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An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…
Simple exclusion processes for particles moving along two parallel lattices and jumping between them are theoretically investigated for asymmetric rates of transition between the channels. An approximate theoretical approach, that describes…
We analyse the stochastic comparison of interacting particle systems allowing for multiple arrivals, departures and non-conservative jumps of individuals between sites. That is, if $k$ individuals leave site $x$ for site $y$, a possibly…
Many recently introduced enhanced sampling techniques are based on biasing coarse descriptors (collective variables) of a molecular system on the fly. Sometimes the calculation of such collective variables is expensive and becomes a…
Simulation-free methods for training continuous-time generative models construct probability paths that go between noise distributions and individual data samples. Recent works, such as Flow Matching, derived paths that are optimal for each…
In present study, in order to improve the performance and reduce the amount of power which is dissipated in heterogeneous multicore processors, the ability of detecting the program execution phases is investigated. The programs execution…
A continuous time mixed state branching process is constructed as the scaling limits of two-type Galton-Watson processes. The process can also be obtained by the pathwise unique solution to a stochastic equation system. From the stochastic…
Within this paper, we introduce and analyze a novel time stepping scheme for linear poroelasticity. In each time frame, we iteratively solve the flow and mechanics equations with an additional damping step for the pressure variable.…
It has been well established that wireless network coding can significantly improve the efficiency of multi-hop wireless networks. However, in a stochastic environment some of the packets might not have coding pairs, which limits the number…
We study the discrete time risk process modelled by the skip-free random walk and we derive the results connected to the ruin probability, such as crossing the fixed level, for this kind of process. We use the method relying on the…
A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…
Two numerical methods are proposed for detection of coupling between multiple time series generated by deterministic nonlinear systems. The first detects interdependence or the existence of coupling between time series. The second…
This paper is an overview of the classical level crossing problem which is studied extensively in the literature and is fundamental in many branches of applied probability. We discuss a number of approximations with an emphasis on their…
Motivated by applications arising in networked systems, this work examines controlled regime-switching systems that stem from a mean-variance formulation. A main point is that the switching process is a hidden Markov chain. An additional…
We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…
Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…
The simplest, and most common, stochastic model for population processes, including those from biochemistry and cell biology, are continuous time Markov chains. Simulation of such models is often relatively straightforward as there are…
We show that \emph{stochastic bursting} is observed in a ring of unidirectional delay-coupled noisy excitable systems, thanks to the combinational action of time-delayed coupling and noise. Under the approximation of timescale separation,…
Many physical, biological and neural systems behave as coupled oscillators, with characteristic phase coupling across different frequencies. Methods such as $n:m$ phase locking value and bi-phase locking value have previously been proposed…
We study a special case of the problem of statistical learning without the i.i.d. assumption. Specifically, we suppose a learning method is presented with a sequence of data points, and required to make a prediction (e.g., a classification)…