Related papers: Coupling the Kolmogorov Diffusion: maximality and …
We prove the large time behavior of solutions to a coupled thermo-diffusion arising in the modelling of the motion of hot colloidal particles in porous media. Additionally, we also ensure the uniqueness of solutions of the target problem.…
In this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewise deterministic Markov processes. For many performance…
We provide a simple method that enables readily acquired experimental data to be used to predict whether or not a candidate molecular material may exhibit strong coupling. Specifically, we explore the relationship between the hybrid…
In this paper, the complete synchronization problem of linearly coupled neural networks with reaction-diffusion terms and time-varying delays via aperiodically intermittent pinning control is investigated. The coupling matrix for the…
This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…
The objective of this work is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite-time horizon discounted cost. The continuous-time controlled…
We study the problem of identifying an optimal coupling between input-output distributional data generated by a causal dynamical system. The coupling is required to satisfy prescribed marginal distributions and a causality constraint…
Assume that one observes the $k$th, $2k$th$,\ldots,nk$th value of a Markov chain $X_{1,h},\ldots,X_{nk,h}$. That means we assume that a high frequency Markov chain runs in the background on a very fine time grid but that it is only observed…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
The one-parameter two-dimensional cellular automaton with the Margolus neighbourhood is analyzed based on the considering the projection of the stochastic movements of a single particle. Introducing the auxiliary random variable associated…
We study analytically a thermal Brownian motor model and calculate exactly the Onsager coefficients. We show how the reciprocity relation holds and that the determinant of the Onsager matrix vanishes. Such condition implies that the device…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
We present some hardness results on finding the optimal policy for the static formulation of distributionally robust Markov decision processes. We construct problem instances such that when the considered policy class is Markovian and…
We investigate the competing effects of simultaneous presence of chirality and generalised tumbles in the dynamics of an active Brownian particle. Chiral active particles perform circular motions that give rise to slow transport at late…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
We compute the Hamiltonian and Lagrangian associated to the large deviations of the trajectory of the empirical distribution for independent Markov processes, and of the empirical measure for translation invariant interacting Markov…
We construct a non-Markovian coupling for hypoelliptic diffusions which are Brownian motions in the three-dimensional Heisenberg group. We then derive properties of this coupling such as estimates on the coupling rate, and upper and lower…
We study time-inhomogeneous Markov chains to obtain quantitative results on their asymptotic behavior. We use Poincar\'e, Nash, and logarithmic-Sobolev inequalities. We assume that our Markov chain admits a finite invariant measure at each…
We show by explicit closed form calculations that a Hurst exponent H that is not 1/2 does not necessarily imply long time correlations like those found in fractional Brownian motion. We construct a large set of scaling solutions of…
We consider deterministic homogenization for discrete-time fast-slow systems of the form $$ X_{k+1} = X_k + n^{-1}a_n(X_k,Y_k) + n^{-1/2}b_n(X_k,Y_k)\;, \quad Y_{k+1} = T_nY_k\;$$ and give conditions under which the dynamics of the slow…