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Communicating Piecewise Deterministic Markov Processes [PDF]
IFAC Proceedings Volumes, 2003 Abstract In this paper we introduce CPDPs (Communicating Piecewise Deterministic Markov Processes) as an automata formalism for compositional specification of hybrid systems of the type PDP. A CPDP can be seen as an automaton representation of a PDP, with the extra possibility of interaction with other processes via a new concept that we call passive
Strubbe, S.N. +2 more
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A Piecewise Deterministic Markov Process Approach Modeling a Dry Friction Problem with Noise [PDF]
SIAM Journal on Applied Mathematics, 2022 Understanding and predicting the dynamical properties of systems involving dry friction is a major concern in physics and engineering. It abounds in many mechanical processes, from the sound produced by a violin to the screeching of chalk on a blackboard
J. Garnier, Ziyu Lu, L. Mertz
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Reinforcement Learning for Robust Dynamic Metabolic Control. [PDF]
Biotechnol BioengABSTRACT Dynamic metabolic control allows key metabolic fluxes to be modulated in real time, enhancing bioprocess flexibility and expanding available optimization degrees of freedom. This is achieved, for example, via targeted modulation of metabolic enzyme expression.
Espinel-Ríos S, Walser R, Zhang D.
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Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods [PDF]
Electronic Journal of Probability, 2020 We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [Andrieu et. al. (2018)] to heavy-tailed target distributions, which exhibit subgeometric rates of convergence to equilibrium. We make use
C. Andrieu, P. Dobson, Andi Q. Wang
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Infinite dimensional Piecewise Deterministic Markov Processes
Stochastic Processes and their Applications, 2023 In this paper we aim to construct infinite dimensional versions of well established Piecewise Deterministic Monte Carlo methods, such as the Bouncy Particle Sampler, the Zig-Zag Sampler and the Boomerang Sampler. In order to do so we provide an abstract infinite-dimensional framework for Piecewise Deterministic Markov Processes (PDMPs) with unbounded ...
Paul Dobson, Joris Bierkens
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Piecewise deterministic Markov processes and their invariant measures [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2021 Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which implies quantitative bounds on the total variation between the marginal distributions of the two processes.
Durmus, Alain +2 more
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Annales Mathematicae Silesianae, 2021 In this paper our considerations are focused on some Markov chain associated with certain piecewise-deterministic Markov process with a statedependent jump intensity for which the exponential ergodicity was obtained in [4].
Kubieniec Joanna
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Pricing of Credit Risk Derivatives with Stochastic Interest Rate
Axioms, 2023 This paper deals with a credit derivative pricing problem using the martingale approach. We generalize the conventional reduced-form credit risk model for a credit default swap market, assuming that the firms’ default intensities depend on the default ...
Wujun Lv, Linlin Tian
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Hybrid Semantics of Stochastic Programs with Dynamic Reconfiguration [PDF]
Electronic Proceedings in Theoretical Computer Science, 2009 We begin by reviewing a technique to approximate the dynamics of stochastic programs --written in a stochastic process algebra-- by a hybrid system, suitable to capture a mixed discrete/continuous evolution.
Alberto Policriti, Luca Bortolussi
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Model Checking of Continuous-Time Markov Chains Against Timed Automata Specifications [PDF]
Logical Methods in Computer Science, 2011 We study the verification of a finite continuous-time Markov chain (CTMC) C against a linear real-time specification given as a deterministic timed automaton (DTA) A with finite or Muller acceptance conditions.
Taolue Chen +3 more
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