239 citations · 412 across the 24 of their papers we have counts for
8 papers · 1 filter
The Linear-Noise Approximation and moment-closure approximations for stochastic chemical kinetics
Abhyudai Singh, Ramon Grima
This is a short review of two common approximations in stochastic chemical and biochemical kinetics. It will appear as Chapter 6 in the book "Quantitative Biology: Theory, Computat…
Estimating stationary characteristic functions of stochastic systems via semidefinite programming
Khem Raj Ghusinga, Andrew Lamperski, Abhyudai Singh
This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials and driven by Lévy noise. For such sys…
Linear piecewise-deterministic Markov processes with families of random discrete events
Mohammad Soltani, Abhyudai Singh
We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by di…
Prediction and Control of Projectile Impact Point using Approximate Statistical Moments
Cenk Demir, Abhyudai Singh
In this paper, trajectory prediction and control design for a desired hit point of a projectile is studied. Projectiles are subject to environment noise such as wind effect and mea…
Control design and analysis of a stochastic network control system
Mohammad Soltani, Abhyudai Singh
A Network Control System (NCS) consists of control components that interact with the plant over a shared network. The system dynamics of a NCS could be subject to noise arising fro…
Driving an Ornstein--Uhlenbeck Process to Desired First-Passage Time Statistics
Khem Raj Ghusinga, Vaibhav Srivastava, Abhyudai Singh
First-passage time (FPT) of an Ornstein-Uhlenbeck (OU) process is of immense interest in a variety of contexts. This paper considers an OU process with two boundaries, one of which…
Approximate moment dynamics for polynomial and trigonometric stochastic systems
Khem Raj Ghusinga, Mohammad Soltani, Andrew Lamperski +2
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment comput…
Analysis and Control of Stochastic Systems using Semidefinite Programming over Moments
Andrew Lamperski, Khem Raj Ghusinga, Abhyudai Singh
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution…