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Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…
We consider the problem of deciding on sampling strategy, in particular sampling design. We propose a risk measure, whose minimizing value guides the choice. The method makes use of a superpopulation model and takes into account uncertainty…
We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass is, due to boundary or reaction terms, not conserved. After…
In the first part of this paper, we consider a family of continuous-time dynamical systems coupled with diffusion-transmutation processes. Under certain conditions, such randomly perturbed dynamical systems can be interpreted as an averaged…
This work presents a new Distributionally Robust Optimization approach, using $p$-Wasserstein metrics, to analyze a stochastic program in a general context. The ambiguity set in this approach depends on the decision variable and is…
Population dynamics and in particular microbial population dynamics, though they are complex but also intrinsically discrete and random, are conventionally represented as deterministic differential equations systems. We propose to revisit…
We propose probabilistic task modelling -- a generative probabilistic model for collections of tasks used in meta-learning. The proposed model combines variational auto-encoding and latent Dirichlet allocation to model each task as a…
The paper addresses one-dimensional transport in a Goupillaud medium (a layered medium in which the layer thickness is proportional to the propagation speed), as a prototypical case of wave propagation in random media. Suitable stochastic…
We study an ecology-inspired model for a population of bounded size, whose dynamics is governed by random birth, death, and immigration events. Stochastic fluctuations in the number of individuals give rise to a succession of alternating…
Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
The logistic equation is ubiquitous in applied mathematics as a minimal model of saturating growth. Here, we examine a broad generalisation of the logistic growth model to discretely structured populations, motivated by examples that range…
We analyse numerically the effects of small population size in the initial transient regime of a simple example population dynamics. These effects play an important role for the numerical determination of large deviation functions of…
A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…
This article describes a model and an exact solution method for facility location problems with decision-dependent uncertainties. The model allows characterizing the probability distribution of the random elements as a function of the…
Human dynamics and sociophysics suggest statistical models that may explain and provide us with better insight into social phenomena. Here we tackle the problem of determining the distribution of the population density of a social space…
We study a distributed learning process observed in human groups and other social animals. This learning process appears in settings in which each individual in a group is trying to decide over time, in a distributed manner, which option to…
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…
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…
Diffusive transport is a universal phenomenon, throughout both biological and physical sciences, and models of diffusion are routinely used to interrogate diffusion-driven processes. However, most models neglect to take into account the…