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A stochastic representation for the solutions of the Poisson-Vlasov equation, with several charged species, is obtained. The representation involves both an exponential and a branching process and it provides an intuitive characterization…

Plasma Physics · Physics 2010-08-31 Elena Floriani , R. Lima , R. Vilela Mendes

This paper provides a unifying theoretical framework for stochastic optimization algorithms by means of a latent stochastic variational problem. Using techniques from stochastic control, the solution to the variational problem is shown to…

Machine Learning · Computer Science 2019-10-29 Philippe Casgrain

Variational methods have been used to study stochastic control for long, see Bensoussan (1982) and Bensoussan-Lions (1978) for the early works. More precisely, variational approaches apply to the study of Bellman equation as a parabolic…

Optimization and Control · Mathematics 2025-12-01 Alain Bensoussan , Ziyu Huang , Sheung Chi Phillip Yam

We present a method for incorporating a stochastic point of view into physics exercises of mathematics education. The core of our method is the randomization of some inputs, the system model used does not differ from what we would use in…

Physics Education · Physics 2025-09-16 Matyas Barczy , Imre Kocsis , Csaba Gábor Kézi

I describe a simple algorithm for numerically finding the ground state and low-lying excited states of a quantum system. The algorithm is an adaptation of the relaxation method for solving Poisson's equation, and is fundamentally based on…

Computational Physics · Physics 2017-09-13 Daniel V. Schroeder

Recently, variational quantum metrology was proposed for Hamiltonians with multiplicative parameters, wherein the estimation precision can be optimized via variational circuits. However, systems with generic Hamiltonians still lack these…

Quantum Physics · Physics 2023-09-25 Le Bin Ho

In this paper, we report the advantages of using a stochastic algorithm in the context of mineral exploration based on gravity measurements. This approach has the advantage over deterministic methods in that it allows one to find the…

Numerical Analysis · Mathematics 2017-09-25 Fabrizio Donzelli , Alexander Bihlo , Mauricio Kischinhevsky , Colin G. Farquharson

Stochastic Variational Method (SVM) is the generalization of the variation method to the case with stochastic variables. In the series of papers, we investigate the applicability of SVM as an alternative field quantization scheme. Here, we…

High Energy Physics - Theory · Physics 2015-09-29 T. Koide , T. Kodama

Stochastic solutions are obtained for the Maxwell-Vlasov equation in the approximation where magnetic field fluctuations are neglected and the electrostatic potential is used to compute the electric field. This is a reasonable approximation…

Plasma Physics · Physics 2015-05-13 R. Vilela Mendes

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…

Machine Learning · Computer Science 2021-03-02 Christian Wildner , Heinz Koeppl

In this paper we present a variational technique that handles coarse-graining and passing to a limit in a unified manner. The technique is based on a duality structure, which is present in many gradient flows and other variational…

Analysis of PDEs · Mathematics 2017-03-06 Manh Hong Duong , Agnes Lamacz , Mark A. Peletier , Upanshu Sharma

A principled method to obtain approximate solutions of general constrained integer optimization problems is introduced. The approach is based on the calculation of a mean field probability distribution for the decision variables which is…

Optimization and Control · Mathematics 2013-05-08 Arturo Berrones , Jonás Velasco , Juan Banda

We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior predictive integral which is usually intractable. In…

Machine Learning · Statistics 2020-01-07 Prateek Jaiswal , Harsha Honnappa , Vinayak A. Rao

Unitary transformations can allow one to study open quantum systems in situations for which standard, weak-coupling type approximations are not valid. We develop here an extension of the variational (polaron) transformation approach to open…

Multiperforated plates exhibit high gradients and a loss of regularity concentrated in a boundary layer for which a direct numerical simulation becomes very expensive. For elliptic equations the solution at some distance of the boundary is…

Analysis of PDEs · Mathematics 2024-08-22 Kersten Schmidt , Sven Pfaff

The functional Schrodinger picture formulation of quantum field theory and the variational Gaussian approximation method based on the formulation are briefly reviewed. After presenting recent attempts to improve the variational…

High Energy Physics - Theory · Physics 2008-02-03 Jae Hyung Yee

Variational methods have proven to be excellent tools to approximate ground states of complex many body Hamiltonians. Generic tools like neural networks are extremely powerful, but their parameters are not necessarily physically motivated.…

Strongly Correlated Electrons · Physics 2022-03-04 Agnes Valenti , Eliska Greplova , Netanel H. Lindner , Sebastian D. Huber

We extend the theory of neural fields which has been developed in a deterministic framework by considering the influence spatio-temporal noise. The outstanding problem that we here address is the development of a theory that gives rigorous…

Probability · Mathematics 2013-11-22 Olivier Faugeras , James Inglis

Using a variational technique, we generalize the statistical physics approach of learning from random examples to make it applicable to real data. We demonstrate the validity and relevance of our method by computing approximate estimators…

Disordered Systems and Neural Networks · Physics 2009-11-07 D. Malzahn , M. Opper

Variational quantum algorithms have emerged as a leading paradigm that extracts practical computation from near-term intermediate-scale quantum devices, enabling advances in quantum chemistry simulations, combinatorial optimization, and…

Quantum Physics · Physics 2026-02-24 Manish Mallapur , Ronit Raj , Ankur Raina