相关论文: Approximate solutions of a general stochastic velo…
We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…
Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…
The cooperative dynamics of a 1-D collection of Markov jump, interacting stochastic processes is studied via a mean-field approach. In the time-asymptotic regime, the resulting nonlinear master equation is analytically solved. The…
A class of stochastic individual-based models, written in terms of coupled velocity jump processes, is presented and analysed. This modelling approach incorporates recent experimental findings on behaviour of locusts. It exhibits nontrivial…
The paper is devoted to the relationship between the continuous Markovian description of Levy flights developed previously and their equivalent representation in terms of discrete steps of a wandering particle, a certain generalization of…
In computational system biology, the mesoscopic model of reaction-diffusion kinetics is described by a continuous time, discrete space Markov process. To simulate diffusion stochastically, the jump coefficients are obtained by a…
We provide a numerical study of the macroscopic model of [3] derived from an agent-based model for a system of particles interacting through a dynamical network of links. Assuming that the network remodelling process is very fast, the…
We consider the diffusive limit of a typical pure-jump Markovian control problem as the intensity of the driving Poisson process tends to infinity. We show that the convergence speed is provided by the H\"older constant of the Hessian of…
We present a full stochastic description of the pair approximation scheme to study binary-state dynamics on heterogeneous networks. Within this general approach, we obtain a set of equations for the dynamical correlations, fluctuations and…
We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…
Persistence of motion is the tendency of an object to maintain motion in a direction for short time scales without necessarily being biased in any direction in the long term. One of the most appropriate mathematical tools to study this…
We study continuous stochastic games with heterogeneous mean field interactions and jumps on large networks and explore their limit counterparts. We introduce the graphon game model based on a controlled graphon mean field stochastic…
Monte Carlo (MC) simulations of transport in random porous networks indicate that for high variances of the log-normal permeability distribution, the transport of a passive tracer is non-Fickian. Here we model this non-Fickian dispersion in…
Controlling dynamical fluctuations in open quantum systems is essential both for our comprehension of quantum nonequilibrium behaviour and for its possible application in near-term quantum technologies. However, understanding these…
Atomistic simulations with methods such as molecular dynamics are extremely powerful tools to understand nanoscale dynamical behavior. The resulting trajectories, by the virtue of being embedded in a high-dimensional configuration space,…
A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…
In this paper, we investigate the problem of joint searching and tracking of multiple mobile targets by a group of mobile agents. The targets appear and disappear at random times inside a surveillance region and their positions are random…
The cohesive collective motion (flocking, swarming) of autonomous agents is ubiquitously observed and exploited in both natural and man-made settings, thus, minimal models for its description are essential. In a model with continuous space…
We consider a stochastic individual based model where each predator searches during a random time and then manipulates its prey or rests. The time distributions may be non-exponential. An age structure allows to describe these interactions…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…