Semi-Markov approach to continuous time random walk limit processes

Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their finite-dimensional distributions is an important open problem. This paper develops a general semi-Markov theory for CTRW limit processes in $\mathbb{R}^d$ with infinitely many particle jumps (renewals) in finite time intervals. The particle jumps and waiting times can be coupled and vary with space and time. By augmenting the state space to include the scaling limits of renewal times, a CTRW limit process can be embedded in a Markov process. Explicit analytic expressions for the transition kernels of these Markov processes are then derived, which allow the computation of all finite dimensional distributions for CTRW limits. Two examples illustrate the proposed method.Comment: Published in at http://dx.doi.org/10.1214/13-AOP905 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

kk-Schur functions and affine Schubert calculus

This book is an exposition of the current state of research of affine Schubert calculus and $k$-Schur functions. This text is based on a series of lectures given at a workshop titled "Affine Schubert Calculus" that took place in July 2010 at the Fields Institute in Toronto, Ontario. The story of this research is told in three parts: 1. Primer on $k$-Schur Functions 2. Stanley symmetric functions and Peterson algebras 3. Affine Schubert calculusComment: 213 pages; conference website: http://www.fields.utoronto.ca/programs/scientific/10-11/schubert/, updates and corrections since v1. This material is based upon work supported by the National Science Foundation under Grant No. DMS-065264

Reasoning about goal-directed real-time teleo-reactive programs

The teleo-reactive programming model is a high-level approach to developing real-time systems that supports hierarchical composition and durative actions. The model is different from frameworks such as action systems, timed automata and TLA+, and allows programs to be more compact and descriptive of their intended behaviour. Teleo-reactive programs are particularly useful for implementing controllers for autonomous agents that must react robustly to their dynamically changing environments. In this paper, we develop a real-time logic that is based on Duration Calculus and use this logic to formalise the semantics of teleo-reactive programs. We develop rely/guarantee rules that facilitate reasoning about a program and its environment in a compositional manner. We present several theorems for simplifying proofs of teleo-reactive programs and present a partially mechanised method for proving progress properties of goal-directed agents. © 2013 British Computer Society

A Meshfree Generalized Finite Difference Method for Surface PDEs

In this paper, we propose a novel meshfree Generalized Finite Difference Method (GFDM) approach to discretize PDEs defined on manifolds. Derivative approximations for the same are done directly on the tangent space, in a manner that mimics the procedure followed in volume-based meshfree GFDMs. As a result, the proposed method not only does not require a mesh, it also does not require an explicit reconstruction of the manifold. In contrast to existing methods, it avoids the complexities of dealing with a manifold metric, while also avoiding the need to solve a PDE in the embedding space. A major advantage of this method is that all developments in usual volume-based numerical methods can be directly ported over to surfaces using this framework. We propose discretizations of the surface gradient operator, the surface Laplacian and surface Diffusion operators. Possibilities to deal with anisotropic and discontinous surface properties (with large jumps) are also introduced, and a few practical applications are presented