Related papers: A Lie systems approach for the first passage-time …
Reversible computing is a new paradigm that has emerged recently and extends the traditional forwards-only computing mode with the ability to execute in backwards, so that computation can run in reverse as easily as in forward. Two…
Results about existence and uniqueness of solutions of initial value problem for certain types of partial differential equations are recalled as well as iterative scheme and an error estimate for approximate solutions obtained using this…
Drift theory is an intuitive tool for reasoning about random processes: It allows turning expected stepwise changes into expected first-hitting times. While drift theory is used extensively by the community studying randomized search…
The book gives a detailed exposition of basic concepts and results of a theory of processes. The presentation of theoretical concepts and results is accompanied with illustrations of their application to solving various problems of…
Bayes linear kinematics and Bayes linear Bayes graphical models provide an extension of Bayes linear methods so that full conditional updates may be combined with Bayes linear belief adjustment. In this paper we investigate the application…
An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…
Integrability conditions for Lie systems are related to reduction or transformation processes. We here analyse a geometric method to construct integrability conditions for Riccati equations following these approaches. This approach provides…
Inspired by the efficient proof procedures discussed in {\em Computability logic} \cite{Jap03,Japic,Japfin}, we describe a heuristic proof procedure for first-order logic. This is a variant of Gentzen sequent system and has the following…
We reinvestigate the dynamical behavior of a first order scalar nonlinear delay differential equation with piecewise linearity and identify several interesting features in the nature of bifurcations and chaos associated with it as a…
Pairs of numerically computed trajectories of a chaotic system may coalesce because of finite arithmetic precision. We analyse an example of this phenomenon, showing that it occurs surprisingly frequently. We argue that our model belongs to…
We present a numerical framework for recovering unknown non-autonomous dynamical systems with time-dependent inputs. To circumvent the difficulty presented by the non-autonomous nature of the system, our method transforms the solution state…
First-passage time problems are ubiquitous across many fields of study including transport processes in semiconductors and biological synapses, evolutionary game theory and percolation. Despite their prominence, first-passage time…
This paper presents with justifications a technique that is useful for the study of piecewise deterministic Markov decision processes (PDMDPs) with general policies and unbounded transition intensities. This technique produces an auxiliary…
The geometric theory of Lie systems will be used to establish integrability conditions for several systems of differential equations, in particular Riccati equations and Ermakov systems. Many different integrability criteria in the…
The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that…
The paper examines a class of first order linear hyperbolic systems, proposed as a generalization of the Goldstein-Kac model for velocity-jump processes and determined by a finite number of speeds and corresponding transition rates. It is…
The investigation of the Hamiltonian dynamical counterpart of phase transitions, combined with the Riemannian geometrization of Hamiltonian dynamics, has led to a preliminary formulation of a differential-topological theory of phase…
We show how machine learning methods can unveil the fractional and delayed nature of discrete dynamical systems. In particular, we study the case of the fractional delayed logistic map. We show that given a trajectory, we can detect if it…
In recent years, it has been well-established that adding a restart mechanism can alter the firstpassage statistics of a stochastic processes in useful and interesting ways. Though different mecha-nisms have been investigated, we derive a…
Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…