We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space R ×E where E is a finite set. The continuous component evolves according to a smooth vector field that switches at the jump times of the discrete coordinate. The jump rates may depend on the whole position of the process. Under regularity assumptions on the jump rate...

This paper deals with the robust -control of discrete-time L# Markovian jump linear systems. It is assumed that both the state and jump variables are available to the controller. Uncertainties satisfying some norm bounded conditions are considered on the parameters of the system. An upperbound for the -control L# problem is derived in terms of an LMI optimization problem. For the case in which ...

We study convexity and monotonicity properties of option prices in a jump-diffusion model using the fact that these prices satisfy certain parabolic integro-differential equations. Conditions are provided under which preservation of convexity holds, i.e. under which the value, calculated under a chosen martingale measure, of an option with a convex contract function is convex as a function of t...

In this paper, we provide a new framework for mean square stability of stochastic jump linear systems via optimal transport. The Wasserstein metric which defines an optimal transport cost between probability density functions enables the stability analysis. Without any assumptions on the nature of the underlying jump process, the convergence of the Wasserstein distance guarantees the mean squar...

The aim of this study was to investigate the changes in activation of the musculoskeletal system in response to soft-tissue vibrations with different compression conditions (externally applied) in a drop-jump landing task. Twelve trained male participants were instructed to perform drop-jump landings from 3 heights in compression shorts (CS) and regular shorts without compression (CC). External...

Water droplets can jump during vapor condensation on solid benzene near its melting point. This phenomenon, which can be viewed as a kind of micro scale steam engine, is studied experimentally and numerically. The latent heat of condensation transferred at the drop three phase contact line melts the substrate during a time proportional to R (the drop radius). The wetting conditions change and a...

We present a well-posed model for the Stokes/Brinkman problem with jump embedded boundary conditions (J.E.B.C.) on an immersed interface. It is issued from a general framework recently proposed for fictitious domain problems. Our model is based on algebraic transmission conditions combining the stress and velocity jumps on the interface Σ separating the fluid and porous domains. These condition...

The theory of large deviations for jump Markov processes has been generally proved only when jump rates are bounded below, away from zero (Dupuis and Ellis, 1995, The large deviations principle for a general class of queueing systems I. Trans. Amer. Math. Soc. 347 2689–2751; Ignatiouk-Robert, 2002, Sample path large deviations and convergence parameters. Ann. Appl. Probab. 11 1292–1329; Shwartz...

The flux jump instability of Bean’s critical state in the flux-creep regime of type-II superconductors is considered. We find the flux-jump field B j which determines stability criterion of the superconducting state. The dependence of B j on the external magnetic-field ramp rate Ḃe is calculated. We demonstrate that under the conditions typical for most of the magnetization experiments the slop...

In immersed interface methods, solids in a fluid are represented by singular forces in the Navier–Stokes equations, and flow jump conditions induced by the singular forces directly enter into numerical schemes. This paper focuses on the implementation of an immersed interface method for simulating fluid–solid interaction in 3D. The method employs the MAC scheme for the spatial discretization, t...