Uncertainty Quantification in Hybrid Dynamical Systems

Tuhin Sahai; Jose Miguel Pasini

doi:10.1016/j.jcp.2012.10.030

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arXiv · 1111.4157

Uncertainty Quantification in Hybrid Dynamical Systems

Tuhin Sahai·Jose Miguel Pasini

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Abstract

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with stringent assumptions on smoothness (such as polynomial chaos and Quasi-Monte Carlo). In this work, we develop a fast UQ approach for hybrid dynamical systems by extending the polynomial chaos methodology to these systems. To capture discontinuities, we use a wavelet-based Wiener-Haar expansion. We develop a boundary layer approach to propagate uncertainty through separable reset conditions. We also introduce a transport theory based approach for propagating uncertainty through hybrid dynamical systems. Here the expansion yields a set of hyperbolic equations that are solved by integrating along characteristics. The solution of the partial differential equation along the characteristics allows one to quantify uncertainty in hybrid or switching dynamical systems. The above methods are demonstrated on example problems.

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BibTeX RIS

Tuhin Sahai, Jose Miguel Pasini. 2011-11-17. Uncertainty Quantification in Hybrid Dynamical Systems. https://doi.org/10.1016/j.jcp.2012.10.030

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