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van Tol, Berend (author)In this thesis, we study stochastic duality under hydrodynamic scaling in the context of interacting particles on a grid. The approach is inspired and motivated by the relation between duality and local equilibria. We identify duality relations in terms of the expectation of the density field for which the hydrodynamic limit is recovered. This...master thesis 2023
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Redig, F.H.J. (author), van Wiechen, H. (author)We consider a class of multi-layer interacting particle systems and characterize the set of ergodic probability measures with finite moments. The main technical tool is duality combined with successful coupling.journal article 2023
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Gao, Zhan (author), Isufi, E. (author)Stochastic graph neural networks (SGNNs) are information processing architectures that learn representations from data over random graphs. SGNNs are trained with respect to the expected performance, which comes with no guarantee about deviations of particular output realizations around the optimal expectation. To overcome this issue, we propose...journal article 2023
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Neustroev, G. (author)Sequential decision-making under uncertainty is an important branch of artificial intelligence research with a plethora of real-life applications. In this thesis, we generalize two fundamental properties of the decision-making process. First, we show that the theory on planning methods for finite spaces can be extended to infinite but countable...doctoral thesis 2022
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Floreani, S. (author)Interacting particle systems (IPS) is a subfield of probability theory that provided a fruitful framework in which several questions of physical interests have been answered with mathematical rigor. An interacting particle system is a stochastic system consisting of a very large number of particles interacting with each other. The class of IPS...doctoral thesis 2022
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Sharifi Kolarijani, M.A. (author)This thesis is comprised of two main parts. In the first part of the thesis, we study the nonlinear Fokker-Planck (FP) equation that arises as a mean-field (macroscopic) approximation of the bounded confidence opinion dynamics, where opinions are influenced by environmental noises and opinions of radicals (stubborn individuals). The distribution...doctoral thesis 2022
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Chakraborty, S.T. (author)With increasing renewable energy and cross-sectoral electrification price volatility is increasing. Flexibility through demand-side management and electric storage has the potential for reducing price volatility. In this thesis, using duality theory the flexibility required for constraining price to a maximum limit is quantified. <br/...doctoral thesis 2022
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Floreani, S. (author), Giardina', C. (author), Hollander, Frank den (author), Nandan, Shubhamoy (author), Redig, F.H.J. (author)This paper considers three classes of interacting particle systems on Z: independent random walks, the exclusion process, and the inclusion process. Particles are allowed to switch their jump rate (the rate identifies the type of particle) between 1 (fast particles) and ϵ∈ [0 , 1] (slow particles). The switch between the two jump rates...journal article 2022
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Bartl, Daniel (author), Kupper, Michael (author), Lux, Thibaut (author), Papapantoleon, A. (author)Motivated by applications in model-free finance and quantitative risk management, we consider Frechet classes of multivariate distribution functions where additional information on the joint distribution is assumed, while uncertainty in the marginals is also possible. We derive optimal transport duality results for these Frechet classes that...journal article 2022
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van Wiechen, Hidde (author)In this thesis we will study the ergodic measures and the hydrodynamic limit of independent run-and-tumble particle processes, i.e., an interacting particle system for particles with an internal energy source, which makes them move in a preferred direction that changes at random times. We start by providing some basic concepts and theory of...master thesis 2021
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Haq, Badar (author)The city of Lahore (Pakistan) is suffering from a severe environmental crisis. Water related issues such as droughts, floods and waterborne diseases have interrupted the accessibility of citizens to basic amenities. At the TU Delft, I have been approaching these issues in the Explore Lab Studio for my Master’s graduation. In my approach as a...master thesis 2021
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Thans, Emmy (author)This Master Thesis project was the last assignment in obtaining a MSc degree in Science Communication at the Delft University of Technology. The focus of the project was on finding fitting leadership styles, structures, or behaviors that stimulate learning and help develop a learning mindset in a transdisciplinary collaboration context.To deal...master thesis 2021
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Ayala Valenzuela, M.A. (author)This thesis is concerned with fluctuations of interacting particle systems that<br/>enjoy the property of duality. The main contributions of this work are divided<br/>in two main parts. In the first part we study some of the advantages of looking<br/>at the density fluctuation field through the lenses of orthogonal self-dualities. In<br/>the...doctoral thesis 2021
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Floreani, S. (author), Redig, F.H.J. (author), Sau, Federico (author)In this paper, we introduce a random environment for the exclusion process in Z<sup>d</sup> obtained by assigning a maximal occupancy to each site. This maximal occupancy is allowed to randomly vary among sites, and partial exclusion occurs. Under the assumption of ergodicity under translation and uniform ellipticity of the environment, we...journal article 2021
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Monteil, Jean-Baptiste (author), Iosifidis, G. (author), DaSilva, Luiz (author)Emerging network slicing markets promise to boost the utilization of expensive network resources and to unleash the potential of over-the-top services. Their success, however, is conditioned on the service providers (SPs) being able to bid effectively for the virtualized resources. In this paper we consider a hybrid advance-reservation and spot...conference paper 2021
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Carinci, Gioia (author), Giardinà, Cristian (author), Redig, F.H.J. (author)We consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the Kipnis-Marchioro-Presutti model. Consistent systems are such that the distribution obtained by first evolving n particles and then removing a particle at random is the same as the one...journal article 2021
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Carinci, G. (author), Franceschini, Chiara (author), Groenevelt, W.G.M. (author)We study a class of interacting particle systems with asymmetric interaction showing a self-duality property. The class includes the ASEP(q, θ), asymmetric exclusion process, with a repulsive interaction, allowing up to θ ∈ N particles in each site, and the ASIP(q, θ), θ ∈ R<sup>+</sup>, asymmetric inclusion process, that is its attractive...journal article 2021
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Ayala Valenzuela, M.A. (author), Carinci, G. (author), Redig, F.H.J. (author)Inspired by the works in [2] and [11] we introduce what we call k-th-order fluctuation fields and study their scaling limits. This construction is done in the context of particle systems with the property of orthogonal self-duality. This type of duality provides us with a setting in which we are able to interpret these fields as some type of...journal article 2021
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Carinci, G. (author), Giardina', C. (author), Redig, F.H.J. (author)We consider two particles performing continuous-time nearest neighbor random walk on Z and interacting with each other when they are at neighboring positions. The interaction is either repulsive (partial exclusion process) or attractive (inclusion process). We provide an exact formula for the Laplace-Fourier transform of the transition...journal article 2020
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Chakraborty, S.T. (author), Verzijlbergh, R.A. (author), Baker, Kyri (author), Cvetkovic, M. (author), De Vries, Laurens (author), Lukszo, Z. (author)Recently, given the increased integration of renewables and growing uncertainty in demand, the wholesale market price has become highly volatile. Energy communities connected to the main electricity grid may be exposed to this increasing price volatility. Additionally, they may also be exposed to local network congestions, resulting in price...journal article 2020
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