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Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term

Publications associées (44)

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Markov chains with discontinuous drifts have differential inclusion limits

Nicolas Gabriel Gast

In this paper, we study deterministic limits of Markov processes having discontinuous drifts. While most results assume that the limiting dynamics is continuous, we show that these conditions are not necessary to prove convergence to a deterministic system ...

Elsevier2012

Passing to the limit in maximal slope curves: from a regularized Perona–Malik equation to the total variation flow

Maria Colombo

We prove that solutions of a mildly regularized Perona–Malik equation converge, in a slow time scale, to solutions of the total variation flow. The convergence result is global-in-time, and holds true in any space dimension. The proof is based on the gener ...

2012

Affine Variance Swap Curve Models

Damir Filipovic

This paper provides a brief overview of the stochastic modeling of variance swap curves. Focus is on affine factor models. We propose a novel drift parametrization which assures that the components of the state process can be matched with any pre-specified ...

2012

Stochastic integrals for spde's: A comparison

Robert Dalang

We present the Walsh theory of stochastic integrals with respect to martingale measures, and various extensions of this theory, alongside of the Da Prato and Zabczyk theory of stochastic integrals with respect to Hilbert-space-valued Wiener processes, and ...

Elsevier2011

A self-learning algorithm for biased molecular dynamics

Michele Ceriotti, Gareth Aneurin Tribello, Michele Parrinello

A new self-learning algorithm for accelerated dynamics, reconnaissance metadynamics, is proposed that is able to work with a very large number of collective coordinates. Acceleration of the dynamics is achieved by constructing a bias potential in terms of ...

National Academy of Sciences2010

Macroscopic stability for nonfinite range kernels

Thomas Mountford

We extend the strong macroscopic stability introduced in Bramson and Mountford [Ann. Probab. 30 (2002) 1082-1130] for one-dimensional asymmetric exclusion processes with finite range to a large class of one-dimensional conservative attractive models (inclu ...

2010

Efficient RCS estimation of 2-dimensional cylinder with random holes

Jan Sickmann Hesthaven, Shuai Liu

In this paper, we propose an efficient method to estimate the radar cross section (RCS) mean and variance of a 2-D cylinder with random holes. This model has been applied extensively in microwave engineering, e.g., frequency selective surface (FSS). Firstl ...

2009

Dynamics and Control of 2D SpiderCrane: A Lie-Bäcklund Approach

Dominique Bonvin, Philippe Müllhaupt

In this paper we present modeling and control of a multicable suspended mechanism called the ‘2D SpiderCrane’. The use of cables, and thus avoiding conventional heavy components, makes such a mechanism suitable for working at high transfer speeds. The init ...

2009

Fast Adaptive Uniformization for the Chemical Master Equation

Maria-Emanuela-Canini Mateescu, Verena Wolf

Within systems biology there is an increasing interest in the stochastic behavior of biochemical reaction networks. An appropriate stochastic description is provided by the chemical master equation, which represents a continuous-time Markov chain (CTMC). S ...

Ieee Computer Soc Press, Customer Service Center, Po Box 3014, 10662 Los Vaqueros Circle, Los Alamitos, Ca 90720-1264 Usa2009

Real-time compensation of hysteresis in piezoelectric-stack actuator tracking a stochastic reference

Denis Gillet, Philippe Müllhaupt, Yvan Michellod

This paper presents a convenient way to invert the classical Preisach model to compensate the hysteresis of a piezoelectric stack actuator in real-time. The advantage of the proposed method lies in the possibility to track a stochastic signal and compensat ...

2008