3 papers
math.OC2026
Risk Control of Traffic Flow Through Chance Constraints and Large Deviation Approximation
Rui Xu, Shanyin Tong, Xuan Di
Existing macroscopic traffic control methods often struggle to strictly regulate rare, safety-critical extreme events under stochastic disturbances. In this paper, we develop a rar…
math.OC2025
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…
math.NA2024
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…