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In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…

Statistical Mechanics · Physics 2024-08-09 Jérémy O'Byrne , Michael E. Cates

Surface hopping algorithms are popular tools to study dynamics of the quantum-classical mixed systems. In this paper, we propose a surface hopping algorithm in diabatic representations, based on time dependent perturbation theory and…

Numerical Analysis · Mathematics 2022-10-19 Di Fang , Jianfeng Lu

The method, proposed in the given work, allows the application of well developed standard methods used in quantum mechanics for approximate solution of the systems of ordinary linear differential equations with periodical coefficients.

Mathematical Physics · Physics 2007-05-23 A. G. Kvirikadze , M. D. Zviadadze , T. V. Tavdgiridze , I. G. Tavelidze

The objective of this paper is to study the filtering problem for a system of partially observable processes $(X, Y)$, where $X$ is a non-Markovian pure-jump process representing the signal and $Y$ is a general jump-diffusion which provides…

Probability · Mathematics 2022-06-02 Elena Bandini , Alessandro Calvia , Katia Colaneri

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller

This paper presents a dissipativeness analysis of a quadrature method of moments (called HyQMOM) for the one-dimensional BGK equation. The method has exhibited its good performance in numerous applications. However, its mathematical…

Numerical Analysis · Mathematics 2024-06-21 Ruixi Zhang , Yihong Chen , Qian Huang , Wen-An Yong

In this paper, we generalize the Picard-Fuchs equation method to study the bifurcation of limit cycles of perturbed differential systems with two switching lines. We obtain the detailed expression of the corresponding first order Melnikov…

Dynamical Systems · Mathematics 2018-10-09 Jihua Yang

Markov-modulated Brownian motion is a popular tool to model continuous-time phenomena in a stochastic context. The main quantity of interest is the invariant density, which satisfies a differential equation associated with the quadratic…

Probability · Mathematics 2016-05-06 Giang T. Nguyen , Federico Poloni

We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…

Combinatorics · Mathematics 2018-08-28 C. Y. Amy Pang

We introduce new machine-learning techniques for analyzing chaotic dynamical systems. The primary objectives of the study include the development of a new and simple method for calculating the Lyapunov exponent using only two trajectory…

Chaotic Dynamics · Physics 2024-08-06 Lazare Osmanov

We present an algorithm that can efficiently compute a broad class of inferences for discrete-time imprecise Markov chains, a generalised type of Markov chains that allows one to take into account partially specified probabilities and other…

Probability · Mathematics 2019-07-02 Natan T'Joens , Thomas Krak , Jasper De Bock , Gert de Cooman

This work deals with a parametric linear interpolation between an autonomous FitzHugh-Nagumo model and a nonautonomous skewed-problem with the same fundamental structure. This paradigmatic example allows to construct a family of…

Dynamical Systems · Mathematics 2024-08-23 Iacopo P. Longo , Elena Queirolo , Christian Kuehn

We study phase transitions for the topological pressure of geometric potentials of transitive sets. The sets considered are partially hyperbolic having a step skew product dynamics over a horseshoe with one-dimensional fibers corresponding…

Dynamical Systems · Mathematics 2015-06-15 L. J. Díaz , K. Gelfert , M. Rams

We study the diffusive motion of a test particle in a two-dimensional comb structure consisting of a main backbone channel with continuously distributed side branches, in the presence of stochastic Markovian resetting to the initial…

Statistical Mechanics · Physics 2021-05-19 R. K. Singh , T. Sandev , A. Iomin , R. Metzler

This paper is a brief review of classical and quantum transport phenomena, as well as related spectral properties, exhibited by one-dimensional periodically kicked systems. Two representative and fundamentally different classes of systems…

Chaotic Dynamics · Physics 2014-05-15 Itzhack Dana

We propose the $K$-selective percolation process as a model for the iterative removals of nodes with the specific intermediate degree in complex networks. In the model, a random node with degree $K$ is deactivated one by one until no more…

Disordered Systems and Neural Networks · Physics 2022-02-14 Jung-Ho Kim , K. -I. Goh

In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…

Classical Analysis and ODEs · Mathematics 2021-06-02 Benoît Kloeckner

In this paper, we propose a novel stochastic process that serves as a natural discrete-time counterpart to the continuous-time model known as the ``Poisson hyperbolic staircase'' proposed by Levikson et al. (1999), and clarify its…

Probability · Mathematics 2026-04-27 Naohiro Yoshida

We study a certain polytope arising from embedding the Hamiltonian cycle problem in a discounted Markov decision process. The Hamiltonian cycle problem can be reduced to finding particular extreme points of a certain polytope associated…

Combinatorics · Mathematics 2019-12-02 Ali Eshragh , Jerzy A. Filar , Thomas Kalinowski , Sogol Mohammadian

This article proposes a highly accurate and conservative method for hyperbolic systems using the finite volume approach. This innovative scheme constructs the intermediate states at the interfaces of the control volumes using the method of…

Numerical Analysis · Mathematics 2023-11-23 Wassim Aboussi , Moussa Ziggaf , Imad Kissami , Mohamed Boubekeur
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