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A probability space is a pair ($\mathcal{A},\phi $) where $\mathcal{A}$ is an algebra and $\phi $ a state on the algebra. In classical probability $\mathcal{A}$ is the algebra of linear combinations of indicator functions on the sample…

Probability · Mathematics 2019-12-12 R. Vilela Mendes

An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…

Probability · Mathematics 2007-06-13 Sergey V. Lototsky

Model predictive control (MPC) of hybrid dynamical systems is challenging because the associated optimization problem is nonsmooth and the resulting feedback law is discontinuous. This paper develops real-time MPC algorithms for nonlinear…

Optimization and Control · Mathematics 2026-04-21 Armin Nurkanović , Anton Pozharskiy , Moritz Diehl

Probabilistic hyperproperties express probabilistic relations between different executions of systems with uncertain behavior. HyperPCTL allows to formalize such properties, where quantification over probabilistic schedulers resolves…

Logic in Computer Science · Computer Science 2023-07-12 Lina Gerlach , Oyendrila Dobe , Erika Ábrahám , Ezio Bartocci , Borzoo Bonakdarpour

Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…

Methodology · Statistics 2016-08-05 Kerry Fendick

Probabilistic time series forecasting predicts the conditional probability distributions of the time series at a future time given past realizations. Such techniques are critical in risk-based decision-making and planning under…

Machine Learning · Computer Science 2023-06-07 Xinyi Wang , Meijen Lee , Qing Zhao , Lang Tong

Nonlinear time series analysis is an active field of research that studies the structure of complex signals in order to derive information of the process that generated those series, for understanding, modeling and forecasting purposes. In…

Data Analysis, Statistics and Probability · Physics 2015-05-20 Lucas Lacasa , Raul Toral

There has been an increasing demand for formal methods in the design process of safety-critical synthetic genetic circuits. Probabilistic model checking techniques have demonstrated significant potential in analyzing the intrinsic…

Emerging Technologies · Computer Science 2019-01-24 Thakur Neupane , Zhen Zhang , Curtis Madsen , Hao Zheng , Chris J. Myers

Following on from our recent work, we investigate a stochastic approach to non-equilibrium quantum spin systems. We show how the method can be applied to a variety of physical observables and for different initial conditions. We provide…

Statistical Mechanics · Physics 2020-01-24 S. De Nicola , B. Doyon , M. J. Bhaseen

We introduce a scalar reduction method for forced or coupled systems with nonlinearities in both heterogeneity and coupling strength. Heterogeneity is formulated as a relatively weak but nonlinear alteration of the vector field(s). The…

Neurons and Cognition · Quantitative Biology 2026-05-07 Youngmin Park

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

Nonlinear computation is essential for various information processing tasks. Optical implementations are attractive because passive light propagation can manipulate high-dimensional signals with extreme throughput and parallelism; yet…

The "folding algorithm"\cite{fold1} is a matrix product state algorithm for simulating quantum systems that involves a spatial evolution of a matrix product state. Hence, the computational effort of this algorithm is controlled by the…

Quantum Physics · Physics 2015-03-18 M. B. Hastings , R. Mahajan

We consider quantum decay and photofragmentation processes in open chaotic systems in the semiclassical limit. We devise a semiclassical approach which allows us to consistently calculate quantum corrections to the classical decay to high…

Mesoscale and Nanoscale Physics · Physics 2015-05-13 Martha Gutierrez , Daniel Waltner , Jack Kuipers , Klaus Richter

We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…

Molecular Networks · Quantitative Biology 2015-06-03 Nils B. Becker , Rosalind J. Allen , Pieter Rein ten Wolde

It is shown that the random-phase approximation (RPA) method with its nonlinear generalization, which was previously considered as approximation, reproduces the exact solutions of the Lipkin model. The nonlinear RPA is based on an equation…

Nuclear Theory · Physics 2017-11-22 J. Terasaki , A. Smetana , F. Šimkovic , M. I. Krivoruchenko

The paper deals with a non-linear system largely used in biology, which, in certain conditions and for particular coefficient values, becomes linear, with a linear diagram over a large range of time. It can be used as a veritable regulator…

Discrete Mathematics · Computer Science 2009-03-03 Petre Bucur , Lucian Luca

A method to approximate transmission probabilities for a nonseparable multidimensional barrier is applied to a waveguide model. The method uses complex barrier-crossing orbits to represent reaction probabilities in phase space and is…

Chaotic Dynamics · Physics 2009-11-11 Christopher S. Drew , Stephen C. Creagh , Richard H. Tew

In this paper we propose the PCP-like theorem for sub-linear time inapproximability. Abboud et al. have devised the distributed PCP framework for proving sub-quadratic time inapproximability. Here we try to go further in this direction.…

Computational Complexity · Computer Science 2024-01-03 Hengzhao Ma , Jianzhong Li

Many Embedded Systems are indeed Software Based Control Systems, that is control systems whose controller consists of control software running on a microcontroller device. This motivates investigation on Formal Model Based Design approaches…

Systems and Control · Computer Science 2012-07-18 Vadim Alimguzhin , Federico Mari , Igor Melatti , Ivano Salvo , Enrico Tronci