Exact lower and upper bounds on stationary moments in stochastic biochemical systems
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 …
moments for species population counts is described by a linear dynamical system. However …
Control of stochastic quantum dynamics by differentiable programming
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 …
quantum information processing and metrology. However, there is no general ready-made …
Moment analysis of linear time-varying dynamical systems with renewal transitions
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 …
evolution of the state, interspersed by random discrete events. Within this general class of …
Approximate moment dynamics for polynomial and trigonometric stochastic systems
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 …
probability density functions or statistical moments of these systems. For the moment …
Moment analysis of stochastic hybrid systems using semidefinite programming
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 …
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
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 …
We mechanistically model an important source of stochasticity arising in these systems-the …
SDP-based moment closure for epidemic processes on networks
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 …
place in complex networks. The analysis of this dynamics is, in general, very challenging …
Stochastic analysis of linear time-invariant systems with renewal transitions
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 …
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 …
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 …
with the ability to model complex, poorly understood, or even entirely unknown phenomena …