First-passage time for PDifMPs: an Exact simulation approach for time-varying thresholds
Fuente:
arXiv
Saved in:
| Main Authors: | Desmettre, Sascha, Khurana, Devika, Meddah, Amira |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Exact simulation of the first-passage time of SDEs to time-dependent thresholds
by: Khurana, Devika, et al.
Published: (2024)
by: Khurana, Devika, et al.
Published: (2024)
The hybrid exact scheme for the simulation of first-passage times of jump-diffusions with time-dependent thresholds
by: Desmettre, Sascha, et al.
Published: (2025)
by: Desmettre, Sascha, et al.
Published: (2025)
A generalized Wasserstein-2 distance approach for efficient reconstruction of random field models using stochastic neural networks
by: Xia, Mingtao, et al.
Published: (2025)
by: Xia, Mingtao, et al.
Published: (2025)
Computational thresholds in high-dimensional statistics: the case of graph alignment
by: Massoulié, Laurent
Published: (2025)
by: Massoulié, Laurent
Published: (2025)
A space-time finite element method for the eddy current approximation of rotating electric machines
by: Gangl, Peter, et al.
Published: (2023)
by: Gangl, Peter, et al.
Published: (2023)
A new lower bound for deterministic pop-stack-sorting
by: Bauer, Morgan, et al.
Published: (2023)
by: Bauer, Morgan, et al.
Published: (2023)
The random $k$-SAT Gibbs uniqueness threshold revisited
by: Chatterjee, Arnab, et al.
Published: (2025)
by: Chatterjee, Arnab, et al.
Published: (2025)
Random $2$-SAT: The set of atoms of the limiting empirical marginal distribution
by: Müller, Noela, et al.
Published: (2024)
by: Müller, Noela, et al.
Published: (2024)
WalkSAT is linear on random 2-SAT
by: Berenbrink, Petra, et al.
Published: (2024)
by: Berenbrink, Petra, et al.
Published: (2024)
Limit theorems for fixed point biased permutations avoiding a pattern of length three
by: Chelikavada, Aksheytha, et al.
Published: (2023)
by: Chelikavada, Aksheytha, et al.
Published: (2023)
A study of the Antlion Random Walk
by: Narimatsu, Akihiro, et al.
Published: (2025)
by: Narimatsu, Akihiro, et al.
Published: (2025)
A two level approach for simulating Bose-Einstein condensates by localized orthogonal decomposition
by: Döding, Christian, et al.
Published: (2022)
by: Döding, Christian, et al.
Published: (2022)
Online minimum search for a Brownian bridge
by: Wu, Erik, et al.
Published: (2024)
by: Wu, Erik, et al.
Published: (2024)
Sparse Pseudospectral Shattering
by: Shah, Rikhav, et al.
Published: (2024)
by: Shah, Rikhav, et al.
Published: (2024)
Measure transfer via stochastic slicing and matching
by: Li, Shiying, et al.
Published: (2023)
by: Li, Shiying, et al.
Published: (2023)
Large Spikes in Stochastic Gradient Descent: A Large-Deviations View
by: Gess, Benjamin, et al.
Published: (2026)
by: Gess, Benjamin, et al.
Published: (2026)
Computing the probability of intersection
by: Barvinok, Alexander
Published: (2025)
by: Barvinok, Alexander
Published: (2025)
Sharp Fuss-Catalan thresholds in graph bootstrap percolation
by: Bartha, Zsolt, et al.
Published: (2025)
by: Bartha, Zsolt, et al.
Published: (2025)
Sharp threshold for network recovery from voter model dynamics
by: Du, Hang, et al.
Published: (2025)
by: Du, Hang, et al.
Published: (2025)
Parallel kinetic schemes for conservation laws, with large time steps
by: Gerhard, Pierre, et al.
Published: (2022)
by: Gerhard, Pierre, et al.
Published: (2022)
Randomized sequential importance sampling for estimating the number of perfect matchings in bipartite graphs
by: Diaconis, Persi, et al.
Published: (2019)
by: Diaconis, Persi, et al.
Published: (2019)
A Theory of Non-Acyclic Generative Flow Networks
by: Brunswic, Leo Maxime, et al.
Published: (2023)
by: Brunswic, Leo Maxime, et al.
Published: (2023)
Mathematical and numerical methods for understanding immune cell motion during wound healing
by: Lupi, Giulia, et al.
Published: (2025)
by: Lupi, Giulia, et al.
Published: (2025)
Deep Operator BSDE: a Numerical Scheme to Approximate Solution Operators
by: Lozano, Pere Díaz, et al.
Published: (2024)
by: Lozano, Pere Díaz, et al.
Published: (2024)
A matrix-based approach to the stability of a space-time isogeometric method for the linear Schrödinger equation
by: Ferrari, Matteo, et al.
Published: (2025)
by: Ferrari, Matteo, et al.
Published: (2025)
Model reduction for fully nonlinear stochastic systems
by: Redmann, Martin
Published: (2025)
by: Redmann, Martin
Published: (2025)
Taming Score-Based Diffusion Priors for Infinite-Dimensional Nonlinear Inverse Problems
by: Baldassari, Lorenzo, et al.
Published: (2024)
by: Baldassari, Lorenzo, et al.
Published: (2024)
Sampling elements of a finite group: efficiency of the product replacement algorithm with an accumulator
by: Marcinkowski, Michał, et al.
Published: (2025)
by: Marcinkowski, Michał, et al.
Published: (2025)
Efficient numerical methods for the uncertain Boltzmann equation based on a hybrid solver
by: Lin, Yiwen, et al.
Published: (2025)
by: Lin, Yiwen, et al.
Published: (2025)
Ratio convergence rates for Euclidean first-passage percolation: Applications to the graph infinity Laplacian
by: Bungert, Leon, et al.
Published: (2022)
by: Bungert, Leon, et al.
Published: (2022)
Error analysis for the approximation of a flow in deformable porous media with nonlinear strain-stress relation
by: Bonito, Andrea, et al.
Published: (2026)
by: Bonito, Andrea, et al.
Published: (2026)
Higher-order spring-coupled multilevel Monte Carlo method for invariant measures
by: Ragunathan, Sankarasubramanian, et al.
Published: (2024)
by: Ragunathan, Sankarasubramanian, et al.
Published: (2024)
A general framework for Krylov ODE residuals with applications to randomized Krylov methods
by: Krieger, Emil, et al.
Published: (2025)
by: Krieger, Emil, et al.
Published: (2025)
Preconditioned Langevin Dynamics with Score-Based Generative Models for Infinite-Dimensional Linear Bayesian Inverse Problems
by: Baldassari, Lorenzo, et al.
Published: (2025)
by: Baldassari, Lorenzo, et al.
Published: (2025)
Error analysis for learning fractional stochastic differential equations with applications in neural approximations
by: Dehshiri, Mahdi, et al.
Published: (2026)
by: Dehshiri, Mahdi, et al.
Published: (2026)
Local limit theorems for hitting times and return times of small sets
by: Auer, Max, et al.
Published: (2023)
by: Auer, Max, et al.
Published: (2023)
Stability of conforming space-time isogeometric methods for the wave equation
by: Ferrari, Matteo, et al.
Published: (2024)
by: Ferrari, Matteo, et al.
Published: (2024)
Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach
by: Castro, Matheus M., et al.
Published: (2021)
by: Castro, Matheus M., et al.
Published: (2021)
On Optimal Convergence Rates for the Nonlinear Schrödinger Equation with a Wave Operator via Localized Orthogonal Decomposition
by: Hu, Hanzhang, et al.
Published: (2026)
by: Hu, Hanzhang, et al.
Published: (2026)
Unconditionally stable space-time isogeometric discretization for the wave equation in Hamiltonian formulation
by: Ferrari, Matteo, et al.
Published: (2024)
by: Ferrari, Matteo, et al.
Published: (2024)
Similar Items
-
Exact simulation of the first-passage time of SDEs to time-dependent thresholds
by: Khurana, Devika, et al.
Published: (2024) -
The hybrid exact scheme for the simulation of first-passage times of jump-diffusions with time-dependent thresholds
by: Desmettre, Sascha, et al.
Published: (2025) -
A generalized Wasserstein-2 distance approach for efficient reconstruction of random field models using stochastic neural networks
by: Xia, Mingtao, et al.
Published: (2025) -
Computational thresholds in high-dimensional statistics: the case of graph alignment
by: Massoulié, Laurent
Published: (2025) -
A space-time finite element method for the eddy current approximation of rotating electric machines
by: Gangl, Peter, et al.
Published: (2023)