Related papers: Marriage and Divorce in Continuous Time
In this paper we consider a dynamic Erd\H{o}s-R\'enyi graph in which edges, according to an alternating renewal process, change from present to absent and vice versa. The objective is to estimate the on- and off-time distributions while…
The Stable Marriage Problem is to find a one-to-one matching for two equally sized sets of agents. Due to its widespread applications in the real world, especially the unique importance to the centralized match maker, a very large number of…
This paper introduces a time-domain combined field integral equation for electromagnetic scattering by a perfect electric conductor. The new equation is obtained by leveraging the quasi-Helmholtz projectors, which separate both the unknown…
In the stable marriage problem N men and N women have to be matched by pairs under the constraint that the resulting matching is stable. We study the statistical properties of stable matchings in the large N limit using both numerical and…
A linear algebraic method named the shifted conjugate-orthogonal-conjugate-gradient method is introduced for large-scale electronic structure calculation. The method gives an iterative solver algorithm of the Green's function and the…
In this paper, we reveal a general relationship between model simplification and irreversibility based on the model of continuous-time Markov chains with time-scale separation. According to the topological structure of the fast process, we…
We study two families of QBD processes with linear rates: (A) the multiserver retrial queue and its easier relative; and (B) the multiserver M/M/infinity Markov modulated queue. The linear rates imply that the stationary probabilities…
This paper proposes a novel model of financial prices where: (i) prices are discrete; (ii) prices change in continuous time; (iii) a high proportion of price changes are reversed in a fraction of a second. Our model is analytically…
We propose a unified, yet simple to code, non-conjugate variational Bayes algorithm for posterior approximation of generic Bayesian generalized mixed effect models. Specifically, we consider regression models identified by a linear…
We consider the problem of finding \textit{semi-matching} in bipartite graphs which is also extensively studied under various names in the scheduling literature. We give faster algorithms for both weighted and unweighted case. For the…
In this work, we consider a time-fractional Allen-Cahn equation, where the conventional first order time derivative is replaced by a Caputo fractional derivative with order $\alpha\in(0,1)$. First, the well-posedness and (limited) smoothing…
The Cahn-Hilliard equation is related with a number of interesting physical phenomena like the spinodal decomposition, phase separation and phase ordering dynamics. On the other hand this equation is very stiff an the difficulty to solve it…
In this article, we prove the cutoff phenomenon for a general class of the discrete-time nonlinear recombination models. This system models the evolution of a probability measure on a finite product space $S^n$ representing the state of…
Graphical continuous Lyapunov models offer a new perspective on modeling causally interpretable dependence structure in multivariate data by treating each independent observation as a one-time cross-sectional snapshot of a temporal process.…
Countably infinite systems of linear ODEs arise as forward equations for many continuous-time Markov processes. The standard recipe -- truncate to a finite cap N and exponentiate -- pays cubic cost in N and a time-growing boundary-feedback…
Anderson Acceleration (AA) is a method to accelerate the convergence of fixed point iterations for nonlinear, algebraic systems of equations. Due to the requirement of solving a least squares problem at each iteration and a reliance on…
This paper focuses on the efficient numerical algorithms of a three-field Biot's consolidation model. The approach begins with the introduction of innovative monolithic and global-in-time iterative decoupled algorithms, which incorporate…
In this paper, existence of generalized solutions to a thermodynamically consistent Navier--Stokes--Cahn--Hilliard model introduced in [18] is proven in any space dimension. The generalized solvability concepts are measure-valued and…
The analytical tractability of affine (short rate) models, such as the Vasicek and the Cox-Ingersoll-Ross models, has made them a popular choice for modelling the dynamics of interest rates. However, in order to account properly for the…
We present a method to study phase transitions in the large N limit of matrix models using matched solutions of Whitham hierarchies. The endpoints of the eigenvalue spectrum as functions of the temperature are characterized both as…