Related papers: Superdiffusive limits for deterministic fast-slow …

Many special functions are solutions of first order linear systems $y_n'(x)=a_n(x)y_n(x)+d_n(x)y_{n-1}(x)$, $y_{n-1}'(x)=b_n(x)y_{n-1}(x)+e_{n}(x)y_n(x)$. We obtain bounds for the ratios $y_n(x)/y_{n-1}(x)$ and the logarithmic derivatives…

For the Davey-Stewartson I equation, which is an integrable equation in 1+2 dimensions, we have already found its Lax pair in 1+1 dimensional form by nonlinear constraints. This paper deals with the second nonlinearization of this 1+1…

In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…

We analyze dynamical systems subjected to an additive noise and their deterministic limit. In this work, we will introduce a notion by which a stochastic system has something like a Markov partition for deterministic systems. For a chosen…

We consider deterministic Markov decision processes (MDPs) and apply max-plus algebra tools to approximate the value iteration algorithm by a smaller-dimensional iteration based on a representation on dictionaries of value functions. The…

We introduce a stochastic dynamics related to the measures that arise in harmonic analysis on the infinite-dimensional unitary group. Our dynamics is obtained as a limit of a sequence of natural Markov chains on Gelfand-Tsetlin graph. We…

The convergence of stochastic integrals is essential to stochastic analysis, especially in applications to mathematical finance, where they model the gains associated with a self-financing strategy. However, Fatou convergence of…

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…

This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…

We investigate the strong approximation of stochastic differential equations whose drift is square-integrable in time and Dini continuous in space, while the diffusion coefficient is non-constant and uniformly elliptic. Using a refined…

We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…

For a Dawson-Watanabe superprocess $X$ on $\mathbb{R}^d$, it is shown in Perkins (1990) that if the underlying spatial motion belongs to a certain class of L\'evy processes that admit jumps, then with probability one the closed support of…

For a Dawson-Watanabe superprocess $X$ on $\mathbb{R}^d$, it is shown in Perkins (1990) that if the underlying spatial motion belongs to a certain class of L\'evy processes that admit jumps, then with probability one the closed support of…

Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…

For the Vlasov-Poisson equation with random uncertain initial data, we prove that the Landau damping solution given by the deterministic counterpart (Caglioti and Maffei, {\it J. Stat. Phys.}, 92:301-323, 1998) depends smoothly on the…

Slow-fast dynamical systems, i.e., singularly or non-singularly perturbed dynamical systems possess slow invariant manifolds on which trajectories evolve slowly. Since the last century various methods have been developed for approximating…

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative L\'evy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which…

We review some recent developments in numerical algorithms to solve the time-dependent Maxwell equations for systems with spatially varying permittivity and permeability. We show that the Suzuki product-formula approach can be used to…

We define a class of dynamical systems by modifying a construction due to Tao, which includes certain Furstenburg limits arising from the Liouville function. Most recent progress on the Chowla conjectures and sign patterns of the Mobius and…