Modelling View on Numerical Uncertainty Quantification for Dynamical Systems

Q3 Engineering

IFAC-PapersOnLine Pub Date : 2025-01-01 DOI:10.1016/j.ifacol.2025.03.055

Dirk Langemann , Katja Tüting

引用次数: 0

Abstract

We present a modelling view on the numerical quantification of uncertainties in the solution of a dynamical system, which mostly consists in using a linearized update procedure for the covariance matrix. We regard the Fokker-Planck equation for the probability density of the states of the dynamical system as ground truth and the numerical method as surrogate model. We give an error estimate and show the connection to the numerical solution of ordinary differential equations. Finally, uncertainty quantification is interpreted as measurement.

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来源期刊

IFAC-PapersOnLine Engineering-Control and Systems Engineering

CiteScore

1.70

自引率

0.00%

发文量

1122

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