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Approaches for stochastic nonlinear model predictive control (SNMPC) typically make restrictive assumptions about the system dynamics and rely on approximations to characterize the evolution of the underlying uncertainty distributions. For…
Stokesian Dynamics (SD) is a numerical framework used for simulating hydrodynamic interactions in particle suspensions at low Reynolds number. It combines far-field approximations with near-field lubrication corrections, offering a balance…
To bridge the gap between idealised communication models and the stochastic reality of networked systems, we introduce a framework for embedding asynchronous communication directly into algorithm dynamics using stochastic differential…
We develop a tracking model predictive control (MPC) scheme for nonlinear systems using the linearized dynamics at the current state as a prediction model. Under reasonable assumptions on the linearized dynamics, we prove that the proposed…
Stochastic acceleration of charged particles due to their interactions with plasma waves may be responsible for producing superthermal particles in a variety of astrophysical systems. This process can be described as a diffusion process in…
There has been a great deal of recent interest in learning and approximation of functions that can be expressed as expectations of a given nonlinearity with respect to its random internal parameters. Examples of such representations include…
We consider a class of non-smooth strongly convex-strongly concave saddle point problems in a decentralized setting without a central server. To solve a consensus formulation of problems in this class, we develop an inexact primal dual…
The Vehicle Fleet Sizing, Positioning and Routing Problem with Stochastic Customers (VFSPRP-SC) consists on pairing strategic decisions of depot positioning and fleet sizing with operational vehicle routing decisions while taking into…
This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These…
In the present work, we investigate the dynamics of the infinite-dimensional stochastic partial differential equation (SPDE) with multiplicative white noise. We derive the effective equation on the approximate slow manifold in detail by…
This study investigates the dynamics of Score-based Generative Models (SGMs) by treating the score estimation error as a stochastic source driving the Fokker-Planck equation. Departing from particle-centric SDE analyses, we employ an SPDE…
Learning time-dependent partial differential equations (PDEs) that govern evolutionary observations is one of the core challenges for data-driven inference in many fields. In this work, we propose to capture the essential dynamics of…
This paper proposes an approach, Spectral Dynamics Embedding Control (SDEC), to optimal control for nonlinear stochastic systems. This method reveals an infinite-dimensional feature representation induced by the system's nonlinear…
Conditioning diffusion and flow models have proven effective for super-resolving small-scale details in natural images.However, in physical sciences such as weather, super-resolving small-scale details poses significant challenges due to:…
We propose an approach to solve the stochastic neutron point kinetics equations using an adaptation of the diagonalization-decomposition method (DDM). This new approach (Double-DDM) yields a nonstiff solution for the stochastic formulation,…
Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…
Renewable charging stations (RCSs) that co-locate electric-vehicle (EV) charging with distributed generation (DG) can raise renewable utilization and improve distribution-network (DN) efficiency, yet their variability and the…
This paper presents a Model-Inspired Distributionally Robust Data-enabled Predictive Control (MDR-DeePC) framework for systems with partially known and uncertain dynamics. The proposed method integrates model-based equality constraints for…
This paper proposes an Adaptive Stochastic Model Predictive Control (MPC) strategy for stable linear time-invariant systems in the presence of bounded disturbances. We consider multi-input, multi-output systems that can be expressed by a…
Accurate and robust surrogate modeling is essential for the real-time control and optimization of large-scale subsurface systems, such as geological CO2 storage and waterflood management. This study investigates the limits of classical…