Related papers: On Adjoint Additive Processes

This report presents adaptive artificial compression methods in which the time-step and artificial compression parameter $\varepsilon $ are independently adapted. The resulting algorithms are supported by analysis and numerical tests. The…

Semi-Levy process is an additive process with periodically stationary increments. In particular, it is a generalization of Levy process. The dichotomy of recurrence and transience of Levy processes is well known, but this is not necessarily…

Consider control systems described by a differential equation with a control term or, more generally, by a differential inclusion with velocity set $F(t,x)$. Certain properties of state trajectories can be derived when, in addition to other…

ADiT is an adaptive approach for processing distributed top-$k$ queries over peer-to-peer networks optimizing both system load and query response time. This approach considers the size of the peer to peer network, the amount $k$ of searched…

Predicting the flow of non-Newtonian fluids in porous structure is still a challenging issue due to the interplay betwen the microscopic disorder and the non-linear rheology. In this letter, we study the case of an yield stress fluid in a…

We give lower bounds for the density $p_T(x,y)$ of the law of $X_t$, the solution of $dX_t=\sigma (X_t) dB_t+b(X_t) dt,X_0=x,$ under the following local ellipticity hypothesis: there exists a deterministic differentiable curve $x_t, 0\leq…

We derive conditions under which alternating renewal processes can be used to construct correlated Poisson processes. The pairwise correlation function is also derived, showing that the resulting correlations can be negative. The technique…

The excess entropy, Se, defined as the difference between the entropies of the liquid and the ideal gas under identical density and temperature conditions, is shown to be the critical quantity connecting the structural, diffusional and…

We consider the random motion of a particle that moves with constant velocity in $\mathbb{R}^3$. The particle can move along four directions with different speeds that are attained cyclically. It follows that the support of the stochastic…

We consider the density $X_t(x)$ of the critical $(\alpha,\beta)$-superprocess in $R^d$ with $\alpha\in (0,2)$ and $\beta<\frac \alpha d$. A recent result from PDE implies a dichotomy for the density: for fixed $x$, $X_t(x)>0$ a.s. on…

Let X be a multi-type continuous-state branching process with immigration (CBI process) on state space $\mathbb{R}^d$. Denote by $g_t$, $t \geq 0$, the law of $X_{t}$. We provide sufficient conditions under which $g_t$ has, for each $t >…

Given a control system $\dot{p} = X_0(p) + \sum_i u_i (t)X_i(p)$ on a compact manifold M we study conditions for the foliation defined by the accessible sets be dense in M . To do this we relate the control system to a stochastic…

Transition rates in continuously driven steady states were derived in [Evans R M L, 2005 J. Phys. A: Math. Gen. 38, 293] by demanding that no information other than the microscopic laws of motion and the macroscopic observables of the…

The authors study the problem $u_t=u_{xx},\ 0<x<1,\ t>0; \ u(x,0)=0,$ and $u(0,t)=u(1,t)=\psi(t),$ where $\psi(t)=u_0$ for $t_{2k} < t<t_{2k+1}$ and $\psi(t)=0$ for $t_{2k+1} <t<t_{2k+2},\ k=0,1,2,\ldots$ with $t_0=0$ and the sequence…

This article develops a general-purpose adaptive sampler that approximates the target density by a mixture of multivariate t densities. The adaptive sampler is based on reversible proposal distributions each of which has the mixture of…

Biological and engineered systems operate by coupling function to the transfer of heat and/or particles down a thermal or chemical gradient. In idealized \textit{deterministically} driven systems, thermodynamic control can be exerted…

The filtering equations associated to a partially observed jump diffusion model $(Z_t)_{t\in [0,T]}=(X_t,Y_t)_{t\in [0,T]}$, driven by Wiener processes and Poisson martingale measures are considered. Building on results from two preceding…

Systems driven far from equilibrium may exhibit anomalous density fluctuations: active matter with orientational order display giant density fluctuations at large scale, while systems of interacting particles close to an absorbing phase…

Let $A_t=\sum_{s\le t} F(X_{s-},X_s)$ be a purely discontinuous additive functional of a subordinate Brownian motion $X=(X_t, \mathbb P_x)$. We give a sufficient condition on the non-negative function $F$ that guarantees that finiteness of…

Properties of arrival times are studied for a Cox process with independent (and stationary) increments. Under a reasonable setting the directing random measure is shown to take over independent (and stationary) increments of the process,…