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Deterministic and stochastic perturbations of area preserving flows on a two-dimensional torus
Averaging Markov Process Hamiltonian Flow Gluing Conditions Diffusion on a Graph
2015/9/28
We study deterministic and stochastic perturbations of incompressible flows on a two-dimensional torus. Even in the case of purely deterministic perturbations, the long-time behavior of such ...
Numerical methods for the exit time of a piecewise-deterministic Markov process
exit time piecewise deterministic Markov processes quantization
2011/1/21
We present a numerical method to compute the survival function and the moments of the exit time for a piecewise-deterministic Markov process (PDMP).