Exact lower and upper bounds on stationary moments in stochastic biochemical systems

KR Ghusinga, CA Vargas-Garcia, A Lamperski… - Physical …, 2017 - iopscience.iop.org
In the stochastic description of biochemical reaction systems, the time evolution of statistical
moments for species population counts is described by a linear dynamical system. However …

Control of stochastic quantum dynamics by differentiable programming

F Schäfer, P Sekatski, M Koppenhöfer… - Machine Learning …, 2021 - iopscience.iop.org
Control of the stochastic dynamics of a quantum system is indispensable in fields such as
quantum information processing and metrology. However, there is no general ready-made …

Moment analysis of linear time-varying dynamical systems with renewal transitions

M Soltani, A Singh - SIAM Journal on Control and Optimization, 2019 - SIAM
Stochastic dynamics of several systems can be modeled via piecewise-deterministic time
evolution of the state, interspersed by random discrete events. Within this general class of …

Approximate moment dynamics for polynomial and trigonometric stochastic systems

KR Ghusinga, M Soltani, A Lamperski… - 2017 IEEE 56th …, 2017 - ieeexplore.ieee.org
Stochastic dynamical systems often contain non-linearities that make it hard to compute
probability density functions or statistical moments of these systems. For the moment …

Moment analysis of stochastic hybrid systems using semidefinite programming

KR Ghusinga, A Lamperski, A Singh - Automatica, 2020 - Elsevier
This paper proposes a method based on semidefinite programming for estimating moments
of stochastic hybrid systems (SHSs). The class of SHSs considered herein consists of a finite …

Using fluctuation statistics to infer random forces impinging on a nanosensor

M Soltani, A Singh - 2022 IEEE Conference on Control …, 2022 - ieeexplore.ieee.org
Cantilever-based nanosensors are increasingly being used as gas and chemical sensors.
We mechanistically model an important source of stochasticity arising in these systems-the …

SDP-based moment closure for epidemic processes on networks

X Chen, M Ogura, VM Preciado - IEEE Transactions on Network …, 2020 - ieeexplore.ieee.org
In this paper, we analyze the (exact) stochastic dynamics of spreading processes taking
place in complex networks. The analysis of this dynamics is, in general, very challenging …

Stochastic analysis of linear time-invariant systems with renewal transitions

M Soltani, A Singh - 2017 American Control Conference (ACC), 2017 - ieeexplore.ieee.org
Stochastic hybrid systems contain both continuous dynamics and discrete random events.
Here we consider a subclass of these systems in which the continuous dynamics is …

A semidefinite programming method for moment approximation in stochastic differential algebraic systems

A Lamperski, S Dhople - 2017 IEEE 56th Annual Conference …, 2017 - ieeexplore.ieee.org
This paper presents a continuous-time semidefinite-programming method for bounding
statistics of stochastic processes governed by stochastic differential-algebraic equations with …

Bounds and Low-Rank Approximation for Controlled Markov Processes

F Holtorf - 2024 - dspace.mit.edu
Stochastic processes have captivated scientific interest by balancing conceptual simplicity
with the ability to model complex, poorly understood, or even entirely unknown phenomena …