Related papers: The method of Chernoff approximation
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
Here we give a proof of the existence of c\`{a}dl\`{a}g modification of Markov Processes (on an appropriate space) with Feller semigroup.
We present a Law of Large Numbers principle for uniformly continuous random quantum dynamical semigroups. Random iterates of independent copies of these semigroups are shown to be Chernoff equivalent to the quantum dynamical semigroup by…
We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not…
A new numerical approximation method for a class of Gaussian random fields on compact connected oriented Riemannian manifolds is introduced. This class of random fields is characterized by the Laplace--Beltrami operator on the manifold. A…
We introduce a family of Galerkin finite element methods which are constructed via recovery operators over element-wise discontinuous approximation spaces. This new family, termed collectively as recovered finite element methods (R-FEM) has…
In the modelling of stochastic phenomena, such as quasi-reaction systems, parameter estimation of kinetic rates can be challenging, particularly when the time gap between consecutive measurements is large. Local linear approximation…
We study heat kernel convergence of induced subgraphs with Neumann boundary conditions. We first establish convergence of the resulting semigroups to the Neumann semigroup in $\ell^2$. While convergence to the Neumann semigroup always…
We give some Korovkin-type theorems on convergence and estimates of rates of approximations of nets of functions, satisfying suitable axioms, whose particular cases are filter/ideal convergence, almost convergence and triangular…
A new iterative algorithm for solving initial data inverse problems from partial observations has been recently proposed in Ramdani, Tucsnak and Weiss [15]. Based on the concept of observers (also called Luenberger observers), this…
It is well known that certain fractional diffusion equations can be solved by the densities of stable L\'evy motions. In this paper we use the classical semigroup approach for L\'evy processes to define semi-fractional derivatives, which…
Among randomized numerical linear algebra strategies, so-called sketching procedures are emerging as effective reduction means to accelerate the computation of Krylov subspace methods for, e.g., the solution of linear systems, eigenvalue…
We derive semiclassical expressions for spectra, weighted by matrix elements of a Gaussian observable, relevant to a range of molecular and mesoscopic systems. We apply the formalism to the particular example of the resonant tunneling diode…
In this paper we develop a procedure to deal with a family of parameter-dependent ill-posed problems, for which the exact solution in general does not exist. The original problems are relaxed by considering corresponding approximate ones,…
The statement of the mean field approximation theorem in the mean field theory of Markov processes particularly targets the behaviour of population processes with an unbounded number of agents. However, in most real-world engineering…
In this paper we study partial-approximate controllability of semilinear nonlocal fractional evolution equations in Hilbert spaces. By using fractional calculus, variational approach and approximating technique, we give the approximate…
For an increasing sequence $(T_n)$ of one-parameter semigroups of sub Markovian kernel operators over a Polish space, we study the limit semigroup and prove sufficient conditions for it to be strongly Feller. In particular, we show that the…
This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…
In this paper we apply known techniques from semigroup theory to the Schr\"odinger problem with initial conditions. To this end, we define the regularized Schr\"odinger semigroup acting on a space-time domain and show that it is strongly…
The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…