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We introduce and study a non-oriented first passage percolation model having a property of statistical invariance by time reversal. This model is defined in a graph having directed edges and the passage times associated with each set of…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
Parametric correlations of energy spectra of quantum chaotic systems are presented in the orthogonal-unitary and symplectic-unitary crossover region. The spectra are allowed to disperse as a function of two external perturbations: one of…
A novel method to solve inverse problems for the wave equation is introduced. The method is a combination of the boundary control method and an iterative time reversal scheme, leading to adaptive imaging of coefficient functions of the wave…
In this work, we investigate the shape identification and coefficient determination associated with two time-dependent partial differential equations in two dimensions. We consider the inverse problems of determining a convex polygonal…
A long-standing question is what invariant sets can be shared by two maps acting on the same space. A similar question stands for invariant measures. A particular interesting case are expanding Markov maps of the circle. If the two involved…
I will provide a pedagogical introduction to non-Hermitian quantum systems that are PT-symmetric, that is they are left invariant under a simultaneous parity transformation (P) and time-reversal (T). I will explain how generalised versions…
In the analysis of multivariate spatial and univariate spatio-temporal data, it is commonly recognized that asymmetric dependence may exist, which can be addressed using an asymmetric (matrix or space-time, respectively) covariance function…
We investigate the statistics of recurrences to finite size intervals for chaotic dynamical systems. We find that the typical distribution presents an exponential decay for almost all recurrence times except for a few short times affected…
This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…
We present necessary conditions for monotonicity, in one form or another, of fixed point iterations of mappings that violate the usual nonexpansive property. We show that most reasonable notions of linear-type monotonicity of fixed point…
\textit{Non-statistical dynamics} are those for which a set of points with positive measure (w.r.t. a reference probability measure which is in most examples the Lebesgue on a manifold) do not have a convergent sequence of empirical…
Some known fixed point theorems for nonexpansive mappings in metric spaces are extended here to the case of primitive uniform spaces. The reasoning presented in the proofs seems to be a natural way to obtain other general results.
This paper deals with an inverse source problem for the $1$D time-fractional diffusion equation by using boundary measurement. The conditional stability in identification of the unknown source term is proved on the basis of the Fourier…
We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…
We study the problem of recovering an unknown compactly-supported multivariate function from samples of its Fourier transform that are acquired nonuniformly, i.e. not necessarily on a uniform Cartesian grid. Reconstruction problems of this…
Time irreversibility is a common signature of nonlinear processes, and a fundamental property of non-equilibrium systems driven by non-conservative forces. A time series is said to be reversible if its statistical properties are invariant…
Three similar convergence notions are considered. Two of them are the long established notions of convergent dynamics and incremental stability. The other is the more recent notion of contraction analysis. All three convergence notions…
When analyzing the equilibrium properties of a stochastic process, identifying the parity of the variables under time-reversal is imperative. This initial step is required to assess the presence of detailed balance, and to compute the…
Recently, there has been a growing interest in developing inventory control policies which are robust to model misspecification. One approach is to posit that nature selects a worst-case distribution for any stochastic primitives from some…