Related papers: Glauber and Kawasaki Dynamics for Determinantal Po…
A formulation of Langevin dynamics for discrete systems is derived as a class of generic stochastic processes. The dynamics simplify for a two-state system and suggest a network architecture which is implemented by the Langevin machine. The…
A family of weak Galerkin finite element discretization is developed for solving the coupled Darcy-Stokes equation. The equation in consideration admits the Beaver-Joseph-Saffman condition on the interface. By using the weak Galerkin…
We investigate the systematic mechanism for designing fast mixing Markov chain Monte Carlo algorithms to sample from discrete point processes under the Dobrushin uniqueness condition for Gibbs measures. Discrete point processes are defined…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
The main goal of this paper is to discuss several approaches to formulation of distributionally robust counterparts of Markov Decision Processes, where the transition kernels are not specified exactly but rather are assumed to be elements…
We observe n possibly dependent random variables, the distribution of which is presumed to be stationary even though this might not be true, and we aim at estimating the stationary distribution. We establish a non-asymptotic deviation bound…
This paper develops and analyzes a class of semi-discrete and fully discrete weak Galerkin finite element methods for unsteady incompressible convective Brinkman-Forchheimer equations. For the spatial discretization, the methods adopt the…
Discretizing variational principles, as opposed to discretizing differential equations, leads to discrete-time analogues of mechanics, and, systematically, to geometric numerical integrators. The phase space of such variational…
We investigate convergence properties of discrete-time semigroup quantum dynamics, including asymptotic stability, probability and speed of convergence to pure states and subspaces. These properties are of interest in both the analysis of…
This paper considers the distributionally robust chance constrained Markov decision process with random reward and ambiguous reward distribution. We consider individual and joint chance constraint cases with Kullback-Leibler divergence…
This article examines Gaussian processes generated by monotonically modulating stationary kernels. An explicit isometry between the original and the modulated reproducing kernel Hilbert spaces is established, preserving eigenvalues and…
We consider random walks on quasi one dimensional lattices, as introduced in \cite{FS}. This mathematical setting covers a large class of discrete kinetic models for non-cooperative molecular motors on periodic tracks. We derive general…
Using a quantum formulation of the master equation we study a kinetic Ising model with competing stochastic processes: the Glauber dynamics with probability $p$ and the Kawasaki dynamics with probability $1 - p$. Introducing explicitely the…
We investigate perturbations in the Kepler problem. We offer an overview of the dynamical system using Newtonian, Lagrangian and Hamiltonian Mechanics to build a foundation for analyzing perturbations. We consider the effects of a…
High order methods based on diagonal-norm summation by parts operators can be shown to satisfy a discrete conservation or dissipation of entropy for nonlinear systems of hyperbolic PDEs. These methods can also be interpreted as nodal…
We study the structure of stationary non equilibrium states for interacting particle systems from a microscopic viewpoint. In particular we discuss two different discrete geometric constructions. We apply both of them to determine non…
In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov…
In this paper we study metastability in large volumes at low temperatures. We consider both Ising spins subject to Glauber spin-flip dynamics and lattice gas particles subject to Kawasaki hopping dynamics. Let $\b$ denote the inverse…
We introduce a unified framework for analyzing Markov dynamics by linking nonequilibrium thermodynamics with information geometry. Using the symmetrized Kullback-Leibler divergence, we reveal an intrinsic Minkowski structure in the…
A successive gauge transformation operator $T_{n+k}$ for the discrete KP(dKP) hierarchy is defined, which is involved with two types of gauge transformations operators. The determinant representation of the $T_{n+k}$ is established,and then…