Circuit Based Quantification: Back to State Set Manipulation within Unbounded Model Checking

In this paper a non-canonical circuit-based state set representation is used to efficiently perform quantifier elimination. The novelty of this approach lies in adapting equivalence checking and logic synthesis techniques, to the goal of compacting circuit based state set representations resulting from existential quantification. The method can be efficiently combined with other verification approaches such as inductive and SAT-based pre-image verifications

Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise

In this article, we consider the stochastic wave equation on $\mathbb{R}_{+} \times \mathbb{R}$, driven by a linear multiplicative space-time homogeneous Gaussian noise whose temporal and spatial covariance structures are given by locally integrable functions $\gamma$ (in time) and $f$ (in space), which are the Fourier transforms of tempered measures $\nu$ on $\mathbb{R}$, respectively $\mu$ on $\mathbb{R}$. Our main result shows that the law of the solution $u(t,x)$ of this equation is absolutely continuous with respect to the Lebesgue measure.Comment: This is a major revision of the previous version of the paper, where we have corrected an important erro

Estimating exit rate for rare event dynamical systems by extrapolation

In this article we present an idea to speed up the sampling exit of rates from metastable molecular conformations. The idea is based on flattening the energy landscape by a global transformation which decreases the energy barrier. In this matter we create different energy surfaces in which we sample the exit rate and use these to extrapolate the exit rate for the original potential. Because of the lower energy barrier the sampling is computationally cheaper and also the variance of the estimators for the exit rate in the transformed energy landscape is smaller

Non elliptic SPDEs and ambit fields: existence of densities

Relying on the method developed in [debusscheromito2014], we prove the existence of a density for two different examples of random fields indexed by (t,x)\in(0,T]\times \Rd. The first example consists of SPDEs with Lipschitz continuous coefficients driven by a Gaussian noise white in time and with a stationary spatial covariance, in the setting of [dalang1999]. The density exists on the set where the nonlinearity $\sigma$ of the noise does not vanish. This complements the results in [sanzsuess2015] where $\sigma$ is assumed to be bounded away from zero. The second example is an ambit field with a stochastic integral term having as integrator a L\'evy basis of pure-jump, stable-like type.Comment: 23 page

An automatic adaptive importance sampling algorithm for molecular dynamics in reaction coordinates

In this article we propose an adaptive importance sampling scheme for dynamical quantities of high dimensional complex systems which are metastable. The main idea of this article is to combine a method coming from Molecular Dynamics Simulation, Metadynamics, with a theorem from stochastic analysis, Girsanov’s theorem. The proposed algorithm has two advantages compared to a standard estimator of dynamic quantities: firstly, it is possible to produce estimators with a lower variance and, secondly, we can speed up the sampling. One of the main problems for building importance sampling schemes for metastable systems is to find the metastable region in order to manipulate the potential accordingly. Our method circumvents this problem by using an assimilated version of the Metadynamics algorithm and thus creates a nonequilibrium dynamics which is used to sample the equilibrium quantities

Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise

In this article, we consider the stochastic wave equation on R × R, driven by a linear multiplicative space-time homogeneous Gaussian noise whose temporal and spatial covariance structures are given by locally integrable functions γ (in time) and f (in space), which are the Fourier transforms of tempered measures ν on R, respectively µ on R. Our main result shows that the law of the solution u(t, x) of this equation is absolutely continuous with respect to the Lebesgue measure