Random Assignment Versus Fixed Assignment in Multilevel Importance Splitting for Estimating Stochastic Reach Probabilities

This paper focuses on estimating reach probability of a closed unsafe set by a stochastic process. A well-developed approach is to make use of multi-level MC simulation, which consists of encapsulating the unsafe set by a sequence of increasing closed sets and conducting a sequence of MC simulations to estimate the reach probability of each...

Assessing the effects of compaction and saturation on diffusion and diffusive fractionation of methane: Towards and improved quantification of methane oxidation in landfill cover soil

A considerable contribution to the greenhouse effect originates from landfills. This contribution originates from the degeneration of waste in the landfill. The gas which is created during the degeneration consists of 40 to 60% methane. One mole of methane has a global warming potential which is 28 times higher than that of carbon dioxide....

Comparison of a jump-diffusion tracker with a Kalman tracker: an evaluation with emphasis on air traffic control

A sophisticated starting point for a probabilistic approach to the radar tracking problem is a Markov jump-diffusion model for the aircraft dynamics, its control and the radar measurements. From nonlinear filtering theory, a closed form description of the evolution of the conditional distribution of this Markov process can be obtained. This jump...

Detection-filter representations for Markov jump diffusions

The problem considered is filtering for Gaussian observations of linear differential systems that are driven by both Wiener processes and marked Poisson point processes. Well-known representations of the MMSE-filter for such a Markov jump-diffusion are a differential for the evolution of its conditional density or differentials for all its...