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