A linear Boltzmann equation with non-autonomous collision operator is rigorously derived in the Boltzmann-Grad limit for the deterministic dynamics of a Rayleigh gas where a tagged particle is undergoing hard-sphere...
A linear Boltzmann equation with non-autonomous collision operator is rigorously derived in the Boltzmann-Grad limit for the deterministic dynamics of a Rayleigh gas where a tagged particle is undergoing hard-sphere...
This paper develops a method to rigorously show the validity of continuum description for the deterministic dynamics of many interacting particles with random initial data. We consider a hard sphere flow where particles are...
This paper develops a method to rigorously show the validity of continuum description for the deterministic dynamics of many interacting particles with random initial data. We consider a hard sphere flow where particles are...
We study a dyadic branching Brownian motion on the real line with absorption at 0, drift μ∈R and started from a single particle at position x>0. With K(∞) the (possibly infinite) total number of individuals absorbed at 0...
Optimal continuous-discrete filtering for a nonlinear system requires evolving the forward Kolmogorov equation, that is a Fokker–Planck equation, in alternation with Bayes' conditional updating. We present two numerical...
We study a dyadic branching Brownian motion on the real line with absorption at 0, drift μ∈R and started from a single particle at position x>0. With K(∞) the (possibly infinite) total number of individuals absorbed at 0...
Optimal continuous-discrete filtering for a nonlinear system requires evolving the forward Kolmogorov equation, that is a Fokker–Planck equation, in alternation with Bayes' conditional updating. We present two numerical...
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