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Hybrid inverse problems are based on the interplay of two types of waves, in order to allow for imaging with both high resolution and high contrast. The inversion procedure often consists of two steps: first, internal measurements involving…

Analysis of PDEs · Mathematics 2022-10-14 Giovanni S. Alberti

We prove asymptotic behaviour of transition density for a large class of spectrally one-sided L\'evy processes of unbounded variation satisfying mild condition imposed on the second derivative of the Laplace exponent, or equivalently, on…

Probability · Mathematics 2020-07-01 Łukasz Leżaj

We investigate the statistical properties of fluctuations in active systems that are governed by non-symmetric responses. Both an underdamped Langevin system with an odd resistance tensor and an overdamped Langevin system with an odd…

Soft Condensed Matter · Physics 2022-09-13 Kento Yasuda , Kenta Ishimoto , Akira Kobayashi , Li-Shing Lin , Isamu Sou , Yuto Hosaka , Shigeyuki Komura

Absorbing boundaries are frequently employed in real-time propagation of the Schr\"odinger equation to remove spurious reflections and efficiently emulate outgoing boundary conditions. These conditions are a fundamental ingredient for an…

Computational Physics · Physics 2015-02-09 Umberto De Giovannini , Ask Hjorth Larsen , Angel Rubio

A relationship between two sided discounted singular control problems and Dynkin games is established for real valued L\'evy processes. In addition, the solution of a two-sided ergodic singular control problem is obtained as the limit of…

Probability · Mathematics 2025-07-25 Ernesto Mordecki , Facundo Oliú

An obvious way to simulate a L\'evy process $X$ is to sample its increments over time $1/n$, thus constructing an approximating random walk $X^{(n)}$. This paper considers the error of such approximation after the two-sided reflection map…

Probability · Mathematics 2018-01-04 Søren Asmussen , Jevgenijs Ivanovs

Obtaining coarse-grained models that accurately incorporate finite-size effects is an important open challenge in the study of complex, multi-scale systems. We apply Langevin regression, a recently developed method for finding stochastic…

Adaptation and Self-Organizing Systems · Physics 2021-10-12 Jordan Snyder , Jared L. Callaham , Steven L. Brunton , J. Nathan Kutz

We study the problem of existence and uniqueness of solutions of backward stochastic differential equations with two reflecting irregular barriers, $L^p$ data and generators satisfying weak integrability conditions. We deal with equations…

Probability · Mathematics 2016-11-04 Tomasz Klimsiak

In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic…

Analysis of PDEs · Mathematics 2018-05-03 Niklas L. P. Lundström , Thomas Önskog

Linear response theory is a fundamental framework studying the macroscopic response of a physical system to an external perturbation. This paper focuses on the rigorous mathematical justification of linear response theory for Langevin…

Analysis of PDEs · Mathematics 2024-08-27 Yuan Gao , Jian-Guo Liu , Zibu Liu

By constructing a suitable coupling by change of measures, the asymptotic log- Harnack inequality is established for a class of degenerate SPDEs with reflection. This inequality implies the asymptotic heat kernel estimate, the uniqueness of…

Probability · Mathematics 2026-03-04 Qi Li , Feng-Yu Wang , Tusheng Zhang

Stochastic flows generated by reflected SDEs in a half-plane with an additive diffusion term are considered. A derivative in the initial data is represented a.s. as an infinite product of matrices. We use this representation and construct…

Probability · Mathematics 2012-12-21 Andrey Pilipenko

We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…

Machine Learning · Statistics 2016-12-21 Botond Cseke , David Schnoerr , Manfred Opper , Guido Sanguinetti

The Complex Langevin (CL) method sometimes shows convergence to the wrong limit, even though the Schwinger-Dyson Equations (SDE) are fulfilled. We analyze this problem in a more general context for the case of one complex variable. We prove…

Mathematical Physics · Physics 2018-12-17 Lorenzo Luis Salcedo , Erhard Seiler

In the context of non-convex optimization, we let the temperature of a Langevin diffusion to depend on the diffusion's own density function. The rationale is that the induced density captures to some extent the landscape imposed by the…

Optimization and Control · Mathematics 2025-08-22 Yu-Jui Huang , Zachariah Malik

In this paper, we study a kind of constrained backward stochastic differential equations (BSDEs) such that the nonlinear expectation of the composition of a loss function and the solution remains above zero. The existence and uniqueness…

Probability · Mathematics 2025-11-24 Hanwu Li

In this paper, we study a class of multi-dimensional reflected backward stochastic differential equations when the noise is driven by a Brownian motion and an independent Poisson point process, and when the solution is forced to stay in a…

Probability · Mathematics 2015-01-26 Imade Fakhouri , Youssef Ouknine , Yong Ren

We study the asymmetric one-dimensional telegraph process in the bounded domain. Lower boundary is absorbing and upper boundary is reflecting with delay. Point stays in the upper boundary until switch of regime occurs. We obtain the…

Probability · Mathematics 2015-09-24 Igor G. Pospelov , Stanislav A. Radionov

In this paper we solve real-valued rough differential equations (RDEs) reflected on an irregular boundary. The solution $Y$ is constructed as the limit of a sequence $(Y^n)_{n\in\mathbb{N}}$ of solutions to RDEs with unbounded drifts…

Probability · Mathematics 2020-08-28 Alexandre Richard , Etienne Tanré , Soledad Torres

We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…

Probability · Mathematics 2024-09-30 Jules Flin , Sandro Franceschi