Related papers: Exact Solution for One Type of Lindley's Equation …

This paper concerns a posteriori error analysis for the streamline diffusion (SD) finite element method for the one and one-half dimensional relativistic Vlasov-Maxwell system. The SD scheme yields a weak formulation, that corresponds to an…

We use the traveling front approach to derive exact asymptotic results for the statistics of the number of particles in a class of directed diffusion limited aggregation models on a Cayley tree. We point out that some aspects of these…

In this paper, we propose a stochastic version of the classical Tseng's forward-backward-forward method with inertial term for solving monotone inclusions given by the sum of a maximal monotone operator and a single-valued monotone operator…

This paper deals with a single-server queue with modulated arrivals, service requirements and service capacity. In our first result, we derive the mean of the total workload assuming generally distributed service requirements and any…

We consider a connection-level model proposed by Massouli\'{e} and Roberts for bandwidth sharing among file transfer flows in a communication network. We study weighted proportionally fair sharing policies and establish explicit-form bounds…

We prove the pointwise decay of solutions to three linear equations: (i) the transport equation in phase space generalizing the classical Vlasov equation, (ii) the linear Schrodinger equation, (iii) the Airy (linear KdV) equation. The usual…

Given a sequence $T=(T_i)_{i\geq1}$ of nonnegative random variables, a function f on the positive halfline can be transformed to $\mathbb{E}\prod_{i\geq1}f(tT_i)$. We study the fixed points of this transform within the class of decreasing…

Properties of two equations describing the evolution of the probability density function (PDF) of the relative dispersion in turbulent flow are compared by investigating their solutions: the Richardson diffusion equation with the drift term…

In network quality of service provisioning, premium services generally require to keep a very small loss probability, which is infeasible to measure directly. The proposed virtual queue scheme estimates the small packet loss probability of…

In this paper, we consider first-order convergence theory and algorithms for solving a class of non-convex non-concave min-max saddle-point problems, whose objective function is weakly convex in the variables of minimization and weakly…

We consider a model of individual clustering with two specific reproduction rates and small diffusion parameter in one space dimension. It consists of a drift-diffusion equation for the population density coupled to an elliptic equation for…

We consider a two-node tandem queueing network in which the upstream queue is M/G/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. We investigate…

Consider a L\'evy process $Y(t)$ over an exponentially distributed time $T_\beta$ with mean $1/\beta$. We study the joint distribution of the running maximum $\bar{Y}(T_\beta)$ and the time epoch $G(T_\beta$) at which this maximum last…

We compute the stationary performance metrics of a single server $M^X/G/1$ queue under a class of generalized processor-sharing scheduling policies that are proposed by Grishechkin. This class of processor-sharing policies allow service…

The intelligent upgrading of metropolitan rail transit systems has made it feasible to implement demand-side management policies that integrate multiple operational strategies in practical operations. However, the tight interdependence…

This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…

We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}_t=\sqrt{2 D_0 V(B_t)}\,\xi_t$, where $\xi_t$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, and $V(B_t)$ is…

We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…

In probability density function (PDF) methods a transport equation is solved numerically to compute the time and space dependent probability distribution of several flow variables in a turbulent flow. The joint PDF of the velocity…

It is well known that many local graph problems, like Vertex Cover and Dominating Set, can be solved in 2^{O(tw)}|V|^{O(1)} time for graphs G=(V,E) with a given tree decomposition of width tw. However, for nonlocal problems, like the…