<p style='text-indent:20px;'>This paper presents a survey on some of the recent progress numerical solutions for controlled switching diffusions. We begin by recalling basics diffusions and then present regular controls singular controls. The main objective this is to provide advances Markov chain approximation methods solving stochastic control problems numerically. A number applications...

Semi-analytical solutions for vibration analysis of nonlocal piezoelectric Kirchhoff plates resting on viscoelastic foundation with arbitrary boundary conditions are derived by developing Galerkin strip distributed transfer function method. Based on the nonlocal elasticity theory for piezoelectric materials and Hamilton's principle, the governing equations of motion and boundary conditions are ...

We describe an approach to nonlocal, nonlinear advection in one dimension that extends the usual pointwise concepts to account for nonlocal contributions to the flux. The spatially nonlocal operators we consider do not involve derivatives. Instead, the spatial operator involves an integral that, in a distributional sense, reduces to a conventional nonlinear advective operator. In particular, we...

This paper proposes a left-corner parser which can identify nonlocal dependencies. Our parser integrates nonlocal dependency identification into a transition-based system. We use a structured perceptron which enables our parser to utilize global features captured by nonlocal dependencies. An experimental result demonstrates that our parser achieves a good balance between constituent parsing and...

The present paper is concerned with some self-interacting diffusions (Xt, t ≥ 0) living on R. These diffusions are solutions to stochastic differential equations: dXt = dBt − g(t)∇V (Xt − μt)dt where μt is the empirical mean of the process X, V is an asymptotically strictly convex potential and g is a given function. The authors have still studied the ergodic behavior of X and proved that it is...

Abstract. In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) drifts, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere stochastic invertible flow associated with the SDE in the sense of Lebesgue measure. In the case of constant diffusions and BV drifts, we obtain such a result...

We present a number of important identities related to the excursion theory of linear diffusions. In particular, excursions straddling an independent exponential time are studied in detail. Letting the parameter of the exponential time tend to zero it is seen that these results connect to the corresponding results for excursions of stationary diffusions (in stationary state). We characterize al...

We consider a class of Langevin diffusions with state-dependent volatility. The volatility of the diffusion is chosen so as to make the stationary distribution of the diffusion with respect to its natural clock, a heated version of the stationary density of interest. The motivation behind this construction is the desire to construct uniformly ergodic diffusions with required stationary densitie...

Kimura diffusions serve as a stochastic model for the evolution of gene frequencies in population genetics. Their infinitesimal generator is an elliptic differential operator whose second-order coefficients matrix degenerates on the boundary of the domain. In this article, we consider the inhomogeneous initial-value problem defined by generators of Kimura diffusions, and we establish C-estimate...

This work focuses on regime-switching jump diffusions, which include three classes of random processes, Brownian motions, Poisson processes, and Markov chains. First, a scalar linear system is treated as a benchmark model. Then stabilization of systems with one-sided linear growth is considered. Next, nonlinear systems that have a finite explosion time are treated, in which regularization (expl...