نتایج جستجو برای: uncertainty quantification
تعداد نتایج: 199481 فیلتر نتایج به سال:
Matrix variate distributions are are used to quantify uncertainty in the mass, stiffness and damping matrices. The proposed approach is based on the so called Wishart random matrices. The probability density function of the system matrices are derived using the maximum entropy method. It is assumed that the mean of the system matrices are known. A new optimal Wishart distribution is proposed to...
• The last decade has seen development of a plethora of approaches for threshold estimation in extreme value applications. From a statistical perspective, the threshold is loosely defined such that the population tail can be well approximated by an extreme value model (e.g., the generalised Pareto distribution), obtaining a balance between the bias due to the asymptotic tail approximation and p...
Development of robust dynamical systems and networks such as autonomous aircraft systems capable of accomplishing complex missions faces challenges due to the dynamically evolving uncertainties coming from model uncertainties, necessity to operate in a hostile cluttered urban environment, and the distributed and dynamic nature of the communication and computation resources. Model-based robust d...
This paper explores a wide range of different decision criteria for the bidding problem when severe uncertainty about inputs requires expressing them as bounded families of distributions. A GENCO maximizes its expected returns given its own risk profile and its perception of market risks. This can be formulated as a multicriteria optimization problem. The set of different decision criteria exam...
The modus operandi of modern applied mathematics in developing very recent mathematical strategies for uncertainty quantification in partially observed high-dimensional turbulent dynamical systems is emphasized here. The approach involves the synergy of rigorous mathematical guidelines with a suite of physically relevant and progressively more complex test models which are mathematically tracta...
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