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Stochastic HYPE is a novel process algebra that models stochastic, instantaneous and continuous behaviour. It develops the flow-based approach of the hybrid process algebra HYPE by replacing non-urgent events with events with…

Systems and Control · Computer Science 2014-11-18 Luca Bortolussi , Vashti Galpin , Jane Hillston

We examine the switching dynamics of a stochastic population subjected to a deterministically time-varying environment. Our approach is demonstrated in the realm of ecology on a problem of population establishment. Here, by assuming a…

Statistical Mechanics · Physics 2020-02-19 Tom Israeli , Michael Assaf

Molecular dynamics is one of the most commonly used approaches for studying the dynamics and statistical distributions of many physical, chemical, and biological systems using atomistic or coarse-grained models. It is often the case,…

Computational Physics · Physics 2015-06-16 Ben Leimkuhler , Daniel T. Margul , Mark E. Tuckerman

We present two quantum algorithms based on evolution randomization, a simple variant of adiabatic quantum computing, to prepare a quantum state $\vert x \rangle$ that is proportional to the solution of the system of linear equations $A…

Quantum Physics · Physics 2019-02-20 Yigit Subasi , Rolando D. Somma , Davide Orsucci

Ecosystems tend to fluctuate around stable equilibria in response to internal dynamics and environmental factors. Occasionally, they enter an unstable tipping region and collapse into an alternative stable state. Our understanding of how…

A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…

Numerical Analysis · Mathematics 2009-09-16 Stefan Engblom

We propose a novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. Our problem formulation accommodates constraints that…

Machine Learning · Computer Science 2026-01-06 Hao Ma , Melanie Zeilinger , Michael Muehlebach

We explore the near adiabatic dynamics in a non-Hermitian quantum many-body system by investigating a finite-time ramp of the imaginary vector potential in the interacting Hatano-Nelson model. The excess energy, the Loschmidt echo, and the…

Quantum Physics · Physics 2025-03-24 Léonce Dupays , Adolfo del Campo , Balázs Dóra

This paper develops a probabilistic anticipation algorithm for dynamic objects observed by an autonomous robot in an urban environment. Predictive Gaussian mixture models are used due to their ability to probabilistically capture continuous…

Robotics · Computer Science 2013-09-04 Frank Havlak , Mark Campbell

Adaptive physical and biological systems continually process fluctuating information from their environments. When the environment is nonstationary, inference itself becomes a nonequilibrium process with thermodynamic cost. We analyse a…

Statistical Mechanics · Physics 2026-03-23 Aditya Gupta

This paper tackles the problem of integrated task and kinodynamic motion planning in uncertain environments. We consider a robot with nonlinear dynamics tasked with a Linear Temporal Logic over finite traces ($\ltlf$) specification…

Robotics · Computer Science 2026-04-02 Qi Heng Ho , Zachary N. Sunberg , Morteza Lahijanian

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…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…

Optimization and Control · Mathematics 2015-02-18 Shu-Jun Liu , Miroslav Krstic

With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…

Machine Learning · Statistics 2021-02-03 Yang Li , Jinqiao Duan

We explore the properties of discrete-time stochastic processes with a bounded state space, whose deterministic limit is given by a map of the unit interval. We find that, in the mesoscopic description of the system, the large jumps between…

Statistical Mechanics · Physics 2016-11-22 César Parra-Rojas , Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We consider the motion of an overdamped particle in a force field in presence of an external, adiabatic noise, without the restriction that the noise process is Gaussian or the stochastic process is Markovian. We examine the condition for…

Statistical Mechanics · Physics 2007-05-23 Suman Kumar Banik , Jyotipratim Ray Chaudhuri , Deb Shankar Ray

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

Optimization and Control · Mathematics 2024-05-15 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random…

Quantitative Methods · Quantitative Biology 2019-12-12 Casper H. L. Beentjes , Ruth E. Baker

Coupled dynamical systems with one slow element and many fast elements are analyzed. By averaging over the dynamics of the fast variables, the adiabatic kinetic branch is introduced for the dynamics of the slow variable in the adiabatic…

Chaotic Dynamics · Physics 2015-06-15 Hidetoshi Aoki , Kunihiko Kaneko