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The shrinking core model describes the reaction of a spherical solid particle with a surrounding fluid. In this work, we revisit the SCM by deriving it from the underlying physical processes and performing a careful non-dimensionalisation,…
In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…
Experiments measuring contact formation between a probe and quencher in disordered chains provide information on the fundamental dynamical timescales relevant to protein folding, but their interpretation usually relies on simplified…
We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…
We propose a universal strategy to realize a broadband control on arbitrary scatterers, through multiple coherent beams. By engineering the phases and amplitudes of incident beams, one can suppress the dominant scattering partial waves,…
We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…
We consider diffusion-controlled release of particles from $d$-dimensional radially-symmetric geometries. A quantity commonly used to characterise such diffusive processes is the proportion of particles remaining within the geometry over…
We consider systems of slow--fast diffusions with small noise in the slow component. We construct provably logarithmic asymptotically optimal importance schemes for the estimation of rare events based on the moderate deviations principle.…
In this article, we present a general methodology for control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main result of this…
We exploit the link between the transport equation and derivatives of expectations to construct efficient pathwise gradient estimators for multivariate distributions. We focus on two main threads. First, we use null solutions of the…
In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…
We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…
While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…
We propose a model to study symmetric binary fluids, based in the mesoscopic molecular simulation technique known as multiparticle collision, where space and state variables are continuous while time is discrete. We include a repulsion rule…
Diffusion models have become popular for policy learning in robotics due to their ability to capture high-dimensional and multimodal distributions. However, diffusion policies are stochastic and typically trained offline, limiting their…
A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…
We propose a travelling-wave perturbation method to control the spatiotemporal dynamics in a cardiac model. It is numerically demonstrated that the method can successfully suppress the wave instability (alternans in action potential…
Although the mean-variance control was initially formulated for financial portfolio management problems in which one wants to maximize expected return and control the risk, our motivations also stem from highway vehicle platoon controls…
It has been suggested recently that growth and division of a protocell could be modeled by a chemically active droplet with simple chemical reactions driven by an external fuel supply. This model is called the continuum model. Indeed it's…
We use simulation to estimate the steady-state performance of a stable multiclass queueing network. Standard estimators have been seen to perform poorly when the network is heavily loaded. We introduce two new simulation estimators. The…