Related papers: Stochastic Web Map: Survival probability and escap…
We study the trajectories followed by a particle subjected to weak noise when escaping from the domain of attraction of a stable fixed point. If detailed balance is absent, a _focus_ may occur along the most probable exit path, leading to a…
Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…
We report numerical and analytic results for the spatial survival probability for fluctuating one-dimensional interfaces with Edwards-Wilkinson or Kardar-Parisi-Zhang dynamics in the steady state. Our numerical results are obtained from…
For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…
We study caging/trapping in Sokoban-type models, featuring a random walker moving through a disordered medium of obstacles and capable of pushing some obstacles blocking its path. In one-dimension, we allow the walker to push up to an…
Survival analysis concerns the study of timeline data where the event of interest may remain unobserved (i.e., censored). Studies commonly record more than one type of event, but conventional survival techniques focus on a single event…
In this paper, we use a series of small world networks to simulate the epidemic spreading in the real world. To make our model more similar to the real world, we employ a parameter $p_{move}$ to denote its moving probability, which…
Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…
We analyze the statistical complexity vs. entropy plane-representation of sampled chaotic attractors as a function of the sampling period {\tau}. It is shown that if the Bandt and Pompe procedure is used to assign a probability distribution…
We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…
Human travelling behaviours are markedly regular, to a large extent, predictable, and mostly driven by biological necessities (\eg sleeping, eating) and social constructs (\eg school schedules, synchronisation of labour). Not surprisingly,…
The fine grained energy spectrum of quantum chaotic systems is widely believed to be described by random matrix statistics. A basic scale in such a system is the energy range over which this behavior persists. We define the corresponding…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
The notion of scale-invariant dynamics is well established at late times in quantum chaotic systems, as illustrated by the emergence of a ramp in the spectral form factor (SFF). Building on the results of the preceding Letter [Phys. Rev.…
Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…
We study a minimal model of traffic flows in complex networks, simple enough to get analytical results, but with a very rich phenomenology, presenting continuous, discontinuous as well as hybrid phase transitions between a free-flow phase…
We study the classical and quantum transport processes on some finite networks and model them by continuous-time random walks (CTRW) and continuous-time quantum walks (CTQW), respectively. We calculate the classical and quantum transition…
We develop a stochastic two-patch epidemic model with nonlinear recidivism to investigate infectious disease dynamics in heterogeneous populations. Extending a deterministic framework, we introduce stochasticity to account for random…
This paper presents novel method for distribution-free robust trajectory optimization and control of discrete-time, nonlinear, and non-Gaussian stochastic systems, with closed-loop guarantees on chance constraint satisfaction. Our framework…
We investigate the stability problem for discrete-time stochastic switched linear systems under the specific scenarios where information about the switching patterns and the probability of switches are not available. Our analysis focuses on…