Publications related to Markov chains with discontinuous drifts have differential inclusion limits

Low-Rank Tensor Methods for Communicating Markov Processes

Daniel Kressner, Francisco Santos Paredes Quartin de Macedo

Stochastic models that describe interacting processes, such as stochastic automata networks, feature a dimensionality that grows exponentially with the number of processes. This state space explosion severely impairs the use of standard methods for the num ...

Springer-Verlag Berlin2014

Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term

Fabio Nobile, Annalisa Buffa, Francesca Bonizzoni

We study the mixed formulation of the stochastic Hodge-Laplace problem dened on a

n

-dimensional domain

D (n ≥ 1)

, with random forcing term. In particular, we focus on the magnetostatic problem and on the Darcy problem in the three dimensional case. We ...

2014

On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

Fabio Nobile

In the framework of stochastic processes, the connection between the dynamic programming scheme given by the Hamilton-Jacobi-Bellman equation and a recently proposed control approach based on the Fokker-Planck equation is discussed. Under appropriate assum ...

2014

Thumbnail galleries for procedural models

Mark Pauly, Pablo Federico Mueller, Boris Neubert, Stefan Lienhard

Procedural modeling allows for the generation of innumerable variations of models from a parameterized, conditional or stochastic rule set. Due to the abstractness, complexity and stochastic nature of rule sets, it is often very difficult to have an unders ...

Wiley-Blackwell2014

Incremental Model Identification of Gas-Liquid Reaction Systems with Unsteady-State Diffusion

Benoit Till Cretegny

Identification of kinetic models and estimation of reaction and mass-transfer parameters can be performed using the extent-based identification method, whereby each chemical/physical process is treated individually. This method is used here to analyze gas- ...

2013

Incremental Model Identification of Gas-Liquid Reaction Systems with Unsteady-State Diffusion

Dominique Bonvin, Julien Léo Billeter, Sriniketh Srinivasan, Benoit Till Cretegny

Identification of kinetic models and estimation of reaction and mass-transfer parameters can be performed using the extent-based identification method, whereby each chemical/physical process is handled separately [1-3]. This method is used here to analyze ...

2013

The Entropy of Conditional Markov Trajectories

Patrick Thiran, Matthias Grossglauser, Mohamed Kafsi

To quantify the randomness of Markov trajectories with fixed initial and final states, Ekroot and Cover proposed a closed-form expression for the entropy of trajectories of an irreducible finite state Markov chain. Numerous applications, including the stud ...

2013

Approximate solution of the probability density function of bedload transport rate over multiple time scales.

Christophe Ancey, Joris Heyman, François Mettra, Hongbo Ma

Bedload transport rate in mountain rivers is highly fluctuating and has strong stochastic behavior even under steady flow conditions. Its stochastic description thus offers deeper insights into its dynamics than the deterministic one. As a random quantity, ...

2013

Assessing the Impact of Stochasticity for Operating Theater Sizing

Jean-Sébastien Tancrez

Over the last few decades, rational health care management and, in particular, operating theater planning, has attracted increased attention from practitioners and from the scientific community. However, although the operating theater environment is clearl ...

Elsevier2013

A Track Creation and Deletion Framework for Long-Term Online Multi-Face Tracking

Jean-Marc Odobez

To improve visual tracking, a large number of papers study more powerful features, or better cue fusion mechanisms, such as adaptation or contextual models. A complementary approach consists of improving the track management, that is, deciding when to add ...

2013

Markov chains with discontinuous drifts have differential inclusion limits

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Low-Rank Tensor Methods for Communicating Markov Processes

Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term

On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

Thumbnail galleries for procedural models

Incremental Model Identification of Gas-Liquid Reaction Systems with Unsteady-State Diffusion

Incremental Model Identification of Gas-Liquid Reaction Systems with Unsteady-State Diffusion

The Entropy of Conditional Markov Trajectories

Approximate solution of the probability density function of bedload transport rate over multiple time scales.

Assessing the Impact of Stochasticity for Operating Theater Sizing

A Track Creation and Deletion Framework for Long-Term Online Multi-Face Tracking

Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term

Incremental Model Identification of Gas-Liquid Reaction Systems with Unsteady-State Diffusion

On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

Thumbnail galleries for procedural models

Incremental Model Identification of Gas-Liquid Reaction Systems with Unsteady-State Diffusion

Approximate solution of the probability density function of bedload transport rate over multiple time scales.

The Entropy of Conditional Markov Trajectories

A Track Creation and Deletion Framework for Long-Term Online Multi-Face Tracking

Assessing the Impact of Stochasticity for Operating Theater Sizing

Low-Rank Tensor Methods for Communicating Markov Processes