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We consider a class of ergodic Hamilton-Jacobi-Bellman (HJB) equations, related to large time asymptotics of non-smooth multiplicative functional of difusion processes. Under suitable ergodicity assumptions on the underlying difusion, we show existence of these asymptotics, and that they solve the related HJB equation in the viscosity sense.
The Net Reclassification Improvement (NRI) has become a popular metric for evaluating improvement in disease prediction models through the past years. The concept is relatively straightforward but usage and interpretation has been different across studies. While no thresholds exist for evaluating the degree of improvement, many studies have relied solely on the significance of the NRI estimate. However, recent studies recommend that statistical testing with the NRI should be avoided. We propose using confidence ellipses around the estimated values of event and non-event NRIs which might provide the best measure of variability around the point estimates. Our developments are illustrated using practical examples from EPIC-Potsdam study.
The generalized hybrid Monte Carlo (GHMC) method combines Metropolis corrected constant energy simulations with a partial random refreshment step in the particle momenta. The standard detailed balance condition requires that momenta are negated upon rejection of a molecular dynamics proposal step. The implication is a trajectory reversal upon rejection, which is undesirable when interpreting GHMC as thermostated molecular dynamics. We show that a modified detailed balance condition can be used to implement GHMC without momentum flips. The same modification can be applied to the generalized shadow hybrid Monte Carlo (GSHMC) method. Numerical results indicate that GHMC/GSHMC implementations with momentum flip display a favorable behavior in terms of sampling efficiency, i.e., the traditional GHMC/GSHMC implementations with momentum flip got the advantage of a higher acceptance rate and faster decorrelation of Monte Carlo samples. The difference is more pronounced for GHMC. We also numerically investigate the behavior of the GHMC method as a Langevin-type thermostat. We find that the GHMC method without momentum flip interferes less with the underlying stochastic molecular dynamics in terms of autocorrelation functions and it to be preferred over the GHMC method with momentum flip. The same finding applies to GSHMC.
Let v be a valuation of terms of type tau, assigning to each term t of type tau a value v(t) greater than or equal to 0. Let k greater than or equal to 1 be a natural number. An identity s approximate to t of type tau is called k- normal if either s = t or both s and t have value greater than or equal to k, and otherwise is called non-k-normal. A variety V of type tau is said to be k-normal if all its identities are k-normal, and non-k-normal otherwise. In the latter case, there is a unique smallest k-normal variety N-k(A) (V) to contain V , called the k-normalization of V. Inthe case k = 1, for the usual depth valuation of terms, these notions coincide with the well-known concepts of normal identity, normal variety, and normalization of a variety. I. Chajda has characterized the normalization of a variety by means of choice algebras. In this paper we generalize his results to a characterization of the k-normalization of a variety, using k-choice algebras. We also introduce the concept of a k-inflation algebra, and for the case that v is the usual depth valuation of terms, we prove that a variety V is k-normal iff it is closed under the formation of k- inflations, and that the k-normalization of V consists precisely of all homomorphic images of k-inflations of algebras in V
We study the Cauchy problem for a nonlinear elliptic equation with data on a piece S of the boundary surface partial derivative X. By the Cauchy problem is meant any boundary value problem for an unknown function u in a domain X with the property that the data on S, if combined with the differential equations in X, allows one to determine all derivatives of u on S by means of functional equations. In the case of real analytic data of the Cauchy problem, the existence of a local solution near S is guaranteed by the Cauchy-Kovalevskaya theorem. We discuss a variational setting of the Cauchy problem which always possesses a generalized solution.
The paper is devoted to pseudodifferential boundary value problems in domains with singular points on the boundary. The tangent cone at a singular point is allowed to degenerate. In particular, the boundary may rotate and oscillate in a neighbourhood of such a point. We show a criterion for the Fredholm property of a boundary value problem and derive estimates of solutions close to singular points.