18 citations · 68 across the 27 of their papers we have counts for
4 papers · 1 filter
A Koopman framework for rare event simulation in stochastic differential equations
Benjamin Zhang, Tuhin Sahai, Youssef Marzouk
We exploit the relationship between the stochastic Koopman operator and the Kolmogorov backward equation to construct importance sampling schemes for stochastic differential equati…
Polynomial chaos based uncertainty quantification in Hamiltonian, multi-time scale, and chaotic systems
José Miguel Pasini, Tuhin Sahai
Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polyn…
Uncertainty Quantification in Hybrid Dynamical Systems
Tuhin Sahai, Jose Miguel Pasini
Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either syst…
Iterative Methods for Scalable Uncertainty Quantification in Complex Networks
Amit Surana, Tuhin Sahai, Andrzej Banaszuk
In this paper we address the problem of uncertainty management for robust design, and verification of large dynamic networks whose performance is affected by an equally large numbe…