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In this paper, we introduce the notion of Bi-entangled hidden Markov processes. These are hidden quantum processes where the hidden processes themselves exhibit entangled Markov process, and the observable processes also exhibit…
Many scientific applications require the evaluation of the action of the matrix function over a vector and the most common methods for this task are those based on the Krylov subspace. Since the orthogonalization cost and memory requirement…
An efficient parallelization approach to simulate optical properties of ensembles of quantum emitters in realistic electromagnetic environments is considered. It relies on balancing computing load of utilized processors and is built into…
We present an efficient method for the computation of homogenized coefficients of divergence-form operators with random coefficients. The approach is based on a multiscale representation of the homogenized coefficients. We then implement…
We present an algorithm for the numerical solution of the equations governing combustion in porous inert media. The discretization of the flow problem is performed by the mixed finite element method, the transport problems are discretized…
We study a hidden Markov process which is the result of a transmission of the binary symmetric Markov source over the memoryless binary symmetric channel. This process has been studied extensively in Information Theory and is often used as…
We present a new explicit and stable numerical algorithm to solve the homogeneous heat equation. We illustrate the performance of the new method in the cases of two 2D systems with highly inhomogeneous random parameters. Spatial…
In this paper, a hybrid quasi-static atomistic simulation method at finite temperature is developed, which combines the advantages of MD for thermal equilibrium and atomic-scale finite element method (AFEM) for efficient equilibration. Some…
We consider the numerical approximation of acoustic wave propagation problems by mixed BDM(k+1)-P(k) finite elements on unstructured meshes. Optimal convergence of the discrete velocity and super-convergence of the pressure by one order are…
We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove their convergence to a limiting law, providing convergence…
Mixing of finite time-homogeneous Markov chains is well understood nowadays, with a rich set of techniques to estimate their mixing time. In this paper, we study the mixing time of random walks in dynamic random environments. To that end,…
This paper presents a numerical method to calculate the value function for a general discounted impulse control problem for piecewise deterministic Markov processes. Our approach is based on a quantization technique for the underlying…
Close-contact melting refers to the process of a heat source melting its way into a phase-change material. Of special interest is the close-contact melting velocity, or more specifically the relative velocity between the heat source and the…
Polymers consisting of more than one type of monomer, known as copolymers, are vital to both living and synthetic systems. Copolymerisation has been studied theoretically in a number of contexts, often by considering a Markov process in…
Lifted Markov chains are Markov chains on graphs with added local "memory" and can be used to mix towards a target distribution faster than their memoryless counterparts. Upper and lower bounds on the achievable performance have been…
Thermohaline convection (also known as fingering convection or thermohaline mixing) occurs in stellar radiation zones where a sufficient inversion of the mean molecular weight is present. This process mixes chemicals radially and occurs in…
We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…
We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…
When implementing Markov Chain Monte Carlo (MCMC) algorithms, perturbation caused by numerical errors is sometimes inevitable. This paper studies how perturbation of MCMC affects the convergence speed and Monte Carlo estimation accuracy.…
We study the theoretical complexity of simulated tempering for sampling from mixtures of log-concave components differing only by location shifts. The main result establishes the first polynomial-time guarantee for simulated tempering…