Related papers: Sensitivity analysis of colored noise-driven inter…
We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into…
We consider the problem of dynamic pricing of a product in the presence of feature-dependent price sensitivity. Developing practical algorithms that can estimate price elasticities robustly, especially when information about no purchases…
This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…
We consider a one dimensional interacting particle system which describes the effective interface dynamics of the two dimensional Toom model at low temperature and noise. We prove a number of basic properties of this model. First we…
We propose an explicit drift-randomised Milstein scheme for both McKean--Vlasov stochastic differential equations and associated high-dimensional interacting particle systems with common noise. By using a drift-randomisation step in space…
We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the system we develop a counterpart of Hormander's…
In nonlinear latent variable models or dynamic models, if we consider the latent variables as confounders (common causes), the noise dependencies imply further relations between the observed variables. Such models are then closely related…
The performance of model-based control techniques strongly depends on the quality of the employed dynamics model. If strong guarantees are desired, it is therefore common to robustly treat all possible sources of uncertainty, such as model…
In this paper, a methodology to calculate the sensitivity of the least stable modes of fluid-structure interaction systems with respect to local forces is presented. We make use of the adjoint equations of the flow-structure coupled system…
In this paper we propose an extension of the classical Sobol' estimator for the estimation of variance based sensitivity indices. The approach assumes a linear correlation model between the input variables which is used to decompose the…
The problem of estimating an unknown phase $ \varphi $ using two-level probes in the presence of unital phase-covariant noise and using finite resources is investigated. We introduce a simple model in which the phase-imprinting operation on…
The Gaussian phase noise of intensity time series is demonstrated to be drastically reduced when the raw voltage data are digitally filtered through an arbitrarily large number $n$ of orthornormal bandpass profiles (eigen-filters) sharing…
The reliable detection of environmental molecules in the presence of noise is an important cellular function, yet the underlying computational mechanisms are not well understood. We introduce a model of two interacting sensors which allows…
The method described in the first part for frequency-selectively measuring the transfer function and the noise power spectral density of the superimposed noise at the output of a disturbed, real system with nonlinearities using windowing…
In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…
Interacting particle systems provide a fundamental framework for modeling collective behavior in biological, social, and physical systems. In many applications, stochastic perturbations are essential for capturing environmental variability…
This paper addresses the challenging problem of parameter estimation in bilinear systems under colored noise. A novel approach, termed B-PF-RLS, is proposed, combining a particle filter (PF) with a recursive least squares (RLS) estimator.…
The efficient probing of spectral features is important for characterising and understanding the structure and dynamics of quantum materials. In this work, we establish a framework for probing the excitation spectrum of quantum many-body…
In this paper we extend the parametric sensitivity analysis (SA) methodology proposed in Ref. [Y. Pantazis and M. A. Katsoulakis, J. Chem. Phys. 138, 054115 (2013)] to continuous time and continuous space Markov processes represented by…
Additive asynchronous and cyclostationary impulsive noise limits communication performance in OFDM powerline communication (PLC) systems. Conventional OFDM receivers assume additive white Gaussian noise and hence experience degradation in…