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Analytical work probability distributions for open classical systems are scarce; they can only be calculated in a few examples. In this work, I present a new method to derive such quantities for weakly driven processes in the overdamped…

Statistical Mechanics · Physics 2025-04-09 Pierre Nazé

We show a decomposition into the sum of a martingale and a deterministic quantity for time averages of the solutions to non-autonomous SDEs and for discrete-time Markov processes. In the SDE case the martingale has an explicit…

Probability · Mathematics 2018-02-08 Bob Pepin

This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…

Dynamical Systems · Mathematics 2024-01-30 Xinyu Wu , Zidong Wang , Wenlian Lu

Probabilistic automata (PAs) have been successfully applied in formal verification of concurrent and stochastic systems. Efficient model checking algorithms have been studied, where the most often used logics for expressing properties are…

Logic in Computer Science · Computer Science 2015-07-01 Lei Song , Lijun Zhang , Jens Chr. Godskesen , Flemming Nielson

Bisimulation is a concept that captures behavioural equivalence of states in a variety of types of transition systems. It has been widely studied in discrete-time settings where a key notion is the bisimulation metric which quantifies "how…

Logic in Computer Science · Computer Science 2025-11-27 Linan Chen , Florence Clerc , Prakash Panangaden

Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…

Chemical Physics · Physics 2015-06-12 Benjamin Trendelkamp-Schroer , Frank Noe

In this work, we generalize the concept of bisimulation metric in order to metrize the behaviour of continuous-time processes. Similarly to what is done for discrete-time systems, we follow two approaches and show that they coincide: as a…

Logic in Computer Science · Computer Science 2025-01-23 Linan Chen , Florence Clerc , Prakash Panangaden

We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…

Probability · Mathematics 2017-01-02 Carlo Lancia , Gianluca Guadagni , Sokol Ndreca , Benedetto Scoppola

In all but special circumstances, measurements of time-dependent processes reflect internal structures and correlations only indirectly. Building predictive models of such hidden information sources requires discovering, in some way, the…

Probability · Mathematics 2009-11-10 Nihat Ay , James P. Crutchfield

A new definition of continuous-time equilibrium controls is introduced. As opposed to the standard definition, which involves a derivative-type operation, the new definition parallels how a discrete-time equilibrium is defined, and allows…

Optimization and Control · Mathematics 2021-07-15 Yu-Jui Huang , Zhou Zhou

We provide a categorical notion called uncertain bisimilarity, which allows to reason about bisimilarity in combination with a lack of knowledge about the involved systems. Such uncertainty arises naturally in automata learning algorithms,…

Discrete Mathematics · Computer Science 2023-03-28 Jurriaan Rot , Thorsten Wißmann

An algorithm for continuous time-delay estimation from sampled output data and known input of finite energy is presented. The continuous time-delay modeling allows for the estimation of subsample delays. The proposed estimation algorithm…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Mohamed Abdalmoaty , Alexander Medvedev

A generic method for inferring a dynamical hidden Markov model from a time series is proposed. Under reasonable hypothesis, the model is updated in constant time whenever a new measurement arrives.

Formal Languages and Automata Theory · Computer Science 2021-05-05 Teodor Knapik

We consider Markov decision processes (MDPs) which are a standard model for probabilistic systems. We focus on qualitative properties for MDPs that can express that desired behaviors of the system arise almost-surely (with probability 1) or…

Logic in Computer Science · Computer Science 2014-05-06 Krishnendu Chatterjee , Martin Chmelik , Przemyslaw Daca

The paper addresses the problem of computing maximal expected time to termination of probabilistic timed automata (PTA) models, under the condition that the system will, eventually, terminate. This problem can exhibit high computational…

Formal Languages and Automata Theory · Computer Science 2018-03-23 Omar Al-Bataineh , Michael Fisher , David Rosenblum

A classical approach to formal policy synthesis in stochastic dynamical systems is to construct a finite-state abstraction, often represented as a Markov decision process (MDP). The correctness of these approaches hinges on a behavioural…

Systems and Control · Electrical Eng. & Systems 2025-08-08 Thom Badings , Alessandro Abate

This paper explores the well known approximation approach to decide weak bisimilarity of Basic Parallel Processes. We look into how different refinement functions can be used to prove weak bisimilarity decidable for certain subclasses. We…

Formal Languages and Automata Theory · Computer Science 2012-08-15 Piotr Hofman , Patrick Totzke

Model checking probabilistic CTL properties of Markov decision processes with convex uncertainties has been recently investigated by Puggelli et al. Such model checking algorithms typically suffer from the state space explosion. In this…

Logic in Computer Science · Computer Science 2016-08-02 Vahid Hashemi , Holger Hermanns , Andrea Turrini

The modelling, specification and study of the semantics of concurrent reactive systems have been interesting research topics for many years now. The aim of this thesis is to exploit the strengths of the (co)algebraic framework in modelling…

Logic in Computer Science · Computer Science 2015-02-11 Georgiana Caltais

We apply a recently proposed method for the analysis of time series from systems with delayed feedback to experimental data generated by a CO_2 laser. The method is able to estimate the delay time with an error of the order of the sampling…

chao-dyn · Physics 2009-10-31 M. J. Bünner , M. Ciofini , A. Giaquinta , R. Hegger , H. Kantz , R. Meucci , A. Politi