Related papers: Integration by Parts Formula and Shift Harnack Ine…
This paper considers systems subject to nonholonomic constraints which are not uniform on the whole configuration manifold. When the constraints change, the system undergoes a transition in order to comply with the new imposed conditions.…
We study symplectic numerical integration of mechanical systems with a Hamiltonian specified in non-canonical coordinates and its application to guiding-center motion of charged plasma particles in magnetic confinement devices. The…
In this paper we propose a compositional framework for the construction of approximations of the interconnection of a class of stochastic hybrid systems. As special cases, this class of systems includes both jump linear stochastic systems…
Distributed statistical learning has become a popular technique for large-scale data analysis. Most existing work in this area focuses on dividing the observations, but we propose a new algorithm, DDAC-SpAM, which divides the features under…
This article gives an account on various aspects of stochastic calculus in the plane. Specifically, our aim is 3-fold: (i) Derive a pathwise change of variable formula for a path indexed by a square, satisfying some H\"older regularity…
This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…
Interaction between vehicles and pedestrians is seen in many areas such as crosswalks and intersections. In this paper, we study a totally asymmetric simple exclusion process with a bottleneck at a boundary caused by an interaction. Due to…
By using coupling by change of conditional probability measure, the log-Harnack inequality for path dependent McKean-Vlasov SDEs with distribution dependent diffusion coefficients is established, which together with the exponential…
We consider the problem of correlation functions in the stationary states of one-dimensional stochastic models having conformal invariance. If one considers the space dependence of the correlators, the novel aspect is that although one…
This paper focuses on the port-Hamiltonian formulation of systems described by partial differential equations. Based on a variational principle we derive the equations of motion as well as the boundary conditions in the well-known…
We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…
We present a method for explicit leapfrog integration of inseparable Hamiltonian systems by means of an extended phase space. A suitably defined new Hamiltonian on the extended phase space leads to equations of motion that can be…
Because the stochastic calculus yields rarely random variables with laws defined by explicit closed formulas, probabilistic numerical computations are done most often by simulation. The simulation by the shift, whose field of application is…
We consider equidistant approximations of stochastic integrals driven by H\"older continuous Gaussian processes of order $H>\frac12$ with discontinuous integrands involving bounded variation functions. We give exact rate of convergence in…
This paper proposes a new second-order symmetric algorithm for solving decoupled forward-backward stochastic differential equations. Inspired by the alternating direction implicit splitting method for partial differential equations, we…
Long-time-integrated quantities in stochastic processes, in or out of equilibrium, usually exhibit rare but huge fluctuations. Work or heat production is such a quantity, of which the probability distribution function displays an…
Index theory revealed its outstanding role in the study of periodic orbits of Hamiltonian systems and the dynamical consequences of this theory are enormous. Although the index theory in the periodic case is well-established, very few…
Hidden symmetries in a covariant Hamiltonian formulation are investigated involving gauge covariant equations of motion. The special role of the Stackel-Killing tensors is pointed out. A reduction procedure is used to reduce the original…
We suggest a numerical integration procedure for solving the equations of motion of certain classical spin systems which preserves the underlying symplectic structure of the phase space. Such symplectic integrators have been successfully…
Nonholonomic mechanical systems have been attracting more interest in recent years because of their rich geometric properties and their applications in Engineering. In all generality, we discuss the reduction of a Hamilton-Jacobi theory for…