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We study the dynamics of a predator-prey system in a random environment. The dynamics evolves according to a deterministic Lotka-Volterra system for an exponential random time after which it switches to a different deterministic…

Probability · Mathematics 2019-08-28 Alexandru Hening , Edouard Strickler

In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…

Optimization and Control · Mathematics 2019-03-07 Donghwan Lee , Niao He , Jianghai Hu

In the theory of random dynamical systems (RDS), individuals with different initial states follow a same law of motion that is stochastically changing with time | called extrinsic noise. In the present work, intrin- sic noises for each…

Probability · Mathematics 2018-06-21 Adrian Jarret

We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to…

Optimization and Control · Mathematics 2017-09-28 Alice Cleynen , Benoîte de Saporta

Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…

Statistical Mechanics · Physics 2015-06-25 D. Sornette

We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases…

Statistics Theory · Mathematics 2013-09-25 Romain Azaïs , Jean-Baptiste Bardet , Alexandre Genadot , Nathalie Krell , Pierre-André Zitt

The stochastic mutual repressor model is analysed using perturbation methods. This simple model of a gene circuit consists of two genes and three promotor states. Either of the two protein products can dimerize, forming a repressor molecule…

Biological Physics · Physics 2014-06-12 Jay Newby

The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…

Dynamical Systems · Mathematics 2017-07-20 Susmita Sadhu

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

Environmental changes greatly influence the evolution of populations. Here, we study the dynamics of a population of two strains, one growing slightly faster than the other, competing for resources in a time-varying binary environment…

Populations and Evolution · Quantitative Biology 2020-07-28 Ami Taitelbaum , Robert West , Michael Assaf , Mauro Mobilia

Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom S. Badings , Alessandro Abate , Nils Jansen , David Parker , Hasan A. Poonawala , Marielle Stoelinga

Social dynamics is concerned primarily with interactions among individuals and the resulting group behaviors, modeling the temporal evolution of social systems via the interactions of individuals within these systems. In particular, the…

Machine Learning · Statistics 2016-11-08 Zhen Xu , Wen Dong , Sargur Srihari

Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…

Analysis of PDEs · Mathematics 2019-08-06 Eric Forgoston , Richard O. Moore

Stochasticity can play an important role in the dynamics of biologically relevant populations. These span a broad range of scales: from intra-cellular populations of molecules to population of cells and then to groups of plants, animals and…

Statistical Mechanics · Physics 2017-07-04 Michael Assaf , Baruch Meerson

Fluctuating environments pose tremendous challenges to bacterial populations. It is observed in numerous bacterial species that individual cells can stochastically switch among multiple phenotypes for the population to survive in rapidly…

Molecular Networks · Quantitative Biology 2015-01-20 Chen Jia , Min-Ping Qian , Yu Kang , Da-Quan Jiang

In this article, we will see a new approach to study the impact of a small microscopic population of cancer cells on a macroscopic population of healthy cells, with an example inspired by pathological hematopoiesis. Hematopoiesis is the…

Probability · Mathematics 2023-03-14 Céline Bonnet

By introducing extrinsic noise as well as intrinsic uncertainty into a network with stochastic events, this paper studies the dynamics of the resulting Markov random network and characterizes a novel phenomenon of intermittent…

Dynamical Systems · Mathematics 2021-05-26 Arno Berger , Hong Qian , Shirou Wang , Yingfei Yi

The transient behavior of an ecosystem with N random interacting species in the presence of a multiplicative noise is analyzed. The multiplicative noise mimics the interaction with the environment. We investigate different asymptotic…

Statistical Mechanics · Physics 2009-11-10 B. Spagnolo , D. Valenti , A. Fiasconaro

We introduce a novel class of generative models based on piecewise deterministic Markov processes (PDMPs), a family of non-diffusive stochastic processes consisting of deterministic motion and random jumps at random times. Similarly to…

Machine Learning · Statistics 2024-11-06 Andrea Bertazzi , Dario Shariatian , Umut Simsekli , Eric Moulines , Alain Durmus

We study the asymptotic behavior of multiscale stochastic gene networks using weak limits of Markov jump processes. Depending on the time and concentration scales of the system we distinguish four types of limits: continuous piecewise…

Probability · Mathematics 2011-01-10 Alina Crudu , Arnaud Debussche , Aurélie Muller , Ovidiu Radulescu