Related papers: Stopping time convergence for processes associated…
For time-inconsistent stopping in a one-dimensional diffusion setup, we investigate how to use discrete-time models to approximate the original problem. In particular, we consider the value function $V(\cdot)$ induced by all mild equilibria…
We study the Darcy boundary value problem with log-normal permeability field. We adopt a perturbation approach, expanding the solution in Taylor series around the nominal value of the coefficient, and approximating the expected value of the…
We prove a stochastic homogenization result for a class of \emph{nonlinear} and \emph{nonlocal} variational problems in domains with many small randomly distributed (bilateral) obstacles. Our model case is a Dirichlet problem for the…
We characterise the class of distributions of random stochastic matrices $X$ with the property that the products $X(n)X(n-1) ... X(1)$ of i.i.d. copies $X(k)$ of $X$ converge a.s. as $n \rightarrow \infty$ and the limit is Dirichlet…
We establish that if a sequence of electrical networks equipped with conductance measures converges in the local Gromov--Hausdorff-vague topology and satisfies certain non-explosion and metric-entropy conditions,then the sequence of…
Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…
We study synchronization for linearly coupled temporal networks of heterogeneous time-dependent nonlinear agents via the convergence of attracting trajectories of each node. The results are obtained by constructing and studying the…
This paper addresses Tikhonov like regularization methods with convex penalty functionals for solving nonlinear ill-posed operator equations formulated in Banach or, more general, topological spaces. We present an approach for proving…
An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distribution. When convergence to equilibrium is measured by total variation distance, there exists an optimal coupling and a maximal coupling…
Solving equilibrium problems under constraints is an important problem in optimization and optimal control. In this context an important practical challenge is the efficient incorporation of constraints. We develop a continuous-time method…
We review in a pedagogical fashion the 3+1-split which serves to put Einstein's equations into the form of a dynamical system with constraints. We then discuss the constraint equations under the simplifying assumption of time-symmetry.…
Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a…
This work outlines a time-domain numerical integration technique for linear hyperbolic partial differential equations sourced by distributions (Dirac $\delta$-functions and their derivatives). Such problems arise when studying binary black…
We revisit the box Minkowski model [Phys. Rev. Lett. 109, 221101 (2012)] and provide a strong argument that, subject to the Dirichlet boundary condition, it is unstable toward black hole formation for arbitrarily small generic…
We study the problem of finding solutions to the stable matching problem that are robust to errors in the input and we obtain a polynomial time algorithm for a special class of errors. In the process, we also initiate work on a new…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
We present an algorithm to decide the intruder deduction problem (IDP) for a class of locally stable theories enriched with normal forms. Our result relies on a new and efficient algorithm to solve a restricted case of higher-order…
Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the `area anomaly', i.e. a deterministic linear correction for the second level iterated integral…
This paper investigates the asymptotic behavior of stochastic recursive inclusions in the presence of non-zero, non-diminishing bias, a setting that frequently arises in zeroth-order optimization, stochastic approximation with…
The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…