相关论文: A different perspective on the Landau-Zener dynami…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…
We consider the numerical approximation of the stochastic complex Ginzburg-Landau equation with additive noise on the one dimensional torus. The complex nature of the equation means that many of the standard approaches developed for…
In this note, we consider general growth-fragmentation equations from a probabilistic point of view. Using Foster-Lyapunov techniques, we study the recurrence of the associated Markov process depending on the growth and fragmentation rates.…
A second order accurate numerical scheme is proposed and implemented for the Landau-Lifshitz-Gilbert equation, which models magnetization dynamics in ferromagnetic materials, with large damping parameters. The main advantages of this method…
We derive the spatially homogeneous Landau equation for Maxwellian molecules from a natural stochastic interacting particle system. More precisely, we control the relative entropy between the joint law of the particle system and the…
In this paper, we are dealing with the approximation of the process (Y,Z) solution to the backward doubly stochastic differential equation with the forward process X . After proving the L2-regularity of Z, we use the Euler scheme to…
Explicit and exact results are obtained for the joint queue-length distribution for the two-level non-preemptive Markovian priority queue. Marginal distributions are derived for the general multi-level problem. The results are based on a…
Mean-field integro-differential equations are studied in an abstract framework, through couplings of the corresponding stochastic processes. In the perturbative regime, the equation is proven to admit a unique equilibrium, toward which the…
We provide a general framework for dual representations of Laplace transforms of Markov processes. Such representations state that the Laplace transform of a finite-dimensional distribution of a Markov process can be expressed in terms of a…
In this paper we consider approximations of Neumann problems for the integral fractional Laplacian by continuous, piecewise linear finite elements. We analyze the weak formulation of such problems, including their well-posedness and…
We consider a system of N particles interacting via a short-range smooth potential, in a intermediate regime between the weak-coupling and the low-density. We provide a rigorous derivation of the Linear Landau equation from this particle…
Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…
We propose new methods designed to numerically approximate the solution to the time dependent Schr{\"o}dinger equation, based on two types of ansatz: tensors, and approximation by a linear combination of gaussian wave packets. In both…
The Landau problem is discussed in two similar but still different non-commutative frameworks. The ``standard'' one, where the coupling to the gauge field is achieved using Poisson brackets, yields all Landau levels. The ``exotic''…
Multistate generalizations of Landau-Zener model are studied by summing entire series of perturbation theory. A new technique for analysis of the series is developed. Analytical expressions for probabilities of survival at the diabatic…
We discuss a technique for solving the Landau-Zener (LZ) problem of finding the probability of excitation in a two-level system. The idea of time reversal for the Schrodinger equation is employed to obtain the state reached at the final…
This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…
This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that can accelerate the search for an optimal policy by…
This paper mainly addresses the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable. Through an ingenious approximation mechanism, one transforms the maximization problem into a sequence of minimization problems, which…