Related papers: A piecewise deterministic Markov process approach …
This paper presents a theoretical study on the influence of a discrete element in the nonlinear dynamics of a continuous mechanical system subject to randomness in the model parameters. This system is composed by an elastic bar, attached to…
We describe an approach for exploiting structure in Markov Decision Processes with continuous state variables. At each step of the dynamic programming, the state space is dynamically partitioned into regions where the value function is the…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
We present the numerical estimation of noise parameter induced in the dynamics of the variables by random particle interactions involved in the stochastic chemical oscillator and use it as order parameter to detect the transition from…
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…
We formulate and study a stochastic model for the thermally-driven motion of interacting straight screw dislocations in a cylindrical domain with a convex polygonal cross-section. Motion is modelled as a Markov jump process, where waiting…
We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…
We demonstrate that the processes underlying on-line auction price bids and many other longitudinal data can be represented by an empirical first order stochastic ordinary differential equation with time-varying coefficients and a smooth…
The understanding of sliding friction for wet, patterned surfaces from first principles is challenging. While emerging applications have sought design principles from biology, a general framework is lacking because soft interfaces…
The stiff problem is concerned with a thermal conduction model with a singular barrier of zero volume. In this paper, we shall build the phase transitions for the stiff problems in one-dimensional space. It turns out that every phase…
A dynamical systems approach to turbulence envisions the flow as a trajectory through a high-dimensional state space transiently visiting the neighbourhoods of unstable simple invariant solutions (E. Hopf, Commun. Appl. Maths 1, 303, 1948).…
This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…
Consider the problem of interference mitigation in the identification of the dynamics of multidimensional control systems in the class of linear stationary models for single realizations of the observed signals. A concepts uncorrelated…
The dynamics of one species chemical kinetics is studied. Chemical reactions are modelled by means of continuous time Markov processes whose probability distribution obeys a suitable master equation. A large deviation theory is formally…
This paper is a preliminary work to address the problem of dynamical systems with parameters varying in time. An idea to predict their behaviour is proposed. These systems are called \emph{transient systems}, and are distinguished from…
This paper presents with justifications a technique that is useful for the study of piecewise deterministic Markov decision processes (PDMDPs) with general policies and unbounded transition intensities. This technique produces an auxiliary…
Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…
We study a continuum model of dislocation transport in order to investigate the formation of heterogeneous dislocation patterns. We propose a physical mechanism which relates the formation of heterogeneous patterns to the dynamics of a…
The dynamics of short-lived mRNA results in bursts of protein production in gene regulatory networks. We investigate the propagation of bursting noise between different levels of mathematical modelling, and demonstrate that conventional…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…