Related papers: A method to coarse-grain multi-agent stochastic sy…

In computational materials science, coarse-graining approaches often lack a priori uncertainty quantification (UQ) tools that estimate the accuracy of a reduced-order model before it is calibrated or deployed. This is especially the case in…

The breeding method is a computationally cheap way to generate flow-adapted ensembles to be used in probabilistic forecasts. Its main disadvantage is that the ensemble may lack diversity and collapse to a low-dimensional subspace. To still…

We develop a non-parametric, data-driven, tractable approach for solving multistage stochastic optimization problems in which decisions do not affect the uncertainty. The proposed framework represents the decision variables as elements of a…

Microgrids are recognized as a relevant tool to absorb decentralized renewable energies in the energy mix. However, the sequential handling of multiple stochastic productions and demands, and of storage, make their management a delicate…

In many far-from-equilibrium biological systems, energy injected by irreversible processes at microscopic scales propagates to larger scales to fulfill important biological functions. But given dissipative dynamics at the microscale, how…

We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…

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,…

Co-clustering simultaneously clusters rows and columns, revealing more fine-grained groups. However, existing co-clustering methods suffer from poor scalability and cannot handle large-scale data. This paper presents a novel and scalable…

In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selected degrees of freedom of a high-dimensional dynamical system with multiple time scales.…

We address the problem of estimating steady-state quantities associated to systems of stochastic chemical kinetics. In most cases of interest these systems are analytically intractable, and one has to resort to computational methods to…

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Recently, a theory for stochastic optimal control in non-linear dynamical systems in continuous space-time has been developed (Kappen, 2005). We apply this theory to collaborative multi-agent systems. The agents evolve according to a given…

Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the…

We show how the Equation-Free approach for mutliscale computations can be exploited to extract, in a computational strict and systematic way the emergent dynamical attributes, from detailed large-scale microscopic stochastic models, of…

Partitioned cellular automata are known to be an useful tool to simulate linear and nonlinear problems in physics, specially because they allow for a straightforward way to define conserved quantities and reversible dynamics. Here we show…

Edge intelligence enables AI inference at the network edge, co-located with or near the radio access network, rather than in centralized clouds or on mobile devices. It targets low-latency, resource-constrained applications with large data…

We study coarse pattern formation in a cellular automaton modelling a spatially-extended stochastic neural network. The model, originally proposed by Gong and Robinson [36], is known to support stationary and travelling bumps of localised…

To obtain explicit understanding of the behavior of dynamical systems, geometrical methods and slow-fast analysis have proved to be highly useful. Such methods are standard for smooth dynamical systems, and increasingly used for continuous,…

Stochastic multi-agent systems are a central modeling framework for autonomous controllers, communication protocols, and cyber-physical infrastructures. In many such systems, however, transition probabilities are only estimated from data…

Multiscale techniques have been widely shown to potentially overcome the limitation of homogenization schemes in representing the microscopic failure mechanisms in heterogeneous media as well as their influence on their structural response…