Related papers: Stochastic comparisons of series and parallel syst…
The growth in the use of computationally intensive statistical procedures, especially with Big Data, has necessitated the usage of parallel computation on diverse platforms such as multicore, GPU, clusters and clouds. However, slowdown due…
This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors following such distributions. Given a random vector…
Elastomeric mechanical metamaterials exhibit unconventional behaviour, emerging from their microstructures often deforming in a highly nonlinear and unstable manner. Such microstructural pattern transformations lead to non-local behaviour…
We study very simple sorting algorithms based on a probabilistic comparator model. In our model, errors in comparing two elements are due to (1) the energy or effort put in the comparison and (2) the difference between the compared…
Heterogeneity of many building materials complicates numerical modelling of structural behaviour. The material randomicity can be manifested by different values of material parameters of each material specimen. To capture inherent…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…
Here we present a study of stochastic resonance in an extended FitzHugh-Nagumo system with a field dependent activator diffusion. We show that the system response (here measured through the output signal-to-noise ratio) is enhanced due to…
Hybrid systems whose mode dynamics are governed by non-linear ordinary differential equations (ODEs) are often a natural model for biological processes. However such models are difficult to analyze. To address this, we develop a…
A random search algorithm intended to solve discrete optimization problems is considered. We outline the main components of the algorithm, and then describe it in more detail. We show how the algorithm can be implemented on parallel…
We investigate quantitative estimates in periodic homogenization of second-order elliptic systems of elasticity with singular fourth-order perturbations. The convergence rates, which depend on the scale $\kappa$ that represents the strength…
Both Hawkes processes and autoregressive processes rely on linear functionals of their past, while modeling different types of data. Since datasets arising from observations of the same phenomenon may be heterogeneous and sampled at…
In this paper homogenization of a mathematical model for biomechanics of a plant tissue with randomly distributed cells is considered. Mechanical properties of a plant tissue are modelled by a strongly coupled system of…
Recent advances in steady-state analysis of power systems have introduced the equivalent split-circuit approach and corresponding continuation methods that can reliably find the correct physical solution of large-scale power system…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
In this paper, a homogeneous system of n $\alpha$-order linear fractal differential equation is defined and the set of its fundamental solutions through the corresponding Wronskian matrix is described. Finally, the solutions of some…
Most physical systems are modelled by an ordinary or a partial differential equation, like the n-body problem in celestial mechanics. In some cases, for example when studying the long term behaviour of the solar system or for complex…
We investigate the statistical properties of the complexness parameter which characterizes uniquely complexness (biorthogonality) of resonance eigenstates of open chaotic systems. Specifying to the regime of isolated resonances, we apply…
We study ergodic properties of compositions of holomorphic endomorphisms of the complex projective space chosen independently at random according to some probability distribution. Along the way, we construct positive closed currents which…
We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…