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math.DS2022
Bayesian Identification of Nonseparable Hamiltonian Systems Using Stochastic Dynamic Models
Harsh Sharma, Nicholas Galioto, Alex A. Gorodetsky +1
This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonsepar…
stat.CO2022
Control Variate Polynomial Chaos: Optimal Fusion of Sampling and Surrogates for Multifidelity Uncertainty Quantification
Hang Yang, Yuji Fujii, K. W. Wang +1
We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rap…