Related papers: A fuzzy-set theoretical framework for computing ex…
The {\alpha}-stable L\'evy process, commonly used to describe L\'evy flight, is characterized by discontinuous jumps and is widely used to model anomalous transport phenomena. In this study, we investigate the associated exit problem and…
In highly dissipative collisions between heavy ions, the optimal conditions to investigate different de-excitation channels of hot nuclei such as evaporation, fission or multifragmentation are well known. One crucial issue remains the…
In this paper, we consider an importance sampling problem for a certain rare-event simulations involving the behavior of a diffusion process pertaining to a chain of distributed systems with random perturbations. We also assume that the…
We establish a general framework using a diffusion approximation to simulate forward-in-time state counts or frequencies for cladogenetic state-dependent speciation-extinction (ClaSSE) models. We apply the framework to various two- and…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…
In a reaction-diffusion system, fluctuations in both diffusion and reaction events, have important effects on the steady-state statistics of the system. Here, we argue through extensive lattice simulations, mean-field type arguments, and…
A method is described, which computes from an observed sample of events upper limits for production rates of particles, or, in case of appearance of a signal, the probability for an upwards fluctuation of the background. For any candidate,…
To effectively represent possibility arising from states and dynamics of a system, fuzzy discrete event systems as a generalization of conventional discrete event systems have been introduced recently. Supervisory control theory based on…
We develop an efficient method to calculate probabilities of large deviations from the typical behavior (rare events) in reaction--diffusion systems. The method is based on a semiclassical treatment of underlying "quantum" Hamiltonian,…
We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…
In this paper, we consider the problem of minimizing the exit rate with which a diffusion process pertaining to a chain of distributed control systems, with random perturbations, exits from a given bounded open domain. In particular, we…
In this paper we use splitting technique to estimate the probability of hitting a rare but critical set by the continuous component of a switching diffusion. Instead of following classical approach we use Wonham filter to achieve multiple…
It is a challenging issue to analyze complex dynamics from observed and simulated data. An advantage of extracting dynamic behaviors from data is that this approach enables the investigation of nonlinear phenomena whose mathematical models…
This paper deals with uncertain dynamical systems in which predictions about the future state of a system are assessed by so called pseudomeasures. Two special cases are stochastic dynamical systems, where the pseudomeasure is the…
Statistical jump models have been recently introduced to detect persistent regimes by clustering temporal features and discouraging frequent regime changes. However, they are limited to hard clustering and thereby do not account for…
The exit problem for small perturbations of a dynamical system in a domain is considered. It is assumed that the unperturbed dynamical system and the domain satisfy the Levinson conditions. We assume that the random perturbation affects the…
Dynamical systems driven by nonlinear delay SDEs with small noise can exhibit important rare events on long timescales. When there is no delay, classical large deviations theory quantifies rare events such as escapes from metastable fixed…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
Statistical systems are conceived from the standpoint of statistical mechanics, as made of a (generally large) number of identical units and exhibiting a (generally large) number of different configurations (microstates), among which only…