Related papers: Modeling solutions with jumps for rate-independent…
We investigate the two-points correlation function for several boundary-driven interacting particle systems. Our goal is to show that the time evolution of that correlation function is solution to a partial differential equation that can be…
We introduce jumptime unraveling as a distinct description of open quantum systems. As our starting point, we consider quantum jump trajectories, which emerge, physically, from continuous quantum measurements, or, formally, from the…
This paper investigates parameter estimation for open quantum systems under continuous observation, whose conditional dynamics are governed by jump-diffusion stochastic master equations (SMEs) associated with quantum nondemolition (QND)…
In this paper we investigate the origin of the Balanced Viscosity solution concept for rate-independent evolution in the setting of a finite-dimensional space. Namely, given a family of dissipation potentials $(\Psi_n)_n$ with superlinear…
We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…
Our study addresses the inference of jumps (i.e. sets of discontinuities) within multivariate signals from noisy observations in the non-parametric regression setting. Departing from standard analytical approaches, we propose a new…
We consider Markov jump processes on a graph described by a rate matrix that depends on various control parameters. We derive explicit expressions for the static responses of edge currents and steady-state probabilities. We show that they…
Jump Markov linear models consists of a finite number of linear state space models and a discrete variable encoding the jumps (or switches) between the different linear models. Identifying jump Markov linear models makes for a challenging…
Rainbow metrics are a widely used approach to metric formalism for theories with Modified Dispersion Relations. They have had a huge success in the Quantum Gravity Phenomenology literature, since they allow to introduce momentum-dependent…
We propose finite-volume schemes for general continuity equations which preserve positivity and global bounds that arise from saturation effects in the mobility function. In the case of gradient flows, the schemes dissipate the free energy…
We consider temporal models of rapidly changing Markovian networks modulated by time-evolving spatially dependent kernels that define rates for edge formation and dissolution. Alternatively, these can be viewed as Markovian networks with…
Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…
In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some appropriate sense. Our main tools are the superposition…
Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…
We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…
The statistical modeling of space-time extremes in environmental applications is key to understanding complex dependence structures in original event data and to generating realistic scenarios for impact models. In this context of…
Standard jump-diffusion models assume independence between jumps and diffusion components. We develop a multi-type jump-diffusion model where jump occurrence and magnitude depend on contemporaneous diffusion movements. Unlike previous…
Many complex structures and stochastic patterns emerge from simple kinetic rules and local interactions, and are governed by scale invariance properties in combination with effects of the global geometry. We consider systems that can be…
In this paper, we study a system of second order integro-partial differential equations with interconnected obstacles with non-local terms, related to an optimal switching problem with the jump-diffusion model. Getting rid of the…
Let $\Gamma$ denote the space of all locally finite subsets (configurations) in $\mathbb R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\Gamma$ in which pairs of particles simultaneously hop over $\mathbb…