Related papers: A fuzzy-set theoretical framework for computing ex…
The mean first exit time and escape probability are utilized to quantify dynamical behaviors of stochastic differential equations with non-Gaussian alpha-stable type Levy motions. Both deterministic quantities are characterized by…
This is a method for discrete event simulation specified by survival analysis. It presents a sequence of steps. First, hazard rates from survival analysis specify the rates of a set of counting processes. Second, those counting processes…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…
Fuzzy modeling has many advantages over the non-fuzzy methods, such as robustness against uncertainties and less sensitivity to the varying dynamics of nonlinear systems. Data-driven fuzzy modeling needs to extract fuzzy rules from the…
Using a sensitive statistical test we determine whether or not one can detect the breakdown of linear response given observations of deterministic dynamical systems. A goodness-of-fit statistics is developed for a linear statistical model…
A reduced chemical scheme involving a small number of variables is often sufficient to account for the deterministic evolution of the concentrations of the main species contributing to a reaction. However its predictions are questionable in…
By discretising space into compartments and letting system dynamics be governed by the reaction-diffusion master equation, it is possible to derive and simulate a stochastic model of reaction and diffusion on an arbitrary domain. However,…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
We present a common framework to study decay and exchanges rates in a wide class of dynamical systems. Several applications, ranging form the metric theory of continuons fractions and the Shannon capacity of contrained systems to the decay…
Coagulation-fragmentation processes describe the stochastic association and dissociation of particles in clusters. Cluster dynamics with cluster-cluster interactions for a finite number of particles has recently attracted attention…
The deformability of soft condensed matter often requires modelling of hydrodynamical aspects to gain quantitative understanding. This, however, requires specialised methods that can resolve the multiscale nature of soft matter systems. We…
Statistical models provide a powerful and useful class of approximations for calculating reaction rates by bypassing the need for detailed, and often difficult, dynamical considerations. Such approaches invariably invoke specific…
We study stochastic acceleration models for the Fermi bubbles. Turbulence is excited just behind the shock front via Kelvin--Helmholtz, Rayleigh--Taylor, or Richtmyer--Meshkov instabilities, and plasma particles are continuously accelerated…
Turbulent dynamical systems are characterized by nonlinear interactions and stochastic effects that generate coupled statistical quantities, such as non-zero higher-order moments, which are difficult to capture from data with accuracy. We…
The large body of experimental data on nuclear fission is analyzed with a semi-empirical ordering scheme based on the macro-microscopic approach and the separability of compound-nucleus and fragment properties on the fission path. We apply…
We present a multiscale approach to model diffusion in a crowded environment and its effect on the reaction rates. Diffusion in biological systems is often modeled by a discrete space jump process in order to capture the inherent noise of…
In this article we obtain the equilibrium fluctuations of a symmetric exclusion process in $\mathbb{Z}$ with long jumps. The transition probability of the jump from $x$ to $y$ is proportional to $|x-y|^{-\gamma-1}$. Here we restrict to the…
The practice of stochastic sensitivity analysis described in the decision analysis literature is a testimonial to the need for considering deviations from precise point estimates of uncertainty. We propose the use of Bayesian fuzzy…
Emergent phenomena share the fascinating property of not being obvious consequences of the design of the system in which they appear. This characteristic is no less relevant when attempting to simulate such phenomena, given that the outcome…