相关论文: Stochastic model of hysteresis

This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…

This paper examines Bayesian belief network inference using simulation as a method for computing the posterior probabilities of network variables. Specifically, it examines the use of a method described by Henrion, called logic sampling,…

Non-equilibrium systems display memory, a dependence not merely on their present environment but on previously applied fields. Multistable systems such as spin glasses, martensites and granular matter have exponentially many microstates…

Stochastic kinetic models of genetic expression are able to describe protein fluctuations. A comparative study of the canonical and a feedback model is given here by using stochastic simulation methods. The feedback model is skeleton model…

The martingale posterior framework is a generalization of Bayesian inference where one elicits a sequence of one-step ahead predictive densities instead of the likelihood and prior. Posterior sampling then involves the imputation of unseen…

A new model description and type classification carried out on its base of a wide variety of practical hysteresis loops are suggested. An analysis of the loop approximating function was carried out; the parameters and characteristics of the…

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

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…

This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

Markovian population models are suitable abstractions to describe well-mixed interacting particle systems in situation where stochastic fluctuations are significant due to the involvement of low copy particles. In molecular biology,…

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Horizontal gene transfer consists in exchanging genetic materials between microorganisms during their lives. This is a major mechanism of bacterial evolution and is believed to be of main importance in antibiotics resistance. We consider a…

Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…

The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…

Diverse complex dynamical systems are known to exhibit abrupt regime shifts at bifurcation points of the saddle-node type. The dynamics of most of these systems, however, have a stochastic component resulting in noise driven regime shifts…