Related papers: Brownian Motion in Isabelle/HOL
This paper considers a class of uncertain linear quantum systems subject to uncertain perturbations in the system Hamiltonian. We present a method to design a coherent robust H-infinity controller so that the closed loop system is robustly…
We apply the techniques of stochastic integration with respect to fractional Brownian motion and the theory of regularity and supremum estimation for stochastic processes to study the maximum likelihood estimator (MLE) for the drift…
We introduce methods for large scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method at a cost comparable to the…
In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…
The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…
This paper develops a comprehensive extension of the $\Lambda$-set framework for optimal control, introducing second-order $\Lambda$-sets and generalizing the theory to non-smooth, hybrid, and stochastic hybrid systems. We first establish…
A particularly challenging problem in AI safety is providing guarantees on the behavior of high-dimensional autonomous systems. Verification approaches centered around reachability analysis fail to scale, and purely statistical approaches…
Inductive theorem proving is an important long-standing challenge in computer science. In this extended abstract, we first summarize the recent developments of proof by induction for Isabelle/HOL. Then, we propose united reasoning, a novel…
Rigid bodies, plastic impact, persistent contact, Coulomb friction, and massless limbs are ubiquitous simplifications introduced to reduce the complexity of mechanics models despite the obvious physical inaccuracies that each incurs…
In this paper, we study the H\"older regularity of set-indexed stochastic processes defined in the framework of Ivanoff-Merzbach. The first key result is a Kolmogorov-like H\"older-continuity Theorem, whose novelty is illustrated on an…
This paper presents the mechanization of a process algebra for Mobile Ad hoc Networks and Wireless Mesh Networks, and the development of a compositional framework for proving invariant properties. Mechanizing the core process algebra in…
We systematically develop general tools to apply Fukushima's absolute continuity condition. These tools comprise methods to obtain a Hunt process on a locally compact separable metric state space whose transition function has a density…
Let $\Gamma$ denote the space of all locally finite subsets (configurations) in $R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\Gamma$ in which pairs of particles simultaneously hop over $R^d$. In this…
Efficiently handling time-triggered and possibly nondeterministic switches for hybrid systems reachability is a challenging task. In this paper we present an approach based on conservative set-based enclosure of the dynamics that can handle…
Assuring safety in discrete time stochastic hybrid systems is particularly difficult when only noisy or incomplete observations of the state are available. We first review a formulation of the probabilistic safety problem under noisy hybrid…
In this paper, we study dynamical quantum networks which evolve according to Schr\"odinger equations but subject to sequential local or global quantum measurements. A network of qubits forms a composite quantum system whose state undergoes…
In this article we investigate the controllability for neutral stochastic functional integro-differential equations with finite delay, driven by a fractional Brownian motion with Hurst parameter lesser than $1/2$ in a Hilbert space. We…
Modern machine learning pipelines are built on numerical algorithms. Reliable numerical methods are thus a prerequisite for trustworthy machine learning and cyber-physical systems. Therefore, we contribute a framework for verified numerical…
We prove an almost sure invariance principle (approximation by d-dimensional Brownian motion) for vector-valued Holder observables of large classes of nonuniformly hyperbolic dynamical systems. These systems include Axiom~A diffeomorphisms…
This paper focuses on controllability results of stochastic delay partial functional integro-differential equations perturbed by fractional Brownian motion. Sufficient conditions are established using the theory of resolvent operators…