro Luppi , Andrea Bisoffi , Claudio De Persis , Pietro Tesi

This letter proposes a data-driven sparse polynomial chaos expansion-based surrogate model for the stochastic economic dispatch problem considering uncertainty from wind power. The proposed method can provide accurate estimations for the…

Signal Processing · Electrical Eng. & Systems 2021-09-20 Xiaoting Wang , Rong-Peng Liu , Xiaozhe Wang , Yunhe Hou , François Bouffard

As uncertainty and sensitivity analysis of complex models grows ever more important, the difficulty of their timely realizations highlights a need for more efficient numerical operations. Non-intrusive Polynomial Chaos methods are highly…

Numerical Analysis · Mathematics 2022-04-14 Konstantin Weise , Erik Müller , Lucas Poßner , Thomas R. Knösche

This work redefines the framework of chaos in dynamical systems by extending Devaney's definition to multiple mappings, emphasizing the pivotal role of nonlinearity. We propose a novel theorem demonstrating how nonlinear dynamics within a…

Chaotic Dynamics · Physics 2024-12-18 Illych Alvarez

One of the open problems in the field of forward uncertainty quantification (UQ) is the ability to form accurate assessments of uncertainty having only incomplete information about the distribution of random inputs. Another challenge is to…

Numerical Analysis · Mathematics 2020-08-25 Ling Guo , Akil Narayan , Yongle Liu , Tao Zhou

Software engineers often have to estimate the performance of a software system before having full knowledge of the system parameters, such as workload and operational profile. These uncertain parameters inevitably affect the accuracy of…

Software Engineering · Computer Science 2018-01-16 Aldeida Aleti , Catia Trubiani , André van Hoorn , Pooyan Jamshidi

As the share of renewables in the grid increases, the operation of power systems becomes more challenging. The present paper proposes a method to formulate and solve chance-constrained optimal power flow while explicitly considering the…

Systems and Control · Computer Science 2019-04-04 T. Mühlpfordt , L. Roald , V. Hagenmeyer , T. Faulwasser , S. Misra

In the context of uncertainty quantification, computational models are required to be repeatedly evaluated. This task is intractable for costly numerical models. Such a problem turns out to be even more severe for stochastic simulators, the…

Computation · Statistics 2022-11-29 X. Zhu , B. Sudret

The recently introduced basis adaptation method for Homogeneous (Wiener) Chaos expansions is explored in a new context where the rotation/projection matrices are computed by discovering the active subspace where the random input exhibits…

Computation · Statistics 2018-07-04 Panagiotis A. Tsilifis

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

In present paper we discuss the control of complex spatio-temporal dynamics in a {spatially extended} non-linear system (fluid model of Pierce diode) based on the concepts of controlling chaos in the systems with few degrees of freedom. A…

Plasma Physics · Physics 2007-05-23 Alexander Hramov , Alexey koronovskii , Irene Rempen

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

Computation · Statistics 2017-04-05 Negin Alemazkoor , Hadi Meidani

In stochastic simulation, input uncertainty refers to the output variability arising from the statistical noise in specifying the input models. This uncertainty can be measured by a variance contribution in the output, which, in the…

Methodology · Statistics 2021-05-20 Henry Lam , Huajie Qian

This paper addresses problems on the structural design of control systems taking explicitly into consideration the possible application to large-scale systems. We provide an efficient and unified framework to solve the following major…

Optimization and Control · Mathematics 2014-09-23 Sergio Pequito , Soummya Kar , A. Pedro Aguiar