Efficient simulation of general stochastic hybrid systems

DOI10.1016/J.NAHS.2022.101234MaRDI QIDQ2085142zbMATH OpenOpenAlexFDO

Authors Avinash Malik

Publication date 14 October 2022

Published in Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.nahs.2022.101234

zbMATH Keywords

Wiener processstochastic hybrid systemsnumerical algorithmsjump diffusion processsynchronous semantics

Mathematics Subject Classification ID

Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Stochastic systems in control theory (general) (93E03) Computational methods for problems pertaining to systems and control theory (93-08)

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Cites work

• scientific article; zbMATH DE number 1444349 (Why is no real title available?)
• A Variable Stepsize Implementation for Stochastic Differential Equations
• A dynamic quantized state system execution framework for hybrid automata
• A simple construction of certain diffusion processes
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• An adaptive Euler-Maruyama scheme for stochastic differential equations with discontinuous drift and its convergence analysis
• An adaptive timestepping algorithm for stochastic differential equations.
• Approximate model checking of stochastic hybrid systems
• Hybrid dynamics of stochastic programs
• Measurability and safety verification for stochastic hybrid systems
• Modeling biological systems in stochastic concurrent constraint programming
• Numerical methods for stochastic partial differential equations with white noise
• Stochastic hybrid systems: a powerful framework for complex, large scale applications
• Stochastic integral
• Stochastic modelling for systems biology.
• Toward a general theory of stochastic hybrid systems
• Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations

Cited in

(12)

• An asynchronous integration and event detection algorithm for simulating multi-agent hybrid systems
• Formal and Efficient Synthesis for Continuous-Time Linear Stochastic Hybrid Processes
• Event detection occurrence for planar piece-wise affine hybrid systems
• Adaptive step size numerical integration for stochastic differential equations with discontinuous drift and diffusion
• Moment analysis of stochastic hybrid systems using semidefinite programming
• A model for stochastic hybrid systems with application to communication networks
• Determination and simulation of stimulated dynamics
• A dynamic quantized state system execution framework for hybrid automata
• Rigorous simulation-based analysis of linear hybrid systems
• Approximation of General Stochastic Hybrid Systems by Switching Diffusions with Random Hybrid Jumps
• Perfect simulation of a class of stochastic hybrid systems with an application to peer to peer systems
• Interacting particle system based estimation of reach probability of general stochastic hybrid systems

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Uses Software

• GitHub

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