Related papers: The asymmetric exclusion model with sequential upd…
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
We present a distributed asynchronous algorithm for approximating a single component of the solution to a system of linear equations $Ax = b$, where $A$ is a positive definite real matrix, and $b \in \mathbb{R}^n$. This is equivalent to…
We consider a one-dimensional continuous time random walk with transition rates depending on an underlying autonomous simple symmetric exclusion process starting out of equilibrium. This model represents an example of a random walk in a…
Introduced in the late 1960's, the asymmetric exclusion process (ASEP) is an important model from statistical mechanics which describes a system of interacting particles hopping left and right on a one-dimensional lattice of n sites with…
A new algorithm for solving the solution of the linear-quadratic optimization problem (LQP) with unseparated boundary conditions in the continuous case is given. Using the properties of symmetry of the corresponding Hamiltonian matrix, the…
We study a generalized two-species model on a ring. The original model [1] describes ordinary particles hopping exclusively in one direction in the presence of an impurity. The impurity hops with a rate different from that of ordinary…
We consider a multi-species generalization of the totally asymmetric simple exclusion process (TASEP) with the simple hopping rule: for x and yth-class particles (x<y), the transition xy -> yx occurs with a rate independent from the values…
We examine a class of stochastic differential inclusions involving multiscale effects designed to solve a class of generalized variational inequalities. This class of problems contains constrained convex non-smooth optimization problems,…
In this paper, we consider a model with tumor microenvironment involving nutrient density, extracellular matrix and matrix-degrading enzymes, which satisfy a coupled system of PDEs with a free boundary. For this coupled parabolic-hyperbolic…
Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…
We study a one-dimensional anisotropic exclusion model describing particles moving deterministically on a ring with a single defect across which they move with probability 0 < q < 1. We show that the stationary state of this model can be…
We study a one-parameter generalization of the symmetric simple exclusion process on a one dimensional lattice. In addition to the usual dynamics (where particles can hop with equal rates to the left or to the right with an exclusion…
This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…
We introduce and discuss two nonlinear perturbed extensions of the Cucker-Smale model with asymmetric coupling weights. The first model assumes a finite collection of autonomous agents aiming to perform a consensus process in the presence…
We study a one-dimensional totally asymmetric simple exclusion process with one special site from which particles fly to any empty site (not just to the neighboring site). The system attains a non-trivial stationary state with density…
We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…
Uncertainty is unavoidable in modeling dynamical systems and it may be represented mathematically by differential inclusions. In the past, we proposed an algorithm to compute validated solutions of differential inclusions; here we provide…
The totally asymmetric simple exclusion process (TASEP) is a paradigmatic lattice model for one-dimensional particle transport subject to excluded-volume interactions. Solving the inhomogeneous TASEP in which particles' hopping rates vary…
The paper derives analytical expressions for the asymptotic average updating direction of the adaptive moment generation (ADAM) algorithm when applied to recursive identification of nonlinear systems. It is proved that the standard…
The class of locally stationary processes assumes that there is a time-varying spectral representation, that is, the existence of finite second moment. We propose the $\alpha$-stable locally stationary process by modifying the innovations…