Related papers: Marriage and Divorce in Continuous Time
The surrogate matrix methodology delivers low-cost approximations of matrices (i.e., surrogate matrices) which are normally computed in Galerkin methods via element-scale quadrature formulas. In this paper, the methodology is applied to a…
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
A mapping of the process on a continuous configuration space to the symbolic representation of the motion on a discrete state space will be combined with an iterative aggregation and disaggregation (IAD) procedure to obtain steady state…
We introduce a generalized version of the famous Stable Marriage problem, now based on multi-modal preference lists. The central twist herein is to allow each agent to rank its potentially matching counterparts based on more than one…
Models with a discrete endogenous variable are typically underidentified when the instrument takes on too few values. This paper presents a new method that matches pairs of covariates and instruments to restore point identification in this…
We study the Reaching Stable Marriage via Divorces (DivorceSM) problem of deciding, given a Stable Marriage instance and an initial matching $M$ , whether there exists a stable matching which is reachable from $M$ by divorce operations as…
In this paper, a new approach to bivariate modeling of autoregressive conditional duration (ACD) models is proposed. Specifically, we consider the joint modeling of durations and the number of transactions made during the spell. The…
This paper proposes an efficient ADER (Arbitrary DERivatives in space and time) discontinuous Galerkin (DG) scheme to directly solve the Hamilton-Jacobi equation. Unlike multi-stage Runge-Kutta methods used in the Runge-Kutta DG (RKDG)…
The Cahn-Hilliard equation is a fundamental model for describing phase separation phenomena in binary mixtures. Traditional numerical methods, such as finite difference and finite element methods, often incur substantial computational cost,…
In this paper we propose a time discretization of a system of two parabolic equations describing diffusion-driven atom rearrangement in crystalline matter. The equations express the balances of microforces and microenergy; the two phase…
We study in this paper three variants of the high-order Discontinuous Galerkin (DG) method with Runge-Kutta (RK) time integration for the induction equation, analysing their ability to preserve the divergence free constraint of the magnetic…
We present a new model for seed banks, where direct ancestors of individuals may have lived in the near as well as the very far past. The classical Wright-Fisher model, as well as a seed bank model with bounded age distribution considered…
Achieving robust and scalable convergence for simulation of realistic power flow cases can be challenging. One specific issue relates to the disconnected solution space that is created by the use of piecewise-discontinuous models of power…
Many relevant statistical and econometric models for the analysis of longitudinal data include a latent process to account for the unobserved heterogeneity between subjects in a dynamic fashion. Such a process may be continuous (typically…
In this article we present a refined convergence analysis for a second order accurate in time, fourth order finite difference numerical scheme for the 3-D Cahn-Hilliard equation, with an improved convergence constant. A modified backward…
We use duality techniques - specifically Siegmund and Bernstein duality - as tools to analyse ergodic and recurrence properties of $[0,1]$-valued Markov processes. These dualities enable the derivation of sharp bounds on the distance to…
In 2009, Crisp, Godelle and Wiest constructed a linear-time algorithm to solve the conjugacy problem in right-angled Artin groups. This algorithm has now been implemented in Python, and the code is freely available on GitHub. This document…
We propose an advancement in cardinality estimation by augmenting autoregressive models with a traditional grid structure. The novel hybrid estimator addresses the limitations of autoregressive models by creating a smaller representation of…
The CHDG method is a hybridizable discontinuous Galerkin (HDG) finite element method suitable for the iterative solution of time-harmonic wave propagation problems. Hybrid unknowns corresponding to transmission variables are introduced at…
The paper proposes a model reduction algorithm for linear hybrid systems, i.e., hybrid systems with externally induced discrete events, with linear continuous subsystems, and linear reset maps. The model reduction algorithm is based on…