Related papers: Efficiency of discrete-time ratchets
It is often desirable to reduce the dimensionality of a large dataset by projecting it onto a low-dimensional subspace. Matrix sketching has emerged as a powerful technique for performing such dimensionality reduction very efficiently. Even…
Application of discrete-time survival methods for continuous-time survival prediction is considered. For this purpose, a scheme for discretization of continuous-time data is proposed by considering the quantiles of the estimated event-time…
This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…
In this paper, we investigate a deep learning method for predicting path-dependent processes based on discretely observed historical information. This method is implemented by considering the prediction as a nonparametric regression and…
That there exist two losing games that can be combined, either by random mixture or by nonrandom alternation, to form a winning game is known as Parrondo's paradox. We establish a strong law of large numbers and a central limit theorem for…
We compare the relation between dispersion and dissipation for two random variables that can be used to characterize the precision of a Brownian clock. The first random variable is the current between states. In this case, a certain…
Parrondo games are coin flipping games with the surprising property that alternating plays of two losing games can produce a winning game. We show that this phenomenon can be modelled by probabilistic lattice gas automata. Furthermore,…
We introduce and study a notion of directional Pareto minimality with respect to a set that generalizes the classical concept of Pareto efficiency. Then we give separate necessary and sufficient conditions for the newly introduced…
We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…
In 1966, Edward Nelson presented an interesting derivation of the Schrodinger equation using Brownian motion. Recently, this derivation is linked to the theory of optimal transport, which shows that the Schrodinger equation is a Hamiltonian…
A quenched large deviation principle for Brownian motion in a non-negative, stationary potential is proved. A sufficient moment condition on the potential is given but unlike the results of Armstrong and Tran (2014) no regularity is…
We develop new techniques for rounding packing integer programs using iterative randomized rounding. It is based on a novel application of multidimensional Brownian motion in $\mathbb{R}^n$. Let $\overset{\sim}{x} \in {[0,1]}^n$ be a…
In this paper we discuss the dynamics and transport properties of a massive particle, in a time dependent periodic potential of the ratchet type, with a dissipative environment. The directional currents and characteristics of the motion are…
We consider an experimentally relevant model of a geometric ratchet in which particles undergo drift and diffusive motion in a two-dimensional periodic array of obstacles, and which is used for the continuous separation of particles subject…
A class of algorithms in discrete space and continuous time for Brownian first passage time estimation is considered. A simple algorithm is derived that yields exact mean first passage times (MFPT) for linear potentials in one dimension,…
We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…
In this paper, we will present advanced discretization methods for solving retarded potential integral equations. We employ a $C^{\infty}$-partition of unity method in time and a conventional boundary element method for the spatial…
Parrondo's paradox occurs in sequences of games in which a winning expectation value of a payoff may be obtained by playing two games in a random order, even though each game in the sequence may be lost when played individually.Several…
In this paper, a new variant of Round Robin (RR) algorithm is proposed which is suitable for soft real time systems. RR algorithm performs optimally in timeshared systems, but it is not suitable for soft real time systems. Because it gives…
We study the mean velocity and diffusion constant in three related models of molecular Brownian ratchets. Brownian ratchets can be used to describe translocation of biopolymers like DNA through nanopores in cells in the presence of…