Multidimensional moment-bound conjecture for PDMP approximations

About 5 years old · traced to

Let ψ\psi satisfy the growth bounds in $$, and let H(x,v)H(x,v) be the function in inequality $$. The mesh satisfies 0=t0≤t1≤⋯0=t_0\leq t_1\leq\cdots with δk=tk−tk−1<δ0\delta_k=t_k-t_{k-1}<\delta_0, and the approximations are generated by Algorithms $$ and $$. Multidimensional moment-bound conjecture. Inequality $$ holds for both Algorithms $$ and $$. The claim is proved in the one-dimensional case; its extension to general dimension is left open and is supported by numerical experiments.

References

Primary source

Andrea Bertazzi, Joris Bierkens and Paul Dobson, “Approximations of Piecewise Deterministic Markov Processes and their convergence properties”, arXiv:2109.11827 (2022).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.