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Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretized in time using continuous collocation methods. For such discretizations, we give sufficient conditions for existence and uniqueness…
We study fixation probabilities for the Moran stochastic process for the evolution of a population with three or more types of individuals and frequency-dependent fitnesses. Contrarily to the case of populations with two types of…
We consider the problem of computing the set of initial states of a dynamical system such that there exists a control strategy to ensure that the trajectories satisfy a temporal logic specification with probability 1 (almost-surely). We…
We work in the setting of the progressive enlargement $\mathbb G$ of a reference filtration $\mathbb F$ through the observation of a random time $\tau$. We study an integral representation property for some classes of $\mathbb…
This paper presents finite-time and fixed-time stabilization results for inhomogeneous abstract evolution problems, extending existing theories. We prove well-posedness for strong and weak solutions, and estimate upper bounds for settling…
This paper deals with the design of discrete-time algorithms for the robust filtering differentiator. Two discrete-time realizations of the filtering differentiator are introduced. The first one, which is based on an exact discretization of…
Under the effect of strong genetic drift, it is highly probable to observe gene fixation or gene loss in a population, shown by infinite peaks on a coherently constructed potential energy landscape. It is then important to ask what such…
Wright-Fisher diffusions and their dual ancestral graphs occupy a central role in the study of allele frequency change and genealogical structure, and they provide expressions, explicit in some special cases but generally implicit, for the…
We consider an affine process $X$ which is only observed up to an additive white noise, and we ask for its law, for some time $t > 0 $, conditional on all observations up to this time $ t $. This is a general, possibly high dimensional…
This paper is devoted to discussing the weighted linear tensor product problems in the worst case setting. We consider algorithms that use finitely many evaluations of arbitrary continuous linear functionals. We investigate exponential $(s,…
Presented here is the explicit solution to the continuous time approximation of the Albert-Barab\'asi scale-free network model at any time t. The solution is found by recursively solving the differential equations via integrating factors,…
In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a…
This article studies the solutions of time-dependent differential inclusions which is motivated by their utility in the modeling of certain physical systems. The differential inclusion is described by a time-dependent set-valued mapping…
In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…
This paper is concerned with exploring the microscopic basis for the discrete versions of the standard replicator equation and the adjusted replicator equation. To this end, we introduce frequency-dependent selection -- as a result of…
This paper is devoted to the analysis of the problem of stabilization of fractional (in time) partial differential equations. We consider the following equation $$ \partial^{\alpha,\eta}_{t} u(t)=\mathcal{A}u(t)-\frac{\eta}{\Gamma…
Matrix evolution equations occur in many applications, such as dynamical Lyapunov/Sylvester systems or Riccati equations in optimization and stochastic control, machine learning or data assimilation. In many such problems, the dominant…
We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…
Given any finite or countable collection of real numbers $T_j,j\in J$, we find all solutions $F$ to the stochastic fixed point equation \[W\stackrel{\mathrm {d}}{=}\inf_{j\in J}T_jW_j,\] where $W$ and the $W_j,j\in J$, are independent…
We describe a resolvent-type method for estimating time integrals of time-dependent functionals of general right processes in equilibrium and apply this result in the case of weakly asymmetric one-dimensional simple exclusion showing a weak…