相关论文: Moment analysis of linear time-varying dynamical s…

Stochastic Hybrid Systems (SHS) constitute an important class of mathematical models that integrate discrete stochastic events with continuous dynamics. The time evolution of statistical moments is generally not closed for SHS, in the sense…

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…

This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…

We propose a probabilistic framework for developing computational models of biological neural systems. In this framework, physiological recordings are viewed as discrete-time partial observations of an underlying continuous-time stochastic…

A natural phenomenon occurring in a living system is an outcome of the dynamics of the specific biological network underlying the phenomenon. The collective dynamics have both deterministic and stochastic components. The stochastic nature…

A key goal of systems biology is the predictive mathematical description of gene regulatory circuits. Different approaches are used such as deterministic and stochastic models, models that describe cell growth and division explicitly or…

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…

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…

Uniform-noise discrete diffusion and flow models (e.g., D3PM, SEDD, UDLM, DFM) generate sequences non-autoregressively by iteratively refining randomly initialized vocabulary tokens through multiple context-dependent replacements. These…

We present an approach based upon binary tree tensor network (BTTN) states for computing steady-state current statistics for a many-particle 1D ratchet subject to volume exclusion interactions. The ratcheted particles, which move on a…

Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…

We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…

We consider renewal stochastic processes generated by non-independent events from the perspective that their basic distribution and associated generating functions obey the statistical-mechanical structure of systems with interacting…

Stochastic dynamics govern many important processes in cellular biology, and an underlying theoretical approach describing these dynamics is desirable to address a wealth of questions in biology and medicine. Mathematical tools exist for…

Density dependence is important in the ecology and evolution of microbial and cancer cells. Typically, we can only measure net growth rates, but the underlying density-dependent mechanisms that give rise to the observed dynamics can…

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Effective control and prediction of dynamical systems often require appropriate handling of continuous-time and discrete, event-triggered processes. Stochastic hybrid systems (SHSs), common across engineering domains, provide a formalism…