相关论文: A different perspective on the Landau-Zener dynami…

A penalized maximum likelihood estimation approach is proposed for discrete-time hidden Markov models where covariates affect the observed responses and serial dependence is considered. The proposed penalized maximum likelihood method…

We study approximations of evolving probability measures by an interacting particle system. The particle system dynamics is a combination of independent Markov chain moves and importance sampling/resampling steps. Under global regularity…

In two phase materials, each phase having a non-local response in time, it has been found that for some driving fields the response somehow untangles at specific times, and allows one to directly infer useful information about the geometry…

In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…

A classical problem for Markov chains is determining their stationary (or steady-state) distribution. This problem has an equally classical solution based on eigenvectors and linear equation systems. However, this approach does not scale to…

A conjecture connecting Lyapunov exponents of coupled map lattices and the node theorem is presented. It is based on the analogy between the linear stability analysis of extended chaotic states and the Schr\"odinger problem for a particle…

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…

We consider a linear partial integro-differential equation that arises in the modeling of various physical and biological processes. We study the problem in a spatial periodic domain. We analyze numerical stability and numerical convergence…

We propose a simple ansatz that allows to generate new exactly solvable multi-state Landau-Zener models. It is based on a system of two decoupled two-level atoms whose levels vary with time and cross at some moments. Then we consider…

The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…

While convergence of polynomial chaos approximation for linear equations is relatively well understood, a lot less is known for non-linear equations. The paper investigates this convergence for a particular equation with quadratic…

We propose an unconditionally convergent linear finite element scheme for the stochastic Landau--Lifshitz--Gilbert (LLG) equation with multi-dimensional noise. By using the Doss-Sussmann technique, we first transform the stochastic LLG…

In this paper, for solving inconsistent matrix equations we propose a dual-space residual-based randomized extended Kaczmarz method and its version with Nesterov momentum. Without the full column rank assumptions on coefficient matrices, we…

We identify a nontrivial multistate Landau-Zener model for which transition probabilities between any pair of diabatic states can be determined analytically and exactly. In the semiclassical picture, this model features the possibility of…

In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is a unnormalized probability density function of the filter…

In this paper, we consider the problem of designing an asymptotic observer for a nonlin-ear dynamical system in discrete-time following Luenberger's original idea. This approach is a two-step design procedure. In a first step, the problem…

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

We consider the nonlinear Schr{\"o}dinger-Langevin equation for both signs of the logarithmic nonlinearity. We explicitly compute the dynamics of Gaussian solutions for large times, which is obtained through the study of a particular…

The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…

We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…