Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics
نویسندگان
چکیده
منابع مشابه
A relative entropy rate method for path space sensitivity analysis of stationary complex stochastic dynamics.
We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the relative entropy rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of suitable observables in path space for the relative entropy rate and the corresponding Fisher information matrix. The stationary regime is crucial for stochastic d...
متن کاملUncertainty Quantification and Global Sensitivity Analysis for Hypersonic Aerothermoelastic Analysis
A novel parameterized model for temperature distribution is proposed. A framework for uncertainty quantification and global sensitivity in hypersonic aerothermoelastic analysis is developed based on this model. The uncertainty quantification and global sensitivity analysis in hypersonic aerothermoelastic analysis for control surface due to hypersonic aerothermodynamics is investigated in this s...
متن کاملEfficient Estimation and Uncertainty Quantification in Space Mission Dynamics
The problem of efficient and accurate orbit estimation of space trajectories is discussed. For highly sensitive low-fuel trajectories designed to exploit the complex nonlinear dynamics of the three-body problem, it is vital to have accurate state estimation during maneuvers and ability to deal with irregular observation update times. For instance, in Halo-orbit insertion and station keeping man...
متن کاملError and Uncertainty Quantification and Sensitivity Analysis Inmechanics Computationalmodels
Multiple sources of errors and uncertainty arise in mechanics computational models and contribute to the uncertainty in the final model prediction. This paper develops a systematic error quantification methodology for computational models. Some types of errors are deterministic, and some are stochastic. Appropriate procedures are developed to either correct the model prediction for deterministi...
متن کاملSparse multiresolution stochastic approximation for uncertainty quantification
Most physical systems are inevitably affected by uncertainties due to natural variabili-ties or incomplete knowledge about their governing laws. To achieve predictive computer simulations of such systems, a major task is, therefore, to study the impact of these uncertainties on response quantities of interest. Within the probabilistic framework, uncertainties may be represented in the form of r...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM/ASA Journal on Uncertainty Quantification
سال: 2016
ISSN: 2166-2525
DOI: 10.1137/15m1025645