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It is common practice to approximate a weakly nonlinear wave equation through a kinetic transport equation, thus raising the issue of controlling the validity of the kinetic limit for a suitable choice of the random initial data. While for…

Mathematical Physics · Physics 2011-01-28 Jani Lukkarinen , Herbert Spohn

Investigating the dynamics of learning in machine learning algorithms is of paramount importance for understanding how and why an approach may be successful. The tools of physics and statistics provide a robust setting for such…

High Energy Physics - Lattice · Physics 2024-12-31 Chanju Park , Matteo Favoni , Biagio Lucini , Gert Aarts

We present new approaches for solving constrained multicomponent nonlinear Schr\"odinger equations in arbitrary dimensions. The idea is to introduce an artificial time and solve an extended damped second order dynamic system whose…

Computational Physics · Physics 2021-06-16 M Gulliksson , M Ogren

Sketching and stochastic gradient methods are arguably the most common techniques to derive efficient large scale learning algorithms. In this paper, we investigate their application in the context of nonparametric statistical learning.…

Machine Learning · Statistics 2019-01-25 Luigi Carratino , Alessandro Rudi , Lorenzo Rosasco

In this paper, enlightened by the asymptotic expansion methodology developed by Li(2013b) and Li and Chen (2016), we propose a Taylor-type approximation for the transition densities of the stochastic differential equations (SDEs) driven by…

Computational Finance · Quantitative Finance 2020-03-16 Fan Jiang , Xin Zang , Jingping Yang

We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + \sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations,…

Numerical Analysis · Mathematics 2015-08-10 Henry C. Tuckwell

The Schwinger-Dyson Equations (SDEs) of matrix models are known to form (half) a Virasoro algebra and have become a standard tool to solve matrix models. The algebra generated by SDEs in tensor models (for random tensors in a suitable…

High Energy Physics - Theory · Physics 2015-06-11 Valentin Bonzom

An important question in deep learning is how higher-order optimization methods affect generalization. In this work, we analyze a stochastic Gauss-Newton (SGN) method with Levenberg-Marquardt damping and mini-batch sampling for training…

Machine Learning · Computer Science 2025-11-13 Semih Cayci

Stochastic approximation (SA) and stochastic gradient descent (SGD) algorithms are work-horses for modern machine learning algorithms. Their constant stepsize variants are preferred in practice due to fast convergence behavior. However,…

Machine Learning · Computer Science 2021-11-12 Zaiwei Chen , Shancong Mou , Siva Theja Maguluri

A model of state reduction in relativistic quantum field theory involving a nonlinear stochastic extension of Schr\"odinger's equation is outlined. The eigenstates of the annihilation operator are chosen as the preferred basis onto which…

Quantum Physics · Physics 2007-06-14 D. J. Bedingham

The theory of stochastic processes impacts both physical and social sciences. At the molecular scale, stochastic dynamics is ubiquitous because of thermal fluctuations. The Fokker-Plank-Smoluchowski equation models the time evolution of the…

We investigate lattice simulations of scalar and nonabelian gauge fields in Minkowski space-time. For SU(2) gauge-theory expectation values of link variables in 3+1 dimensions are constructed by a stochastic process in an additional (5th)…

High Energy Physics - Lattice · Physics 2008-11-26 J. Berges , Sz. Borsanyi , D. Sexty , I. -O. Stamatescu

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

The Schwinger-Dyson equation of fermion self-energy in the linearization approximation is solved exactly in a theory with gauge and effective four-fermion interactions. Different expressions for the indepedent solutions which respectively…

High Energy Physics - Theory · Physics 2008-11-26 Bang-Rong Zhou

The aim of this review is to provide a concise overview of some of the generic approaches that have been developed to deal with the statistical description of large systems of interacting dissipative 'units'. The latter notion includes,…

Statistical Mechanics · Physics 2017-03-08 Eric Bertin

Large-scale calculation based on the multi-configuration Skyrme density functional theory is performed for the light N=Z even-even nucleus, 12C. Stochastic procedures and the imaginary-time evolution are utilized to prepare many Slater…

Nuclear Theory · Physics 2012-12-04 Y. Fukuoka , T. Nakatsukasa , Y. Funaki , K. Yabana

Motivated by problems arising in decentralized control problems and non-cooperative Nash games, we consider a class of strongly monotone Cartesian variational inequality (VI) problems, where the mappings either contain expectations or their…

Optimization and Control · Mathematics 2013-01-10 Farzad Yousefian , Angelia Nedić , Uday V. Shanbhag

We consider in this paper random batch interacting particle methods for solving the Poisson-Nernst-Planck (PNP) equations, and thus the Poisson-Boltzmann (PB) equation as the equilibrium, in the external unbounded domain. To justify the…

Numerical Analysis · Mathematics 2022-03-25 Lei Li , Jian-Guo Liu , Yijia Tang

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

Dynamical Systems · Mathematics 2011-09-19 András Bátkai , Istvan Z. Kiss , Eszter Sikolya , Péter L. Simon

Schwinger-Dyson equations (SDEs) provide a natural staring point to study non-perturbative phenomena such as dynamical chiral symmetry breaking in gauge field theories. We briefly review this research in the context of quenched quantum…

High Energy Physics - Phenomenology · Physics 2009-08-11 A. Bashir
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