Uncertainty evaluation in large-scale dynamical systems: Theory and applications

Significant research efforts have been devoted to large-scale dynamical systems, with the aim of understanding their complicated behaviors and managing their responses in real-time. One pivotal technological obstacle in this process is the existence of uncertainty. Although many of these large-scale dynamical systems function well in the design stage, they may easily fail when operating in realistic environment, where environmental uncertainties modulate system dynamics and complicate real-time predication and management tasks. This dissertation aims to develop systematic methodologies to evaluate the performance of large-scale dynamical systems under uncertainty, as a step toward real-time decision support. Two uncertainty evaluation approaches are pursued: the analytical approach and the effective simulation approach. The analytical approach abstracts the dynamics of original stochastic systems, and develops tractable analysis (e.g., jump-linear analysis) for the approximated systems. Despite the potential bias introduced in the approximation process, the analytical approach provides rich insights valuable for evaluating and managing the performance of large-scale dynamical systems under uncertainty. When a system’s complexity and scale are beyond tractable analysis, the effective simulation approach becomes very useful. The effective simulation approach aims to use a few smartly selected simulations to quickly evaluate a complex system’s statistical performance. This approach was originally developed to evaluate a single uncertain variable. This dissertation extends the approach to be scalable and effective for evaluating large-scale systems under a large-number of uncertain variables. While a large portion of this dissertation focuses on the development of generic methods and theoretical analysis that are applicable to broad large-scale dynamical systems, many results are illustrated through a representative large-scale system application on strategic air traffic management application, which is concerned with designing robust management plans subject to a wide range of weather possibilities at 2-15 hours look-ahead time.