2 citations · 2 across the 5 of their papers we have counts for
5 papers
A free boundary problem for the mean-field limit of diffusing particles with nonlinear boundary reactivity
Eliana Fausti, Andreas Sojmark
Consider a finite system of diffusing particles coupled through a reactive boundary. Each particle is reflected, but may react with the boundary according to a killing mechanism wh…
A localized particle filter for geophysical data assimilation
Dan Crisan, Eliana Fausti
Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class o…
Hyperbolic contractivity and the Hilbert metric on probability measures
Samuel N. Cohen, Eliana Fausti
This paper gives a self-contained introduction to the Hilbert projective metric and its fundamental properties, with a particular focus on the space of probability me…
Exponential contractions and robustness for approximate Wonham filters
Samuel N. Cohen, Eliana Fausti
We consider the problem of estimating the state of a continuous-time Markov chain from noisy observations. We show that the corresponding optimal filter is strictly contracting pat…
An interacting particle system for the front of an epidemic advancing through a susceptible population
Eliana Fausti, Andreas Sojmark
We introduce an interacting particle system that models the spread of an epidemic in terms of heterogeneous diffusive dynamics, rather than exogenous contact and transmission rates…