English
Related papers

Related papers: Probabilistic Hazard Analysis Framework with Stoch…

200 papers

We present a model predictive control (MPC) framework for nonlinear stochastic systems that ensures safety guarantee with high probability. Unlike most existing stochastic MPC schemes, our method adopts a set-erosion that converts the…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Zishun Liu , Liqian Ma , Yongxin Chen

Monitoring time between events (TBE) is a critical task in industrial settings. Traditional Statistical Process Monitoring (SPM) methods often assume that TBE variables follow an exponential distribution, which implies a constant failure…

Methodology · Statistics 2025-01-22 Hussam Ahmad , Adel Ahmadi Nadi , Mohammad Amini , Subhabrata Chakraborti

We introduce a novel data-driven method to mitigate the risk of cascading failures in delayed discrete-time Linear Time-Invariant (LTI) systems. Our approach involves formulating a distributionally robust finite-horizon optimal control…

Optimization and Control · Mathematics 2023-10-19 Guangyi Liu , Arash Amini , Vivek Pandey , Nader Motee

Using error diagrams, we quantify the forecasting of characteristic-earthquake occurrence in a recently introduced minimalist model. Initially we connect the earthquake alarm at a fixed time after the ocurrence of a characteristic event.…

The study presents a novel approach for stochastic nonlinear model updating in structural dynamics, employing a Bayesian framework integrated with Markov Chain Monte Carlo (MCMC) sampling for parameter estimation by using an approximated…

Dynamic state and parameter estimation methods for dynamic security assessment in power systems are becoming increasingly important for system operators. Usually, the data used for this type of applications stems from phasor measurement…

Systems and Control · Electrical Eng. & Systems 2022-09-01 Nicolai Lorenz-Meyer , René Suchantke , Johannes Schiffer

The construction industry faces increasingly more significant pressure to reduce resource consumption, minimise waste, and enhance environmental performance. Towards the transition to a circular economy in the construction industry, one of…

Numerical Analysis · Mathematics 2025-04-11 Yiping Meng , Sergio Cavalaro , Frozan Dizaye Mohamed Osmani

The functioning of interdependent civil infrastructure systems in the aftermath of a disruptive event is critical to the performance and vitality of any modern urban community. Post-event stressors and chaotic circumstances, time…

Computers and Society · Computer Science 2018-06-25 Saeed Nozhati , Bruce R. Ellingwood , Hussam Mahmoud , Yugandhar Sarkale , Edwin K. P. Chong , Nathanael Rosenheim

The interaction between extreme weather events and interdependent critical infrastructure systems involves complex spatiotemporal dynamics. Multi-type emergency decisions within energy-transportation infrastructures significantly influence…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Jiawei Wang , Qinglai Guo , Haotian Zhao , Bin Wang , Hongbin Sun

Homeland security in the United States faces a daunting task due to the multiple threats and hazards that can occur. Natural disasters, human-caused incidents such as terrorist attacks, and technological failures can result in significant…

Computers and Society · Computer Science 2025-04-04 Parastoo Akbari , Cameron A. MacKenzie

Global climate change, extreme climate events, earthquakes and their accompanying natural disasters pose significant risks to humanity. Yet due to the nonlinear feedbacks, strategic interactions and complex structure of the Earth system,…

In this paper, we present performance estimates for stochastic economic MPC schemes with risk-averse cost formulations. For MPC algorithms with costs given by the expectation of stage cost evaluated in random variables, it was recently…

Optimization and Control · Mathematics 2025-04-02 Jonas Schießl , Ruchuan Ou , Michael H. Baumann , Timm Faulwasser , Lars Grüne

Efficient structural damage localization remains a challenge in structural health monitoring (SHM), particularly when the problem is coupled with uncertainty of conditions and complexity of structures. Traditional methods simply based on…

Optimization and Control · Mathematics 2025-09-29 Owais Saleem , Tim Suchan , Natalie Rauter , Kathrin Welker

In this paper we consider the problem of parameter inference for Markov jump process (MJP) representations of stochastic kinetic models. Since transition probabilities are intractable for most processes of interest yet forward simulation is…

Computation · Statistics 2014-09-16 Andrew Golightly , Darren J. Wilkinson

In this paper, a condition-based imperfect maintenance model based on piecewise deterministic Markov process (PDMP) is constructed. The degradation of the system includes two types: natural degradation and random shocks. The natural…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Weikai Wang , Xian Chen

Developing a rapid, but also reliable and efficient, method for classifying the seismic damage potential of buildings constructed in countries with regions of high seismicity is always at the forefront of modern scientific research. Such a…

Machine Learning · Computer Science 2022-05-03 Konstantinos Kostinakis , Konstantinos Morfidis , Konstantinos Demertzis , Lazaros Iliadis

We propose a data-driven approach for propagating uncertainty in stochastic power grid simulations and apply it to the estimation of transmission line failure probabilities. A reduced-order equation governing the evolution of the observed…

Computational Engineering, Finance, and Science · Computer Science 2024-01-08 Hongli Zhao , Tyler E. Maltba , D. Adrian Maldonado , Emil Constantinescu , Mihai Anitescu

The re-energization of electrical distribution systems in a post-disaster scenario is of grave importance as most modern infrastructure systems rely heavily on the presence of electricity. This paper introduces a method to coordinate the…

Systems and Control · Electrical Eng. & Systems 2024-04-08 İlker Işık , Ebru Aydin Gol

Uncertainty is prevalent in engineering design, data-driven problems, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to address uncertainty by formulating and solving conservative…

Optimization and Control · Mathematics 2024-04-05 Johannes O. Royset

In this paper, we propose a method for bounding the probability that a stochastic differential equation (SDE) system violates a safety specification over the infinite time horizon. SDEs are mathematical models of stochastic processes that…

Dynamical Systems · Mathematics 2020-06-04 Shenghua Feng , Mingshuai Chen , Bai Xue , Sriram Sankaranarayanan , Naijun Zhan