Related papers: Discrete sequences in unbounded domains
This paper presents existence and uniqueness results for reflected backward doubly stochastic differential equations (in short RBDDSEs) in a convex domain D. Moreover, using a stochastic flow approach a probabilistic interpretation for a…
We prove quantitative sub-ballisticity for the self-avoiding walk on the hexagonal lattice. Namely, we show that with high probability a self-avoiding walk of length $n$ does not exit a ball of radius $O(n/\log{n})$. Previously, only a…
Dynamical systems driven by nonlinear delay SDEs with small noise can exhibit important rare events on long timescales. When there is no delay, classical large deviations theory quantifies rare events such as escapes from metastable fixed…
A discrete drift-diffusion model is derived from a microscopic sequential tunneling model of charge transport in weakly coupled superlattices provided temperatures are low or high enough. Realistic transport coefficients and novel contact…
We seek tight bounds on the viable parallelism in asynchronous implementations of coordinate descent that achieves linear speedup. We focus on asynchronous coordinate descent (ACD) algorithms on convex functions which consist of the sum of…
In convex geometry, the Blaschke surface area measure on the boundary of a convex domain can be interpreted in terms of the complexity of approximating polyhedra. In response to a question raised by D. Barrett, this approach is formulated…
Adsorption to a surface, reversible-binding, and trapping are all prevalent scenarios where particles exhibit "stickiness". Escape and first-passage times are known to be drastically affected, but detailed understanding of this phenomenon…
In this paper, we generalize a recent work of Liu et al. from the open unit ball $\mathbb B^n$ to more general bounded strongly pseudoconvex domains with $C^2$ boundary. It turns out that part of the main result in this paper is in some…
We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…
We study the Riemannian distance function from a fixed point (a point-wise target) of Euclidean space in the presence of a compact obstacle bounded by a smooth hypersurface. First, we show that such a function is locally semiconcave with a…
We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…
We introduce an approximation technique for nonlinear hyperbolic systems with sources that is invariant domain preserving. The method is discretization-independent provided elementary symmetry and skew-symmetry properties are satisfied by…
We demonstrate slow dynamics and constrained motion of domain walls in one-dimensional (1D) interacting bosons with double-well dispersion. In the symmetry-broken regime, the domain-wall motion is ``fractonlike'' -- a single domain wall…
Given a sequence of lattice approximations $D_N\subset\mathbb Z^2$ of a bounded continuum domain $D\subset\mathbb R^2$ with the vertices outside $D_N$ fused together into one boundary vertex $\varrho$, we consider discrete-time simple…
In this paper, we study the problem of finding the Euclidean distance to a convex cone generated by a set of discrete points in $\mathbb{R}^n_+$. In particular, we are interested in problems where the discrete points are the set of feasible…
Let O the basin of attraction of the unique stable equilibrium of a dynamical system, which is the law of large numbers limit of a Poissonian SDE. We consider the law of the exit point from O of that Poissonian SDE. We adapt the approach of…
We improve by an exponential factor the best known asymptotic upper bound for the density of sets avoiding 1 in Euclidean space. This result is obtained by a combination of an analytic bound that is an analogue of Lovasz theta number and of…
We study one-dimensional nearest neighbour random walk in site-random environment. We establish precise (sharp) large deviations in the so-called ballistic regime, when the random walk drifts to the right with linear speed. In the…
The effects of discreteness arising from the use of the N-body method on the accuracy of simulations of cosmological structure formation are not currently well understood. After a discussion of how the relevant discretisation parameters…
A theoretical, and potentially also practical, problem with stochastic gradient descent is that trajectories may escape to infinity. In this note, we investigate uniform boundedness properties of iterates and function values along the…