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In two phase materials, each phase having a non-local response in time, it has been found that for some driving fields the response somehow untangles at specific times, and allows one to directly infer useful information about the geometry…
In this paper we develop new extremal principles in variational analysis that deal with finite and infinite systems of convex and nonconvex sets. The results obtained, unified under the name of tangential extremal principles, combine primal…
We consider additive functionals of Markov processes in continuous time with general (metric) state spaces. We derive concentration bounds for their exponential moments and moments of finite order. Applications include diffusions,…
We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…
We consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studied. We also consider some modification of these processes.
In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are…
We present a short introduction into the framework of piecewise deterministic Markov processes. We illustrate the abstract mathematical setting with a series of examples related to dispersal of biological systems, cell cycle models, gene…
This paper develops new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programming without smoothness and/or convexity assumptions. These…
In this paper we introduce new notions of local extremality for finite and infinite systems of closed sets and establish the corresponding extremal principles for them called here rated extremal principles. These developments are in the…
This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE's, physics or biology. The involved mathematical tools as…
We provide a framework for speeding up algorithms for time-bounded reachability analysis of continuous-time Markov decision processes. The principle is to find a small, but almost equivalent subsystem of the original system and only analyse…
In this paper, we study the existence of extremal functions of the discrete Sobolev inequality and Hardy-Littlewood-Sobolev inequality on lattice graphs. We introduce the discrete Concentration-Compactness principle, and prove the existence…
We generalized the Korkin-Zolotarev theorem to the case of entire functions having the smallest $L^1$ norm on a system of intervals $E$. If $\bbC\setminus E$ is a domain of Widom type with the Direct Cauchy Theorem we give an explicit…
General birth-and-death as well as hopping stochastic dynamics of infinite particle systems in the continuum are considered. We derive corresponding evolution equations for correlation functions and generating functionals. General…
In this paper, we derive optimality conditions (Chebyshev approximation) for multivariate functions. The theory of Chebyshev (uniform) approximation for univariate functions is very elegant. The optimality conditions are based on the notion…
In this article, we prove the existence of extremal functions in higher-order affine Sobolev inequalities. Proofs rely on concentration-compactness methods in spaces of integer or fractional regularity. The tools we use, available in spaces…
We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…
Lecture notes (in French) of a master 2 level course in applied mathematics. Contents: Part I. Markov chains on a countable space. 1. Examples 2. Summary of basic properties. 3. Spectral theory and speed of convergence. 4. Lyapunov…
This is essentially a survey paper in which we solve the global Cauchy problem on causal manifolds for hyperbolic systems of linear partial differential equations in the framework of hyperfunctions. Besides the classical Cauchy-Kowalevsky…
Often, when we consider the time evolution of a system, we resort to approximation: Instead of calculating the exact orbit, we divide the time interval in question into uniform segments. Chernoff's results in this direction provide us with…