Related papers: Dynamic ASEP, duality and continuous $q^{-1}$-Herm…
This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…
We introduce two q-analogues of the 2D-Hermite polynomials which are functions of two complex variables. We derive explicit formulas, orthogonality relations, raising and lowering operator relations, generating functions, and Rodrigues…
We introduce a new class of holomorphic polynomials extending the classical Gould--Hopper to two complex variables. The considered polynomials include the $1$-D and $2$-D holomorphic and polyanalytic It\^o--Hermite polynomials as particular…
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…
We present several topics involving the computation of dynamical systems. The emphasis is on work in progress and the presentation is informal -- there are many technical details which are not fully discussed. The topics are chosen to…
We consider dynamical systems depending on one or more real parameters, and assuming that, for some ``critical'' value of the parameters, the eigenvalues of the linear part are resonant, we discuss the existence -- under suitable hypotheses…
We consider a piecewise linear two-dimensional dynamical system that couples a linear equation with the so-called stop operator. Global dynamics and bifurcations of this system are studied depending on two parameters. The system is…
We review properties of the $q-$Hermite polynomials and indicate their links with the Chebyshev, Rogers--Szeg\"{o}, Al-Salam--Chihara, continuous $q-$% utraspherical polynomials. In particular we recall the connection coefficients between…
This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditions for the existence of…
We study nonlinear dynamics of superposition of quantum wavepackets in various systems such as Kerr medium, Morse oscillator and bosonic Josephson junction. The prime reason behind this study is to find out how the superposition of states…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
In Markov Decision Processes (MDPs) with intermittent state information, decision-making becomes challenging due to periods of missing observations. Linear programming (LP) methods can play a crucial role in solving MDPs, in particular,…
We study the connection between a family of non-Hermitian Hamiltonians H and Hermitian ones H based on exact solutions. In general, for a dynamic process in a non-Hermitian system H, there always exists a parallel dynamic process governed…
The non-analyticity induced by exceptional points (EPs) has manifestations not only in non-Hermitian but also in Hermitian systems. In this work, we focus on a minimal Hermitian bosonic Kitaev model to reveal the dynamical demonstration of…
Four natural boundary statistics and two natural bulk statistics are considered for alternating sign matrices (ASMs). Specifically, these statistics are the positions of the 1's in the first and last rows and columns of an ASM, and the…
An algorithm is presented here, for discovering Hopf-Bifurcation varieties of polynomial dynamical systems. It is based on the expression of specific polynomials, as sums of products of first degree polynomials, with parametrical…
Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…
We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…
The aim of the work is to construct new polynomial systems, which are solutions to certain functional equations which generalize the second-order differential equations satisfied by the so called classical orthogonal polynomial families of…
This paper extends work by Tracy and Widom on blocks in the asymmetric simple exclusion process (ASEP) to the case of step-Bernoulli initial condition. We consider the probability that a particle at site $x$ is the beginning of a block of…