Related papers: Modeling solutions with jumps for rate-independent…
Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…
We consider evolutionary PDE inclusions of the form \[ -\lambda \dot{u}_\lambda + \Delta u - \mathrm{D} W_0(u) + f \ni \partial \mathcal{R}_1(\dot{u}) \qquad\text{in $(0,T) \times \Omega$,} \] where $\mathcal{R}_1$ is a positively…
Advances in sampling schemes for Markov jump processes have recently enabled multiple inferential tasks. However, in statistical and machine learning applications, we often require that these continuous-time models find support on…
Advances in experimental techniques allow the collection of high-resolution spatio-temporal data that track individual motile entities over time. These tracking data motivate the use of mathematical models to characterise the motion…
We present a novel reformulation of nonsmooth differential equations with state jumps which enables their easier simulation and use in optimal control problems without the need of using integer variables. The main idea is to introduce an…
In this article, we consider a Markov-modulated model with jumps for short rate dynamics. We obtain closed formulas for the term structure and forward rates using the properties of the jump-telegraph process and the expectation hypothesis.…
Modern methods of simulating molecular systems are based on the mathematical theory of Markov operators with a focus on autonomous equilibrated systems. However, non-autonomous physical systems or non-autonomous simulation processes are…
This work provides a geometric approach to the study of bifurcation and rate induced transitions in a class of non-autonomous systems referred to herein as $\textit{asymptotically slow-fast systems}$, which may be viewed as 'intermediate'…
Bounded-rate multi-mode systems are hybrid systems that can switch among a finite set of modes. Its dynamics is specified by a finite number of real-valued variables with mode-dependent rates that can vary within given bounded sets. Given…
We study time- and parameter-dependent ordinary differential equations in the geometric setting of vector fields and their flows. Various degrees of regularities in state are considered, including Lipschitz, finitely diferentiable, smooth,…
The paper proposes a class of financial market models which are based on inhomogeneous telegraph processes and jump diffusions with alternating volatilities. It is assumed that the jumps occur when the tendencies and volatilities are…
We establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-state dependent unbounded intensity, not of L\'evy-driven type…
We address the dynamics of quantum correlations in continuous variable open systems and analyze the evolution of bipartite Gaussian states in independent noisy channels. In particular, upon introducing the notion of dynamical path through a…
Gradient matching is a promising tool for learning parameters and state dynamics of ordinary differential equations. It is a grid free inference approach, which, for fully observable systems is at times competitive with numerical…
We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…
We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for the…
This article is the third one in a series of papers by the authors on vanishing-viscosity solutions to rate-independent damage systems. While in the first two papers [KRZ13, KRZ15] the assumptions on the spatial domain $\Omega$ were kept as…
We introduce and investigate a new model of a finite number of particles jumping forward on the real line. The jump lengths are independent of everything, but the jump rate of each particle depends on the relative position of the particle…
In this paper, we study systems of nonlinear second-order variational inequalities with interconnected bilateral obstacles with non-local terms. They are of min-max and max-min types and related to a multiple modes zero-sum switching game…
When considering a general system of equations describing the space-time evolution (flow) of one or several variables, the problem of the optimization over a finite period of time of a measure of the state variable at the final time is a…