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We consider the general problem of estimating probabilities which arise as a union of dependent events. We propose a flexible series of estimators for such probabilities, and describe variance reduction schemes applied to the proposed…

Probability · Mathematics 2016-10-10 Lars Nørvang Andersen , Patrick J. Laub , Leonardo Rojas-Nandayapa

This paper is about the state estimation of timed probabilistic discrete event systems. The main contribution is to propose general procedures for developing state estimation approaches based on artificial neural networks. It is assumed…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Omar Amri , Carla Seatzu , Alessandro Giua , Dimitri Lefebvre

For the identification of switched systems with a measured switching signal, this work aims to analyze the effect of switching strategies on the estimation error. The data for identification is assumed to be collected from globally…

Systems and Control · Electrical Eng. & Systems 2022-07-26 Shengling Shi , Othmane Mazhar , Bart De Schutter

Whereas the importance of transient dynamics to the functionality and management of complex systems has been increasingly recognized, most of the studies are based on models. Yet in realistic situations the models are often unknown and what…

Adaptation and Self-Organizing Systems · Physics 2021-10-25 Huawei Fan , Liang Wang , Yao Du , Yafeng Wang , Jinghua Xiao , Xingang Wang

We investigate permutation-invariant continuous variable quantum states and their covariance matrices. We provide a complete characterization of the latter with respect to permutation-invariance, exchangeability and representing convex…

Quantum Physics · Physics 2009-11-13 Robert Koenig , Michael M. Wolf

We use discrete-event simulation on a digital computer to study two different models of experimentally realizable quantum walks. The simulation models comply with Einstein locality, are as "realistic" as the one of the simple random walk in…

Quantum Physics · Physics 2020-05-08 Madita Willsch , Dennis Willsch , Kristel Michielsen , Hans De Raedt

We analyse the efficiency of several simulation methods which we have recently proposed for calculating rate constants for rare events in stochastic dynamical systems, in or out of equilibrium. We derive analytical expressions for the…

Other Condensed Matter · Physics 2009-11-11 Rosalind J. Allen , Daan Frenkel , Pieter Rein ten Wolde

State transfer across discrete quantum networks is one of the elementary tasks of quantum information processing. Its aim is the faithful placement of information into a specific position in the network. However, all physical systems suffer…

Quantum Physics · Physics 2014-12-30 Holger Frydrych , Antonín Hoskovec , Gernot Alber , Igor Jex

Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…

Optimization and Control · Mathematics 2025-08-19 Jianglin Xia , Haowei Wang , Songhao Wang , Szu Hui Ng

State estimation allows to monitor power networks, exploiting field measurements to derive the most likely grid state. In the literature, measurement errors are usually assumed to follow zero-mean Gaussian distributions; however, it has…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Marta Vanin , Tom Van Acker , Reinhilde D'hulst , Dirk Van Hertem

The phase shift rules enable the estimation of the derivative of a quantum state with respect to phase parameters, providing valuable insights into the behavior and dynamics of quantum systems. This capability is essential in quantum…

Quantum Physics · Physics 2023-09-15 L. A. Markovich , S. Malikis , S. Polla , J. T. Brugués

A sampling procedure to compute exactly the rate of activated processes arising in systems at equilibrium or nonequilibrium steady state is presented. The procedure is a generalization of the method in [A. Warmflash, P. Bhimalapuram, and A.…

Computational Physics · Physics 2009-04-27 Eric Vanden-Eijnden , Maddalena Venturoli

We consider here systems with piecewise linear dynamics that are periodically sampled with a given period {\tau} . At each sampling time, the mode of the system, i.e., the parameters of the linear dynamics, can be switched, according to a…

Logic in Computer Science · Computer Science 2011-11-15 Laurent Fribourg , Bertrand Revol , Romain Soulat

Bistable autonomous systems can be found inmany areas of science. When the intrinsic noise intensity is large, these systems exhibits stochastic transitions from onemetastable steady state to another. In electronic bistable memories, these…

Statistical Mechanics · Physics 2024-05-14 Léopold Van Brandt , Jean-Charles Delvenne

In this paper we present elementary computations for some Markov modulated counting processes, also called counting processes with regime switching. Regime switching has become an increasingly popular concept in many branches of science. In…

Probability · Mathematics 2023-02-27 Michel Mandjes , Peter Spreij

Real-time transient event identification is essential for power system situational awareness and protection. The increased penetration of Phasor Measurement Units (PMUs) enhance power system visualization and real time monitoring and…

Signal Processing · Electrical Eng. & Systems 2018-12-04 Rui Ma , Sagnik Basumallik , Sara Eftekharnejad

We conduct a review to assess how the simulation of repeated or recurrent events are planned. For such multivariate time-to-events, it is well established that the underlying mechanism is likely to be complex and to involve in particular…

Applications · Statistics 2015-03-20 Juliette Pénichoux , Thierry Moreau , Aurélien Latouche

Cosimulation methods allow combination of simulation tools of physical systems running in parallel to act as a single simulation environment for a big system. As data is passed across subsystem boundaries instead of solving the system as…

Computational Engineering, Finance, and Science · Computer Science 2017-03-21 Dirk Scharff , Thilo Moshagen , Jaroslav Vondřejc

We develop and apply an approach for analyzing multi-curve data where each curve is driven by a latent state process. The state at any particular point determines a smooth function, forcing the individual curve to switch from one function…

Methodology · Statistics 2021-12-24 Camila P. E. de Souza , Nancy E. Heckman , Helena Xu

Many theoretical calculations of subtle coherent effects in quantum mechanics do not carefully consider the interface between their calculations and experiment. Calculations for gedanken experiments using initial states not satisfied in…

High Energy Physics - Phenomenology · Physics 2010-11-01 Harry J. Lipkin