Multidimensional moment-bound conjecture for PDMP approximations

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=t0t10=t_0\leq t_1\leq\cdots with δk=tktk1<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.

Sources & referencesView supporting material

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.