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We develop a novel iterative algorithm for locally optimal experimental design under constraints, like budget or performance constraints. It is an adaptive discretization algorithm. In every iteration, a discretized version of the…

Optimization and Control · Mathematics 2026-04-21 Jochen Schmid , Philipp Seufert , Jan Schwientek , Tobias Seidel , Karl-Heinz Küfer

This work presents a method of efficiently computing inner and outer approximations of forward reachable sets for nonlinear control systems with changed dynamics and diminished control authority, given an a priori computed reachable set for…

Optimization and Control · Mathematics 2022-03-22 Hamza El-Kebir , Ani Pirosmanishvili , Melkior Ornik

A constant-rate multi-mode system is a hybrid system that can switch freely among a finite set of modes, and whose dynamics is specified by a finite number of real-valued variables with mode-dependent constant rates. We introduce and study…

Optimization and Control · Mathematics 2016-10-19 Fabio Somenzi , Behrouz Touri , Ashutosh Trivedi

This paper discusses new simulation algorithms for stochastic chemical kinetics that exploit the linearity of the chemical master equation and its matrix exponential exact solution. These algorithms make use of various approximations of the…

Numerical Analysis · Computer Science 2016-09-08 Azam S. Zavar Moosavi , Adrian Sandu

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

We introduce expandable partial propensity direct method (EPDM) - a new exact stochastic simulation algorithm suitable for systems involving many interacting molecular species. The algorithm is especially efficient for sparsely populated…

Data Structures and Algorithms · Computer Science 2016-10-05 Anton V. Bernatskiy , Elizaveta A. Guseva

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

To study discrete dynamical systems of different types --- deterministic, statistical and quantum --- we develop various approaches. We introduce the concept of a system of discrete relations on an abstract simplicial complex and develop…

Mathematical Physics · Physics 2010-11-10 Vladimir V. Kornyak

Estimation of parameters is a crucial part of model development. When models are deterministic, one can minimise the fitting error; for stochastic systems one must be more careful. Broadly parameterisation methods for stochastic dynamical…

Statistics Theory · Mathematics 2018-04-12 Asbjørn N. Riseth , Jake P. Taylor-King

Objective: In a companion paper, we propose a parametric hybrid automaton model and an algorithm for the online synthesis of robustly correct and near-optimal controllers for cyber-physical system with reach-avoid guarantees. A key part of…

Systems and Control · Electrical Eng. & Systems 2025-02-10 Mario Gleirscher

Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…

Methodology · Statistics 2023-10-11 Michelle Carey , James O. Ramsay

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

We study a continuous-time, infinite-horizon dynamic bipartite matching problem. Suppliers arrive according to a Poisson process; while waiting, they may abandon the queue at a uniform rate. Customers on the other hand must be matched upon…

Data Structures and Algorithms · Computer Science 2025-06-03 Alireza AmaniHamedani , Ali Aouad , Amin Saberi

Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…

Numerical Analysis · Mathematics 2011-12-07 Martin G. Riedler

This paper proposes a finitely terminating algorithm to solve reach-and-stay control problems for nonlinear systems. The algorithm is guaranteed to return a control strategy if the specification is robustly realizable. Such a feature is…

Optimization and Control · Mathematics 2020-04-17 Yinan Li , Jun Liu

Dynamic graph algorithms have seen significant theoretical advancements, but practical evaluations often lag behind. This work bridges the gap between theory and practice by engineering and empirically evaluating recently developed…

Data Structures and Algorithms · Computer Science 2025-07-03 Ernestine Großmann , Ivor van der Hoog , Henrik Reinstädtler , Eva Rotenberg , Christian Schulz , Juliette Vlieghe

We consider a biochemical model that consists of a system of partial differential equations based on reaction terms and subject to non--homogeneous Dirichlet boundary conditions. The model is discretised using the gradient discretisation…

Numerical Analysis · Mathematics 2021-11-29 Yahya Alnashri , Hasan Alzubaidi

We prove existence and uniqueness for some nonlinear stochastic differential equation used in molecular dynamics, whose nonlinearity comes from a conditional expectation term. We also introduce an interacting particle system in order to…

Probability · Mathematics 2010-01-16 Benjamin Jourdain , Tony Lelievre , Raphaël Roux

Validating and controlling safety-critical systems in uncertain environments necessitates probabilistic reachable sets of future state evolutions. The existing methods of computing probabilistic reachable sets normally assume that…

Systems and Control · Electrical Eng. & Systems 2025-02-03 Xun Shen , Ye Wang , Kazumune Hashimoto , Yuhu Wu , Sebastien Gros

Gaining insights from realistic dynamical models of biochemical systems can be challenging given their large number of state variables. Model reduction techniques can mitigate this by decreasing complexity by mapping the model onto a…

Computational Engineering, Finance, and Science · Computer Science 2024-11-22 Alexander Leguizamon-Robayo , Antonio Jiménez-Pastor , Micro Tribastone , Max Tschaikowski , Andrea Vandin
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