Exponential Convergence of Multi-Dimensional Stochastic Mechanical Systems with Switching

A. Veretennikov; Anulova S.; Shcherbakov P.

Publications

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Exponential Convergence of Multi-Dimensional Stochastic Mechanical Systems with Switching

P. 1217–1222.

Veretennikov A., Anulova S., Shcherbakov P.

For degenerate mechanical systems with switching exponential convergence to the stationary regime has been established.

Language: English

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Keywords: exponential convergence Switching systems

In book

Proc. 52nd IEEE Conference on Decision and Control, December 10-13, Florence, Italy, 2013

Florence: IEEE, 2013.

Tensor rank bounds for point singularities in ℝ³

Marcati C., Rakhuba M., Schwab C., Advances in Computational Mathematics 2022 Vol. 48 No. 3 Article 18

We analyze rates of approximation by quantized, tensor-structured representations of functions with isolated point singularities in ℝ3. We consider functions in countably normed Sobolev spaces with radial weights and analytic- or Gevrey-type control of weighted semi-norms. Several classes of boundary value and eigenvalue problems from science and engineering are discussed whose solutions belong to the ...

Added: October 30, 2022

Low-rank tensor approximation of singularly perturbed boundary value problems in one dimension

Marcati C., Rakhuba M., Ulander J. ., Calcolo 2022 Article 2

We derive rank bounds on the quantized tensor train (QTT) compressed approximation of singularly perturbed reaction diffusion boundary value problems in one dimension. Specifically, we show that, independently of the scale of the singular perturbation parameter, a numerical solution with accuracy 0 < 𝜀 < 1 can be represented in the QTT format with a number of parameters that ...

Added: October 31, 2021

A note on convergence of nonlinear Markov chains

Shchegolev A., , in: Сборник материалов V-й Международной конференции по стохастическим методам: The 5th International Conference on Stochastic Methods (ICSM5). 23-27 November 2020, Russia, Moscow.: M.: RUDN, 2020. P. 191–196.

Added: October 30, 2021

Tensor Rank bounds for Point Singularities in ℝ^3

Marcati C., Rakhuba M., Christoph S., / Series math "arxiv.org". 2020.

Added: October 20, 2020

Exponential Convergence of degenerate Hybrid Stochastic Systems with full Dependence

Veretennikov A., Anulova S., , in: Modern Stochastics and ApplicationsVol. Springer, Optimization and Its Applications.: Springer, 2014. P. 159–174.

For degenerate Hybrid Stochastic Systems with full Dependence of all components exponential convergence to the stationary regime has been established. ...

Added: October 18, 2014