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In this paper, a systematic approach of constructing modified equations for weak stochastic symplectic methods of stochastic Hamiltonian systems is given via using the generating functions of the stochastic symplectic methods. This approach…

Numerical Analysis · Mathematics 2014-11-11 Lijin Wang , Jialin Hong

Hybrid dynamical systems with nonlinear dynamics are one of the most general modeling tools for representing robotic systems, especially contact-rich systems. However, providing guarantees regarding the safety or performance of nonlinear…

Robotics · Computer Science 2025-01-10 Javier Borquez , Shuang Peng , Yiyu Chen , Quan Nguyen , Somil Bansal

An important mathematical tool in the analysis of dynamical systems is the approximation of the reach set, i.e., the set of states reachable after a given time from a given initial state. This set is difficult to compute for complex systems…

Machine Learning · Computer Science 2023-09-19 Abdelmouaiz Tebjou , Goran Frehse , Faïcel Chamroukhi

We present ProbReach, a tool for verifying probabilistic reachability for stochastic hybrid systems, i.e., computing the probability that the system reaches an unsafe region of the state space. In particular, ProbReach will compute an…

Logic in Computer Science · Computer Science 2015-03-06 Fedor Shmarov , Paolo Zuliani

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems [15], [18], this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic…

Optimization and Control · Mathematics 2018-01-09 Randa Herzallah

We present a method to compute the stochastic reachability safety probabilities for high-dimensional stochastic dynamical systems. Our approach takes advantage of a nonparametric learning technique known as conditional distribution…

Systems and Control · Electrical Eng. & Systems 2020-10-19 Adam J. Thorpe , Vignesh Sivaramakrishnan , Meeko M. K. Oishi

A formal description of a Cyber-Physical system should include a rigorous specification of the computational and physical components involved, as well as their interaction. Such a description, thus, lends itself to a compositional model…

Logic in Computer Science · Computer Science 2016-12-16 Tobias Kappé , Farhad Arbab , Carolyn Talcott

We present a stochastic model predictive control framework for nonlinear systems subject to unbounded process noise with closed-loop guarantees. First, we provide a conceptual shrinking-horizon framework that utilizes general probabilistic…

Systems and Control · Electrical Eng. & Systems 2025-06-06 Johannes Köhler , Melanie N. Zeilinger

Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…

Methodology · Statistics 2025-01-08 Siliang Zhang , Yunxiao Chen

We present a compositional embedding framework that infers not just a single class per input image, but a set of classes, in the setting of one-shot learning. Specifically, we propose and evaluate several novel models consisting of (1) an…

Machine Learning · Computer Science 2020-11-16 Zeqian Li , Michael C. Mozer , Jacob Whitehill

This paper addresses problems on the structural design of control systems taking explicitly into consideration the possible application to large-scale systems. We provide an efficient and unified framework to solve the following major…

Optimization and Control · Mathematics 2014-09-23 Sergio Pequito , Soummya Kar , A. Pedro Aguiar

Controlling complex dynamical systems to satisfy sophisticated specifications remains a significant challenge in modern engineering. A promising approach to this problem is the approximate simulation-based hierarchical control (ASHC)…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Zirui Niu , Antoine Girard , Giordano Scarciotti

In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or function values of the objective function are available via…

Optimization and Control · Mathematics 2016-05-20 Xiao Wang , Shiqian Ma , Ya-xiang Yuan

The paper describes combinatorial synthesis approach with interval multset estimates of system elements for modeling, analysis, design, and improvement of a modular telemetry system. Morphological (modular) system design and improvement are…

Systems and Control · Computer Science 2012-07-26 Mark Sh. Levin

We present an algorithm that quickly finds falsifying inputs for hybrid systems, i.e., inputs that steer the system towards violation of a given temporal logic requirement. Our method is based on a probabilistically directed search of an…

Systems and Control · Computer Science 2018-12-12 Gidon Ernst , Sean Sedwards , Zhenya Zhang , Ichiro Hasuo

In this paper we introduce a framework for option model composition. Option models are temporal abstractions that, like macro-operators in classical planning, jump directly from a start state to an end state. Prior work has focused on…

Artificial Intelligence · Computer Science 2012-07-03 David Silver , Kamil Ciosek

We address the problem of estimating steady-state quantities associated to systems of stochastic chemical kinetics. In most cases of interest these systems are analytically intractable, and one has to resort to computational methods to…

Quantitative Methods · Quantitative Biology 2014-01-21 Andreas Milias-Argeitis , John Lygeros , Mustafa Khammash

Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

The paper examines the construction and analysis of a new class of mixed exponential statistical structures that combine the properties of stochastic models and linear positive operators. The relevance of the topic is driven by the growing…

Statistics Theory · Mathematics 2025-12-30 Yurii Volkov , Oleksandr Volkov , Nataliia Voinalovych

Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation…

Numerical Analysis · Mathematics 2014-12-19 Simon Cotter , Radek Erban
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