相关论文: Flow-driven spectral chaos (FSC) method for long-t…

Stochastic computing (SC) allows reducing hardware complexity and improving energy efficiency of error resilient applications. However, a main limitation of the computing paradigm is the low throughput induced by the intrinsic serial…

Generalized Polynomial Chaos (gPC) expansions are well established for forward uncertainty propagation in many application areas. Although the associated computational effort may be reduced in comparison to Monte Carlo techniques, for…

The large-scale integration of renewable energy sources introduces significant operational uncertainty into power systems. Although Polynomial Chaos Expansion (PCE) provides an efficient tool for uncertainty quantification (UQ) in power…

We propose a systematic training-free method to transform the probability flow of a "linear" stochastic process characterized by the equation X_{t}=a_{t}X_{0}+\sigma_{t}X_{1} into a straight constant-speed (SC) flow, reminiscent of…

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…

A stabilized finite element method is introduced for the simulation of time-periodic creeping flows, such as those found in the cardiorespiratory systems. The new technique, which is formulated in the frequency rather than time domain,…

In this paper, we use Time Scale Calculus (TSC) to formulate and solve pharmacokinetic models exploring multiple dose dynamics. TSC is a mathematical framework that allows the modeling of dynamical systems comprising continuous and discrete…

The developments over the last five decades concerning numerical discretisations of the incompressible Navier--Stokes equations have lead to reliable tools for their approximation: those include stable methods to properly address the…

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

This contribution deals with identification of fractional-order dynamical systems. System identification, which refers to estimation of process parameters, is a necessity in control theory. Real processes are usually of fractional order as…

Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…

Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the…

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…

Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

A general framework of spatio-spectral segmentation for multi-spectral images is introduced in this paper. The method is based on classification-driven stochastic watershed (WS) by Monte Carlo simulations, and it gives more regular and…

For a large class of orthogonal basis functions, there has been a recent identification of expansion methods for computing accurate, stable approximations of a quantity of interest. This paper presents, within the context of uncertainty…

The post-Moore era casts a shadow of uncertainty on many aspects of computer system design. Managing that uncertainty requires new algorithmic tools to make quantitative assessments. While prior uncertainty quantification methods, such as…

When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…