相关论文: Uncertainty Propagation in Stochastic Hybrid Syste…

The effects of a stochastic reset, to its initial configuration, is studied in the exactly solvable one-dimensional coagulation-diffusion process. A finite resetting rate leads to a modified non-equilibrium stationary state. If in addition…

Stochastic hybrid systems are dynamic systems that undergo both random continuous-time flows and random discrete jumps. Depending on how randomness is introduced into the continuous dynamics, discrete transitions, or both, stochastic hybrid…

This paper presents a unified framework for uncertainty propagation in dynamical systems involving hybrid aleatory and epistemic uncertainties. The framework accommodates precise probabilistic, imprecise probabilistic, and non-probabilistic…

We investigate stochastic resetting in coupled systems involving two degrees of freedom, where only one variable is reset. The resetting variable, which we think of as hidden, indirectly affects the remaining observable variable through…

We consider a closed quantum system subject to a stochastic resetting process. The generic expression for the resulting density operator is formulated for arbitrary resetting dynamics, fully characterised by the distribution of times…

Coupled problems with various combinations of multiple physics, scales, and domains are found in numerous areas of science and engineering. A key challenge in the formulation and implementation of corresponding coupled numerical models is…

Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

We consider the problem of diffusion with stochastic resetting in a population of random walks where the diffusion coefficient is not constant, but behaves as a power-law of the average resetting rate of the population. Resetting occurs…

Coupled problems with various combinations of multiple physics, scales, and domains can be found in numerous areas of science and engineering. A key challenge in the formulation and implementation of corresponding coupled models is to…

We present a proximal algorithm that performs a variational recursion on the space of joint probability measures to propagate the stochastic uncertainties in power system dynamics over high dimensional state space. The proposed algorithm…

Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Uncertainty propagation in nonlinear dynamic systems remains an outstanding problem in scientific computing and control. Numerous approaches have been developed, but are limited in their capability to tackle problems with more than a few…

We investigate the statistical properties of translation invariant random fields (including point processes) on Euclidean spaces (or lattices) under constraints on their spectrum or structure function. An important class of models that…

We address the effect of stochastic resetting on diffusion and subdiffusion process. For diffusion we find that MSD relaxes to a constant only when the distribution of reset times possess finite mean and variance. In this case, the leading…

We propose a hybrid dynamical system approach to model the evolution of a pathogen that experiences different selective pressures according to a stochastic process. In every environment, the evolution of the pathogen is described by a…

We formulate an optimization problem to estimate probability densities in the context of multidimensional problems that are sampled with uneven probability. It considers detector sensitivity as an heterogeneous density and takes advantage…

We consider a stochastic Hodgkin-Huxley model driven by a periodic signal as model for the membrane potential of a pyramidal neuron. The associated five dimensional diffusion process is a time inhomogeneous highly degenerate diffusion for…

We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…

This study reports on the evolution of the probability distribution in the configuration space of the two-dimensional Toda system. The distribution is characterized by singularities, which predominantly take two forms: double-cusped…