Hybrid Switching Diffusions

Download Hybrid Switching Diffusions PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Hybrid Switching Diffusions book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages.
Hybrid Switching Diffusions

Author: G. George Yin
language: en
Publisher: Springer Science & Business Media
Release Date: 2009-10-03
This book encompasses the study of hybrid switching di usion processes and their applications. The word \hybrid" signi es the coexistence of c- tinuous dynamics and discrete events, which is one of the distinct features of the processes under consideration. Much of the book is concerned with the interactions of the continuous dynamics and the discrete events. Our motivations for studying such processes originate from emerging and - isting applications in wireless communications, signal processing, queueing networks, production planning, biological systems, ecosystems, nancial engineering, and modeling, analysis, and control and optimization of lar- scale systems, under the in uence of random environments. Displaying mixture distributions, switching di usions may be described by the associated operators or by systems of stochastic di erential eq- tions together with the probability transition laws of the switching actions. We either have Markov-modulated switching di usions or processes with continuous state-dependent switching. The latter turns out to be much more challenging to deal with. Viewing the hybrid di usions as a number of di usions joined together by the switching process, they may be se- ingly not much di erent from their di usion counterpart. Nevertheless, the underlying problems become more di cult to handle, especially when the switching processes depend on continuous states. The di culty is due to the interaction of the discrete and continuous processes and the tangled and hybrid information pattern.
Hybrid Systems: Computation and Control

This volume contains the proceedings of the 7th Workshop on Hybrid Systems: Computation and Control (HSCC 2004) held in Philadelphia, USA, from March 25 to 27, 2004. The annual workshop on hybrid systems attracts researchers from academia and industry interested in modeling, analysis, and implemen- tion of dynamic and reactive systems involving both discrete and continuous behaviors. The previous workshops in the HSCC series were held in Berkeley, USA(1998),Nijmegen,TheNetherlands(1999),Pittsburgh,USA(2000),Rome, Italy (2001), Palo Alto, USA (2002), and Prague, Czech Republic (2003). This year’s HSCC was organized in cooperation with ACM SIGBED (Special Interest Group on Embedded Systems) and was technically co-sponsored by the IEEE Control Systems Society. The program consisted of 4 invited talks and 43 regular papers selected from 117 regular submissions. The program covered topics such as tools for analysis and veri?cation, control and optimization, modeling, and engineering applica- ons, as in past years, and emerging directions in programming language support and implementation. The program also contained one special session focusing on the interplay between biomolecular networks, systems biology, formal methods, andthecontrolofhybridsystems.
Large-Scale Scientific Computing

This book constitutes the thoroughly refereed post-conference proceedings of the 11th International Conference on Large-Scale Scientific Computations, LSSC 2017, held in Sozopol, Bulgaria, in June 2017. The 63 revised short papers together with 3 full papers presented were carefully reviewed and selected from 63 submissions. The conference presents results from the following topics: Hierarchical, adaptive, domain decomposition and local refinement methods; Robust preconditioning algorithms; Monte Carlo methods and algorithms; Numerical linear algebra; Control and optimization; Parallel algorithms and performance analysis; Large-scale computations of environmental, biomedical and engineering problems. The chapter 'Parallel Aggregation Based on Compatible Weighted Matching for AMG' is available open access under a CC BY 4.0 license.