Numerically optimized Markovian coupling and mixing in one-dimensional maps

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Numerically optimized Markovian coupling and mixing in one-dimensional maps

Jansons, KMM; P, D; (2007) Numerically optimized Markovian coupling and mixing in one-dimensional maps. Mathematika , 54 (1-2) 161 - 181. 10.1112/S0025579300000279. Green open access

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Abstract

Algorithms are introduced that produce optimal Markovian couplings for large finite-state-space discrete-time Markov chains with sparse transition matrices; these algorithms are applied to some toy models motivated by fluid-dynamical mixing problems at high Peclét number. An alternative definition of the time-scale of a mixing process is suggested. Finally, these algorithms are applied to the problem of coupling diffusion processes in an acute-angled triangle, and some of the simplifications that occur in continuum coupling problems are discussed.

Type:	Article
Title:	Numerically optimized Markovian coupling and mixing in one-dimensional maps
Open access status:	An open access version is available from UCL Discovery
DOI:	10.1112/S0025579300000279
Publisher version:	http://dx.doi.org/10.1112/S0025579300000279
Language:	English
Additional information:	© 2007 Cambridge University Press
UCL classification:	UCL UCL > Provost and Vice Provost Offices UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Mathematics
URI:	https://discovery.ucl.ac.uk/id/eprint/24396