Efficient simulation of general stochastic hybrid systems

DOI10.1016/j.nahs.2022.101234zbMath1500.93132OpenAlexW4283361227MaRDI QIDQ2085142

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 processnumerical algorithmsstochastic hybrid systemsjump diffusion processsynchronous semantics

Mathematics Subject Classification ID

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

Uses Software

• GitHub

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic hybrid systems: a powerful framework for complex, large scale applications
• Approximate model checking of stochastic hybrid systems
• Modeling biological systems in stochastic concurrent constraint programming
• Hybrid dynamics of stochastic programs
• An adaptive timestepping algorithm for stochastic differential equations.
• A dynamic quantized state system execution framework for hybrid automata
• Adaptive time-stepping for the strong numerical solution of stochastic differential equations
• Numerical methods for stochastic partial differential equations with white noise
• A simple construction of certain diffusion processes
• Measurability and safety verification for stochastic hybrid systems
• Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
• An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis
• A Variable Stepsize Implementation for Stochastic Differential Equations
• Stochastic integral

This page was built for publication: Efficient simulation of general stochastic hybrid systems