Related papers: Low discrepancy sequences: Theory and Applications
The dissertation describes ergodic properties of some stochastic dynamical systems generated by Markov chains with values in the state space which is a Polish space. The mathematical model describing the process of cell division is…
The asymptotic expansion method is generalized from the periodic setting to stationary ergodic stochastic geometries. This will demonstrate that results from periodic asymptotic expansion also apply to non-periodic structures of a certain…
Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…
Experiments on particles' motion in living cells show that it is often subdiffusive. This subdiffusion may be due to trapping, percolation-like structures, or viscoelatic behavior of the medium. While the models based on trapping (leading…
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…
While current generative models have achieved promising performances in time-series synthesis, they either make strong assumptions on the data format (e.g., regularities) or rely on pre-processing approaches (e.g., interpolations) to…
The dynamics and stability of multi-spot patterns to the Gray-Scott (GS) reaction-diffusion model in a two-dimensional domain is studied in the singularly perturbed limit of small diffusivity $\epsilon$ of one of the two solution…
We study the estimation of the value function for continuous-time Markov diffusion processes using a single, discretely observed ergodic trajectory. Our work provides non-asymptotic statistical guarantees for the least-squares…
The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…
We study the sub-grid scale characteristics of a vorticity-transport-based approach for large-eddy simulations. In particular, we consider a multi-dimensional upwind scheme for the vorticity transport equations and establish its properties…
As a new method for detecting change-points in high-resolution time series, we apply Maximum Mean Discrepancy to the distributions of ordinal patterns in different parts of a time series. The main advantage of this approach is its…
We propose a novel framework for approximating the statistical properties of turbulent flows by combining variational methods for the search of unstable periodic orbits with resolvent analysis for dimensionality reduction. Traditional…
The main goal of this paper is to understand the formation of hexagonal patterns from the dynamical transition theory point of view. We consider the transitions from a steady state of an abstract nonlinear dissipative system. To shed light…
In this paper, we develop a novel framework for quantitative mean ergodic theorems in the noncommutative setting, with a focus on actions of amenable groups and semigroups. We prove square function inequalities for ergodic averages arising…
We introduce a modal representation for Lagrangian trajectories in turbulence, termed Lagrangian Proper Orthogonal Decomposition (LPOD). An ensemble of particle trajectories is used to construct velocity time series, which are normalized…
In the present work, a new time-dependent exchange theory is presented wherein the symmetry constraints, on a multi-electron wavefunction, are properly accounted for. In so doing, the equations of motion, incorporating the required…
The theory of thick distributions (both in dimension 1 and in higher dimensions) was constructed in recent years [7, 27]. However this theory of distributions with one thick point in dimension one is very different from that in higher…
The aim of this paper is to provide a comprehensive study of some linear nonlocal diffusion problems in metric measure spaces. These include, for example, open subsets in $\mathbb{R}^N$, graphs, manifolds, multi-structures or some fractal…
The problem of finite-dimensional asymptotics of infinite-dimensional dynamic systems is studied. A non-linear kinetic system with conservation of supports for distributions has generically finite-dimensional asymptotics. Such systems are…
The article presents a new perspective on the isomorphism problem for non-ergodic measure-preserving dynamical systems with discrete spectrum which is based on the connection between ergodic theory and topological dynamics constituted by…