相关论文: A Trotter-type approach to infinite rate mutually …

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…

We consider the discrete-time Schr\"odinger bridge problem on a finite state space. Although it has been known that the Iterative Markovian Fitting (IMF) algorithm converges in Kullback-Leibler divergence to the ground truth solution, the…

As first proposed for the adiabatic quantum information processing by Wu, Byrd and Lidar [ Phys. Rev. Lett. 89, 057904 (2002)], the Trotterization technique is a very useful tool for universal quantum computing, and in particular, the…

We introduce a class of continuous-state branching processes with immigration, predation and competition, which can be viewed as a combination of the classical Lotka-Volterra model and continuous-state branching processes with competition…

We study the high temperature phase of a family of typed branching diffusions initially studied in [Ast\'{e}risque 236 (1996) 133--154] and [Lecture Notes in Math. 1729 (2000) 239--256 Springer, Berlin]. The primary aim is to establish some…

When simulating the dynamics of open quantum systems with quantum computers, it is essential to accurately approximate the system's behaviour while preserving the physicality of its evolution. Traditionally, for Markovian open quantum…

We formulate a dynamical model for microtubules interacting with a catastrophe-inducing boundary. In this model microtubules are either waiting to be nucleated, actively growing or shrinking, or stalled at the boundary. We first determine…

This paper studies the properties of the Multiply Iterated Poisson Process (MIPP), a stochastic process constructed by repeatedly time-changing a Poisson process, and its applications in ruin theory. Like standard Poisson processes, MIPPs…

We consider an individual-based spatially structured population for Darwinian evolution in an asexual population. The individuals move randomly on a bounded continuous space according to a reflected brownian motion. The dynamics involves…

In this paper, we present the Inter-Battery Topic Model (IBTM). Our approach extends traditional topic models by learning a factorized latent variable representation. The structured representation leads to a model that marries benefits…

We consider a broad class of continuous-time two-type population size-dependent Markov Branching Processes. The offspring distribution can depend on the current (alive) and total (dead and alive) populations. Using stochastic approximation…

Two-stage stochastic programs become computationally challenging when the number of scenarios representing parameter uncertainties grows. Motivated by this, we propose the TULIP-algorithm ("Two-step warm start method Used for solving…

Recently in Barczy, Li and Pap (2015), the notion of a multi-type continuous-state branching process (with immigration) having d-types was introduced as a solution to an d-dimensional vector- valued SDE. Preceding that, work on affine…

We develop an inertial coupling method for modeling the dynamics of point-like 'blob' particles immersed in an incompressible fluid, generalizing previous work for compressible fluids. The coupling consistently includes excess (positive or…

We study a variation of the Trotter-Suzuki decomposition, in which a Hamiltonian exponential is approximated by an ordered product of two-qubit operator exponentials such that the Trotter step size is enhanced for a small number of terms.…

It is a crucial challenge to reconstruct population dynamics using unlabeled samples from distributions at coarse time intervals. Recent approaches such as flow-based models or Schr\"odinger Bridge (SB) models have demonstrated appealing…

Understanding how stochastic and non-linear deterministic processes interact is a major challenge in population dynamics theory. After a short review, we introduce a stochastic individual-centered particle model to describe the evolution in…

We study nucleation dynamics of Ising model in a topology that consists of two coupled random networks, thereby mimicking the modular structure observed in real-world networks. By introducing a variant of a recently developed forward flux…

The Integrate-and-Fire model is a Fokker-Planck equation arising in neuroscience. It describes the evolution of the probability density of the neuronal membrane potential and fitting has shown that the inclusion of a em superlinear drift…

Consider a population of infinitesimally small frogs on the real line. Initially the frogs on the positive half-line are dormant while those on the negative half-line are awake and move according to the heat flow. At the interface, the…