33 citations · 47 across the 7 of their papers we have counts for
7 papers
Risk Control of Traffic Flow Through Chance Constraints and Large Deviation Approximation
Rui Xu, Shanyin Tong, Xuan Di
We develop a rare chance-constrained optimal control framework for autonomous traffic management, with traffic dynamics governed by stochastic partial differential equations. To ef…
Sensitivity Analysis of the Information Gain in Infinite-Dimensional Bayesian Linear Inverse Problems
Abhijit Chowdhary, Shanyin Tong, Georg Stadler +1
We study the sensitivity of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs) with respect to modeling uncertainties. In parti…
Scalable Methods for Computing Sharp Extreme Event Probabilities in Infinite-Dimensional Stochastic Systems
Timo Schorlepp, Shanyin Tong, Tobias Grafke +1
We introduce and compare computational techniques for sharp extreme event probability estimates in stochastic differential equations with small additive Gaussian noise. In particul…
Large deviation theory-based adaptive importance sampling for rare events in high dimensions
Shanyin Tong, Georg Stadler
We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines…
Estimating earthquake-induced tsunami height probabilities without sampling
Shanyin Tong, Eric Vanden-Eijnden, Georg Stadler
Given a distribution of earthquake-induced seafloor elevations, we present a method to compute the probability of the resulting tsunamis reaching a certain size on shore. Instead o…
Optimization under rare chance constraints
Shanyin Tong, Anirudh Subramanyam, Vishwas Rao
Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the controllable properties of a system. The low probability and r…
Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis
Shanyin Tong, Eric Vanden-Eijnden, Georg Stadler
We propose and compare methods for the analysis of extreme events in complex systems governed by PDEs that involve random parameters, in situations where we are interested in quant…