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

Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models that use the dynamical system approach by simply replacing…

The immense amount of daily generated and communicated data presents unique challenges in their processing. Clustering, the grouping of data without the presence of ground-truth labels, is an important tool for drawing inferences from data.…

Three algorithms are developed for uncertainty quantification in modeling coupled Stokes and Darcy flows. The porous media may consist of multiple regions with different properties. The permeability is modeled as a non-stationary stochastic…

Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…

Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control…

We address the Statistical Process Control (SPC) of high-dimensional, dynamic industrial processes from two complementary perspectives: manifold fitting and manifold learning, both of which assume data lies on an underlying nonlinear, lower…

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:…

Stochastic spectral methods have achieved great success in the uncertainty quantification of many engineering problems, including electronic and photonic integrated circuits influenced by fabrication process variations. Existing techniques…

A resolution-independent data-driven stochastic parametrization method for subgrid-scale processes in coarsened fluid descriptions is proposed. The method enables the inclusion of high-fidelity data into the coarsened flow model, thereby…

The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They rely on knowledge of interevent probability density functions (PDFs) and on…

In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with…

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…

Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…

In this paper, we study the stochastic collocation (SC) methods for uncertainty quantification (UQ) in hyperbolic systems of nonlinear partial differential equations (PDEs). In these methods, the underlying PDEs are numerically solved at a…

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

This paper presents a spectral scheme for the numerical solution of nonlinear conservation laws in non-periodic domains under arbitrary boundary conditions. The approach relies on the use of the Fourier Continuation (FC) method for spectral…

This paper proposes a new framework to compute finite-horizon safety guarantees for discrete-time piece-wise affine systems with stochastic noise of unknown distributions. The approach is based on a novel approach to synthesise a stochastic…

Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…

Dimensionally decomposed generalized polynomial chaos expansion (DD-GPCE) efficiently performs forward uncertainty quantification (UQ) in complex engineering systems with high-dimensional random inputs of arbitrary distributions. However,…

This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…