Uncertainty analysis of complex dynamical systems

Proceedings of the American Control Conference

Volumn 3, Issue , 2004, Pages 2659-2664

  Mezic, Igor ^a   Runolfsson, Thordur ^b  

^a University of California   (United States)

^b University of Oklahoma   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPLEX DYNAMICAL SYSTEMS; POLYNOMIAL CHAOS; RANDOM DYNAMICAL SYSTEMS (RDS); UNCERTAINTY ANALYSIS;

BIFURCATION (MATHEMATICS); CHAOS THEORY; MATHEMATICAL MODELS; MONTE CARLO METHODS; POLYNOMIALS; PROBABILITY DISTRIBUTIONS; SENSITIVITY ANALYSIS; UNCERTAIN SYSTEMS;

LARGE SCALE SYSTEMS;

EID: 8744306862     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.2004.182507     Document Type: Conference Paper

References (16)

1. L. Arnold. Random Dynamical Systems. Springer, Berlin, 1998.
2. M.-H. Chun, S.-J. Han, and N.-I. Tak. An uncertainty importance measure using a distance metric for the change in the cumulative distribution function. Reliability Engineering and System Safety, 70:313-321, 2000.
3. R. Ghanem and J. Red-Horse. Propagation of probabilistic uncertainty in complex physical systems using stochastic finite element approach. Physica D, 133:137-144, 1999.
4. R. Ghanem and P. Spanos. Stochastic Finite Elements: A Spectral Approach. Springer Verlag, New York, 1991.
5. J.H. Halton. A retrospective and prospective survey of the monte carlo method. SIAM Review, 12(1): 1-63, 1970.
6. K.M. Hanson. A framework for assessing uncertainties in simulation predictions. Physica D, 133:179-188, 1999.
7. J.C. Helton. Treatment of uncertainty in performance assessments for complex systems. Risk Analysis, 14(4):483-511, 1994.
8. R. Kleeman. Measuring dynamical prediction utility using realive entropy. Journal of Atmospheric Sciences, 59:2057-2072, 2002.
9. A. Lasota and M. C. Mackey. Chaos, Fractals and Noise. Springer-Verlag, New York, 1994.
10. R. Mane. Ergodic Theory and Differentiable Dynamics. Springer-Verlag, New York, 1987.
11. I. Mezic and A. Banaszuk. Comparison of complex systems. 2002. Submitted.
12. W.L. Oberkampf, S.M. DeLand, B.M. Rutherford, K.V. Diegert, and K.F. Alvin. Error and uncertainty in modeling and simulation. Reliability Engineering and Systems Safety, 75:333-357, 2002.
13. L. Petzold, R. Serban, S. Li, S. Raha, and Y. Cao. Sensitivity analysis and design optimization of differential-algebraic equation systems. In NATO Advanced Research Workshop on Computational Aspects of Nonlinear Structural Systems with Large Rigid Body Motion, Pultusk, Poland, 2000.
14. A. Rantzer. A dual to lyapunov's stability theorem. Systems and Controls Letters, 2001.
15. D. Xiu, D. Lucor, C.-H. Su, and G.E. Karniadakis. Stochastic modeling of flow-structure interactions using generalized polynomial chaos. J. Fluid Engrg., 124:51-59, 2002.
16. Lai-Sang Young. What are SRB measures, and which dynamical systems have them? 2002. In volume dedicated to David Ruelle and Yakov Sinai 60'th birthday.