Related papers: Explicit formulae for stochastic equilibria
Starting from the definition of a stiffness matrix, the authors present a new formulation of the Cartesian stiffness matrix of parallel mechanisms. The proposed formulation is more general than any other stiffness matrix found in the…
Generalized eigenvalue problems involving a singular pencil are very challenging to solve, both with respect to accuracy and efficiency. The existing package Guptri is very elegant but may sometimes be time-demanding, even for small and…
We describe a technique for solving the combined collisionless Boltzmann and Poisson equations in a discretised, or lattice, phase space. The time and the positions and velocities of `particles' take on integer values, and the forces are…
We present a finite-order system of recurrence relations for a permanent of circulant matrices containing a band of k any-value diagonals on top of a uniform matrix (for k = 1, 2, and 3) as well as the method for deriving such recurrence…
The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic positive $n \times n$ matrix $S(A)$, called the \emph{Sinkhorn limit} of $A$. Exact formulae for the Sinkhorn…
This paper studies stochastic games on large graphs and their graphon limits. We propose a new formulation of graphon games based on a single typical player's label-state distribution. In contrast, other recently proposed models of graphon…
Exact analytic expression is derived for the matrix elements of the Coulomb interaction in two dimensions in the form of a closed finite sum expression. The orthonormal complete set of eigenfunctions of the harmonic oscillator is used as…
Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…
Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…
Zero-sum mean payoff games can be studied by means of a nonlinear spectral problem. When the state space is finite, the latter consists in finding an eigenpair $(u,\lambda)$ solution of $T(u)=\lambda \mathbf{1} + u$ where $T:\mathbb{R}^n…
The condition number of a diagonally scaled matrix, for appropriately chosen scaling matrices, is often less than that of the original. Equilibration scales a matrix so that the scaled matrix's row and column norms are equal. Scaling can be…
We derive simplified formulas for analyzing the stability of stochastic parametrically forced linear systems. This extends the results in [T. Blass and L.A. Romero, SIAM J. Control Optim. 51(2):1099--1127, 2013] where, assuming the…
A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…
This paper establishes several new facts on generalized polyhedral convex sets and shows how they can be used in vector optimization. Among other things, a scalarization formula for the efficient solution sets of generalized vector…
The purpose of this paper is to present a universal approach to the study of controllability/observability problems for infinite dimensional systems governed by some stochastic/deterministic partial differential equations. The crucial…
Ecosystems with a large number of species are often modelled as Lotka-Volterra dynamical systems built around a large random interaction matrix. Under some known conditions, a global equilibrium exists and is unique. In this article, we…
We present a method to perform stability analysis of nonequilibrium fixed points appearing in self-consistent electron transport calculations. The nonequilibrium fixed points are given by the self-consistent solution of stationary,…
We are concerned with optimization in a broad sense through the lens of solving variational inequalities (VIs) -- a class of problems that are so general that they cover as particular cases minimization of functions, saddle-point (minimax)…
We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…
An analytical formula for the occurence probability of Markovian stochastic paths with repeatedly visited and/or equal departure rates is derived. This formula is essential for an efficient investigation of the trajectories belonging to…