Related papers: Adjusted Levermore-Pomraning equations for diffusi…
We present a positive and asymptotic preserving numerical scheme for solving linear kinetic, transport equations that relax to a diffusive equation in the limit of infinite scattering. The proposed scheme is developed using a standard…
The problem of optimal real-time transmission of a Markov source under constraints on the expected number of transmissions is considered, both for the discounted and long term average cases. This setup is motivated by applications where…
We study the long-time behavior of solutions to a class of evolution equations arising from random-time changes driven by subordinators. Our focus is on fractional diffusion equations involving mixed local and nonlocal operators. By…
In this paper, we consider the problem of distributed optimisation of a separable convex cost function over a graph, where every edge and node in the graph could carry both linear equality and/or inequality constraints. We show how to…
Transport maps can ease the sampling of distributions with non-trivial geometries by transforming them into distributions that are easier to handle. The potential of this approach has risen with the development of Normalizing Flows (NF)…
We bring a control perspective to the problem of identifying paths of measures for sampling via dynamic measure transport (DMT). We highlight the fact that commonly used paths may be poor choices for DMT and connect existing methods for…
Traffic forecasting is pivotal for intelligent transportation systems, where accurate and interpretable predictions can significantly enhance operational efficiency and safety. A key challenge stems from the heterogeneity of traffic…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
We prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent…
We analyze the asymptotic behavior of solutions to wave equations with strong damping terms. If the initial data belong to suitable weighted $L^1$ spaces, lower bounds for the difference between the solutions and the leading terms in the…
We consider one-dimensional hyperbolic PDEs, linear and nonlinear, with random initial data. Our focus is the {\em pointwise statistics,} i.e., the probability measure of the solution at any fixed point in space and time. For linear…
Load balancing and auto scaling are at the core of scalable, contemporary systems, addressing dynamic resource allocation and service rate adjustments in response to workload changes. This paper introduces a novel model and algorithms for…
This paper features and elaborates recent developments and modifications in asymptotic techniques in solving differential equation in non linear dynamics. These methods are proved to be powerful to solve weakly as well as strongly non…
The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…
A quadruped robot faces balancing challenges on a six-degrees-of-freedom moving platform, like subways, buses, airplanes, and yachts, due to independent platform motions and resultant diverse inertia forces on the robot. To alleviate these…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…
While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…
In this paper, we are concerned with the quantification of uncertainties that arise from intra-day oscillations in the demand for natural gas transported through large-scale networks. The short-term transient dynamics of the gas flow is…