Uncertainty Quantification

Development of a set-oriented numerical methodology which allows to perform uncertainty quantification (UQ) for dynamical systems from a global point of view.

  • State space approach: Dynamical Systems with uncertain parameters
    Focus of interest: Analysis of the statistical behavior of the system to capture the long-term uncertainty propagation

Contact: Raphael Gerlach

Invariant measure of the van der Pol system with Gaussian parameter uncertainty

Invariant measure of the Arneodo system with Gaussian parameter uncertainty