I. Pavlyukevich

activity

20032008

most citedLevy Flights, Non-local Search and Simulated Annealing

680 citations · 791 across the 7 of their papers we have counts for

collaborators

Showing 2007Show all

3 papers · 1 filter

math.PR2007★ 40 cited

First exit times for Lévy-driven diffusions with exponentially light jumps

Peter Imkeller, Ilya Pavlyukevich, Torsten Wetzel

We consider a dynamical system described by the differential equation $Y ˙_{t} = - U^{'} (Y_{t})$ with a unique stable point at the origin. We perturb the system by the Lévy noise of inte…

cond-mat.stat-mech2007★ 680 cited

Levy Flights, Non-local Search and Simulated Annealing

I. Pavlyukevich

We solve a problem of non-convex stochastic optimisation with help of simulated annealing of Levy flights of a variable stability index. The search of the ground state of an unknow…

cond-mat.stat-mech2007★ 62 cited

Cooling down Levy flights

I. Pavlyukevich

Let L(t) be a Levy flights process with a stability index α\in(0,2), and U be an external multi-well potential. A jump-diffusion Z satisfying a stochastic differential equation dZ(…