19 citations · 26 across the 5 of their papers we have counts for
7 papers
Uniting Parametric Uncertainty and Tipping Diagrams
Kerstin Lux, Peter Ashwin, Richard Wood +1
Various subsystems of the Earth system may undergo critical transitions by passing a so-called tipping point, under sustained changes to forcing. For example, the Atlantic Meridion…
Warning signs for non-Markovian bifurcations: colour blindness and scaling laws
Christian Kuehn, Kerstin Lux, Alexandra Neamtu
Warning signs for tipping points (or critical transitions) have been very actively studied. Although the theory has been applied successfully in models and in experiments for many…
Uncertainty Quantification of Bifurcations in Random Ordinary Differential Equations
Christian Kuehn, Kerstin Lux
We are concerned with random ordinary differential equations (RODEs). Our main question of interest is how uncertainties in system parameters propagate through the possibly highly…
Chance-constrained optimal inflow control in hyperbolic supply systems with uncertain demand
Simone Göttlich, Oliver Kolb, Kerstin Lux
In this paper, we address the task of setting up an optimal production plan taking into account an uncertain demand. The energy system is represented by a system of hyperbolic part…
Optimal inflow control penalizing undersupply in transport systems with uncertain demands
Simone Göttlich, Ralf Korn, Kerstin Lux
We are concerned with optimal control strategies subject to uncertain demands. An Ornstein-Uhlenbeck process describes the uncertain demand. The transport within the supply system…
Optimal control of electricity input given an uncertain demand
Simone Göttlich, Ralf Korn, Kerstin Lux
We consider the problem of determining an optimal strategy for electricity injection that faces an uncertain power demand stream. This demand stream is modeled via an Ornstein-Uhle…
The Euler scheme for stochastic differential equations with discontinuous drift coefficient: A numerical study of the convergence rate
S. Göttlich, K. Lux, A. Neuenkirch
The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic differential equations (SDEs). Its convergence properties are well-known in the cas…