53 citations · 68 across the 11 of their papers we have counts for
13 papers
Koopman Representations for Non-Vanishing Time Intervals: An Optimization Approach and Sampling Effects
Younghwan Cho, Richard Sowers
Koopman operator theory is a key tool in data assimilation of complex dynamical systems, with the potential to be applied to multimodal data. We formulate the problem of learning K…
Path Enumeration by Position-Visit Counts in Recombining Trinomial Trees
Ethan Torres, Ramavarapu Sreenivas, Richard Sowers
Recombining trinomial trees are a workhorse for modeling discrete-event systems in option pricing, logistics, and feedback control. Because each node stores a state-dependent quant…
Side Boundary potentials for a Kolmogorov-type PDE
Richard Sowers
We solve a Kolmogorov-type hypoelliptic parabolic partial differential equation with a "side" boundary condition (in the direction of the weak Hörmander condition). We construct an…
Near-collision dynamics in a noisy car-following model
Hossein Nick Zinat Matin, Richard B. Sowers
We consider a small stochastic perturbation of an optimal velocity car-following model. We give a detailed analysis of behavior near the collision singularity. We show that collisi…
Congestion Barcodes: Exploring the Topology of Urban Congestion Using Persistent Homology
Yu Wu, Gabriel Shindnes, Vaibhav Karve +4
This work presents a new method to quantify connectivity in transportation networks. Inspired by the field of topological data analysis, we propose a novel approach to explore the…
Default Clustering in Large Pools: Large Deviations
Konstantinos Spiliopoulos, Richard B. Sowers
We study large deviations and rare default clustering events in a dynamic large heterogeneous portfolio of interconnected components. Defaults come as Poisson events and the defaul…