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Multi Level Monte Carlo Methods for Uncertainty Quantification and Robust Design Optimization in Aerodynamics

Related publications (67)

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Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Colin Neil Jones, Paul Scharnhorst, Rafael Eduardo Carrillo Rangel, Pierre-Jean Alet, Baptiste Schubnel

Buildings are a promising source of flexibility for the application of demand response. In this work, we introduce a novel battery model formulation to capture the state evolution of a single building. Being fully data-driven, the battery model identificat ...

IEEE2023

Every engineering calculation is an approximation of reality, with inevitable uncertainties involved. This fact implies that a reliability verification accounting for the uncertainties is a necessary step in the design and assessment of structures. Nowaday ...

EPFL2023

Adaptive Fingers Coordination for Robust Grasp and In-Hand Manipulation Under Disturbances and Unknown Dynamics

Aude Billard, Farshad Khadivar

We present a control framework for achieving a robust object grasp and manipulation in hand. In-hand manipulation remains a demanding task as the object is never stable and task success relies on carefully synchronizing the fingers' dynamics. Indeed, finge ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2023

This work aims to study the effects of wind uncertainties in civil engineering structural design. Optimising the design of a structure for safety or operability without factoring in these uncertainties can result in a design that is not robust to these per ...

EPFL2022

Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Colin Neil Jones, Paul Scharnhorst, Rafael Eduardo Carrillo Rangel, Pierre-Jean Alet, Baptiste Schubnel

2022

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Service-level requirements play a crucial role in eliminating stock-outs in a production pipeline. However, delivering a specific service level can become an unattainable goal given the various uncertainties influencing both the production pipeline and cus ...

WILEY2022

We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of risk for uncertainty quantification. We study whether higher-order approxima ...

INST MATHEMATICAL STATISTICS-IMS2022

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We introduce a universal framework for mean-covariance robust risk measurement and portfolio optimization. We model uncertainty in terms of the Gelbrich distance on the mean-covariance space, along with prior structural information about the population dis ...

2021

In this thesis we explore uncertainty quantification of forward and inverse problems involving differential equations. Differential equations are widely employed for modeling natural and social phenomena, with applications in engineering, chemistry, meteor ...

EPFL2021

Bayesian state estimation in the form of Kalman smoothing was applied to differential mobility analyser train (DMA-train) measurements of aerosol size distribution dynamics. Four experiments were analysed in order to estimate the aerosol size distribution, ...

2021