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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…

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…

系统与控制 · 电气工程与系统科学 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…

系统与控制 · 电气工程与系统科学 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…

适应与自组织系统 · 物理学 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…

量子物理 · 物理学 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…

量子物理 · 物理学 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…

其他凝聚态物理 · 物理学 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…

量子物理 · 物理学 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…

最优化与控制 · 数学 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…

系统与控制 · 电气工程与系统科学 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…

量子物理 · 物理学 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.…

计算物理 · 物理学 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…

计算机科学中的逻辑 · 计算机科学 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…

统计力学 · 物理学 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…

概率论 · 数学 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…

信号处理 · 电气工程与系统科学 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…

应用统计 · 统计学 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…

计算工程、金融与科学 · 计算机科学 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…

统计方法学 · 统计学 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…

高能物理 - 唯象学 · 物理学 2010-11-01 Harry J. Lipkin