Related papers: On quasi-ergodic distribution for one-dimensional …
We present an extensive comparison between the statistical properties of non-hierarchical three-body systems and the corresponding three-body theoretical predictions. We perform and analyze 1 million realizations for each different initial…
We introduce a probabilistic representation of the derivative of the semigroup associated to a multidimensional killed diffusion process defined on the half-space. The semigroup derivative is expressed as a functional of a process that is…
We introduce a construction to embed a quasiperiodic lattice of obstacles into a single unit cell of a higher-dimensional space, with periodic boundary conditions. This construction transparently shows the existence of channels in these…
We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…
We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show that its…
In the setting of stochastic dynamical systems that eventually go extinct, the quasi-stationary distributions are useful to understand the long-term behavior of a system before evanescence. For a broad class of applicable continuous-time…
We give sufficient conditions for ergodicity of the Markovian semigroups associated to Dirichlet forms on standard forms of von Neumann algebras constructed by the method proposed in Refs. [Par1,Par2]. We apply our result to show that the…
Hyperbolic partial differential equations on a one-dimensional spatial domain are studied. This class of systems includes models of beams and waves as well as the transport equation and networks of non-homogeneous transmission lines. The…
This paper develops a quantized Q-learning algorithm for the optimal control of controlled diffusion processes on $\mathbb{R}^d$ under both discounted and ergodic (average) cost criteria. We first establish near-optimality of finite-state…
Let X be the mild solution to a semilinear stochastic partial differential equation. In this article, we develop methodology to sample from the infinite-dimensional diffusion bridge that arises from conditioning X on a linear transformation…
In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…
We consider a Markov process $ X(t) $ on the nonnegative integers $E= S \cup \{0\}$, where $S=\{1,2,...\}$ is an irreducible class and 0 is an absorbing state. In this paper, we investigate conditions under which the quasi-stationary…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
We consider the steady-state nonequilibrium behavior of mesoscopic superconducting wires connected to normal-metal reservoirs. Going beyond the diffusive limit, we utilize the quasiclassical theory and perform a self-consistent calculation…
We investigate the use of discrete-time quantum walks to sample from an almost-uniform distribution, in the absence of any external source of randomness. Integers are encoded on the vertices of a cycle graph, and a quantum walker evolves…
We investigate the equidistribution of the eigenfunctions on quantum graphs in the high-energy limit. Our main result is an estimate of the deviations from equidistribution for large well-connected graphs. We use an exact field-theoretic…
This paper introduces an elliptic quasi-variational inequality (QVI) problem class with fractional diffusion of order $s \in (0,1)$, studies existence and uniqueness of solutions and develops a solution algorithm. As the fractional…
In this paper we introduce Peierls-Nabarro type models for edge dislocations at semi-coherent interfaces between two heterogeneous crystals, and prove the optimality of uniformly distributed edge dislocations. Specifically, we show that the…
We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…