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We propose two new optimistic planning algorithms for nonlinear hybrid-input systems, in which the input has both a continuous and a discrete component, and the discrete component must respect a dwell-time constraint. Both algorithms select…

Optimization and Control · Mathematics 2023-05-16 Ioana Lal , Constantin Morarescu , Jamal Daafouz , Lucian Busoniu

We propose a numerical scheme for the time-integration of nonholonomic mechanical systems, both conservative and nonconservative. The scheme is obtained by simultaneously discretizing the constraint equations and the Herglotz variational…

Numerical Analysis · Mathematics 2022-10-17 Elias Maciel , Inocencio Ortiz , Christian E. Schaerer

This paper studies a novel approach for approximating the behavior of compartmental spreading processes. In contrast to prior work, the methods developed describe a dynamics which bound the exact moment dynamics, without explicitly…

Optimization and Control · Mathematics 2015-07-21 Nicholas J. Watkins , Cameron Nowzari , Victor M. Preciado , George J. Pappas

We discuss applications of nonlinear filtering of time series by locally linear phase space projections. Noise can be reduced whenever the error due to the manifold approximation is smaller than the noise in the system. Examples include the…

chao-dyn · Physics 2007-05-23 T. Schreiber , H. Kantz

Alignment algorithms usually rely on simplified models of gaps for computational efficiency. Based on an isomorphism between alignments and physical helix-coil models, we show in statistical mechanics that alignments with realistic laws for…

Genomics · Quantitative Biology 2015-06-26 E. Yeramian , E. Debonneuil

We use path integrals to calculate perturbative corrections to the correlation function of a particle under the action of nonlinear optical tweezers, both in the overdamped and underdamped regimes. In both cases, it is found that to leading…

Optics · Physics 2021-01-27 Bruno Suassuna , Bruno Melo , Thiago Guerreiro

Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple…

Quantitative Methods · Quantitative Biology 2015-06-01 Leandro M. Alonso

We consider a natural generalization of scheduling $n$ jobs on $m$ parallel machines so as to minimize the makespan. In our extension the set of jobs is partitioned into several classes and a machine requires a setup whenever it switches…

Data Structures and Algorithms · Computer Science 2018-09-28 Klaus Jansen , Marten Maack , Alexander Mäcker

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Computation · Statistics 2024-07-08 Ben Swallow , David A. Rand , Giorgos Minas

In this paper, we introduce the context-aware probabilistic temporal logic (CAPTL) that provides an intuitive way to formalize system requirements by a set of PCTL objectives with a context-based priority structure. We formally present the…

Logic in Computer Science · Computer Science 2020-07-14 Mahmoud Elfar , Yu Wang , Miroslav Pajic

Forecast reconciliation adjusts independently generated forecasts so that they satisfy some known constraints. While probabilistic forecast reconciliation is well established for linear constraints, some practical forecasting problems…

Methodology · Statistics 2026-04-30 Anubhab Biswas , Lorenzo Zambon , Lorenzo Nespoli , Giorgio Corani

The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…

Quantitative Methods · Quantitative Biology 2013-03-14 Tiago Ramalho , Marco Selig , Ulrich Gerland , Torsten A. Enßlin

We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

Probability · Mathematics 2025-11-27 Do Hyun Kim , Ahmet Cetinkaya

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…

Machine Learning · Statistics 2015-06-02 Nicholas G. Polson , James G. Scott , Brandon T. Willard

This paper presents a novel algorithm for reachability analysis of nonlinear discrete-time systems. The proposed method combines constrained zonotopes (CZs) with polyhedral relaxations of factorable representations of nonlinear functions to…

Systems and Control · Electrical Eng. & Systems 2025-04-17 Brenner S. Rego , Guilherme V. Raffo , Marco H. Terra , Joseph K. Scott

Packing and covering linear programs (PC-LPs) form an important class of linear programs (LPs) across computer science, operations research, and optimization. In 1993, Luby and Nisan constructed an iterative algorithm for approximately…

Data Structures and Algorithms · Computer Science 2018-02-28 Zeyuan Allen-Zhu , Lorenzo Orecchia

Piecewise smooth hybrid systems, involving continuous and discrete variables, are suitable models for describing the multiscale regulatory machinery of the biological cells. In hybrid models, the discrete variables can switch on and off…

Computational Engineering, Finance, and Science · Computer Science 2012-08-21 Vincent Noel , Dima Grigoriev , Sergei Vakulenko , Ovidiu Radulescu

This paper presents a counterexample-guided iterative algorithm to compute convex, piecewise linear (polyhedral) Lyapunov functions for uncertain continuous-time linear hybrid systems. Polyhedral Lyapunov functions provide an alternative to…

Optimization and Control · Mathematics 2022-06-23 Guillaume O. Berger , Sriram Sankaranarayanan

We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong

Designing and analyzing algorithms with provable performance guarantees enables efficient optimization problem solving in different application domains, e.g.\ communication networks, transportation, economics, and manufacturing. Despite the…

Optimization and Control · Mathematics 2019-09-30 Dimitrios Letsios , Radu Baltean-Lugojan , Francesco Ceccon , Miten Mistry , Johannes Wiebe , Ruth Misener