Conference Publications

[176693]
Title: Using Path Integral Short Time Propagators for Numerical Analysis of Stochastic Hybrid Systems.
Written by: Lichtenberg, Gerwald and Rostalski, Philipp
in: <em>2nd IFAC Conference on Analysis and Design of Hybrid Systems</em>. (2006).
Volume: Number:
on pages: 179--184
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Address: Alghero, Italy
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how published:
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Abstract: Algorithms to approximate the evolution of probability density functions for stochastic hybrid systems rely on the knowledge of appropriate short time propagators. It is shown that a path integral propagator known for continuous stochastic systems can be adopted to the hybrid case. With this propagator, the HybPathTree algorithm performs well concerning precision and computational effort, e.g. in reachability analysis.

[176693]
Title: Using Path Integral Short Time Propagators for Numerical Analysis of Stochastic Hybrid Systems.
Written by: Lichtenberg, Gerwald and Rostalski, Philipp
in: <em>2nd IFAC Conference on Analysis and Design of Hybrid Systems</em>. (2006).
Volume: Number:
on pages: 179--184
Chapter:
Editor:
Publisher:
Series:
Address: Alghero, Italy
Edition:
ISBN:
how published:
Organization:
School:
Institution:
Type:
DOI:
URL:
ARXIVID:
PMID:

Note:

Abstract: Algorithms to approximate the evolution of probability density functions for stochastic hybrid systems rely on the knowledge of appropriate short time propagators. It is shown that a path integral propagator known for continuous stochastic systems can be adopted to the hybrid case. With this propagator, the HybPathTree algorithm performs well concerning precision and computational effort, e.g. in reachability analysis.