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The distribution-dependent stochastic differential equations (DDSDEs) describe stochastic systems whose evolution is determined by both the microcosmic site and the macrocosmic distribution of the particle. The density function associated…

Probability · Mathematics 2017-04-18 Feng-Yu Wang

We present a brief survey on the modern tensor numerical methods for multidimensional stationary and time-dependent partial differential equations (PDEs). The guiding principle of the tensor approach is the rank-structured separable…

Numerical Analysis · Mathematics 2014-08-19 Boris N. Khoromskij

The Virasoro master equation (VME) describes the general affine-Virasoro construction $T=L^{ab}J_aJ_b+iD^a \dif J_a$ in the operator algebra of the WZW model, where $L^{ab}$ is the inverse inertia tensor and $D^a $ is the improvement…

High Energy Physics - Theory · Physics 2009-10-30 J. de Boer , M. B. Halpern

Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…

Computer Vision and Pattern Recognition · Computer Science 2024-08-26 Defang Chen , Zhenyu Zhou , Jian-Ping Mei , Chunhua Shen , Chun Chen , Can Wang

Stochastic symmetries and related invariance properties of finite dimensional SDEs driven by general cadlag semimartingales taking values in Lie groups are defined and investigated. The considered set of SDEs, first introduced by S. Cohen,…

Probability · Mathematics 2020-08-04 Sergio Albeverio , Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

Colored tensor models have recently burst onto the scene as a promising conceptual and computational tool in the investigation of problems of random geometry in dimension three and higher. We present a snapshot of the cutting edge in this…

High Energy Physics - Theory · Physics 2012-04-11 Razvan Gurau , James P. Ryan

Taking into account the recent developments associated with duality in physics, this article is focused on investigating the properties of a tensor generalization of the electrodynamics dual to the standard vector model even considering the…

High Energy Physics - Theory · Physics 2024-03-19 G. B. de Gracia , B. M. Pimentel

Random matrix models encode a theory of random two dimensional surfaces with applications to string theory, conformal field theory, statistical physics in random geometry and quantum gravity in two dimensions. The key to their success lies…

Mathematical Physics · Physics 2012-09-21 Razvan Gurau

We develop a novel approach towards causal inference. Rather than structural equations over a causal graph, we learn stochastic differential equations (SDEs) whose stationary densities model a system's behavior under interventions. These…

Machine Learning · Computer Science 2024-03-19 Lars Lorch , Andreas Krause , Bernhard Schölkopf

We solve tensor balancing, rescaling an Nth order nonnegative tensor by multiplying N tensors of order N - 1 so that every fiber sums to one. This generalizes a fundamental process of matrix balancing used to compare matrices in a wide…

Methodology · Statistics 2018-10-30 Mahito Sugiyama , Hiroyuki Nakahara , Koji Tsuda

In this paper we study the large $N$ solution to matrix models describing the partition functions of 3d supersymmetric gauge theories on $S^3$. The model we focus on has a single $U(N)$ gauge group and fundamental fields, whose number…

High Energy Physics - Theory · Physics 2017-09-13 Louise Anderson , Nadav Drukker

We present a novel framework for the probabilistic modelling of random fourth order material tensor fields, with a focus on tensors that are physically symmetric and positive definite (SPD), of which the elasticity tensor is a prime…

Computational Engineering, Finance, and Science · Computer Science 2025-04-03 Sharana Kumar Shivanand , Bojana Rosić , Hermann G. Matthies

The recent paper "Finite size effects in the averaged eigenvalue density of Wigner random-sign real symmetric matrices" by G.S. Dhesi and M. Ausloos [Phys. Rev. E 93 (2016), 062115] uses the replica method to compute the $1/N$ correction to…

Mathematical Physics · Physics 2019-03-27 Peter J. Forrester , Allan K. Trinh

Tensors, also known as multidimensional arrays, are useful data structures in machine learning and statistics. In recent years, Bayesian methods have emerged as a popular direction for analyzing tensor-valued data since they provide a…

Methodology · Statistics 2024-02-02 Yiyao Shi , Weining Shen

The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

We present a formalism to derive the stochastic differential equations (SDEs) for several solid-on-solid growth models. Our formalism begins with a mapping of the microscopic dynamics of growth models onto the particle systems with…

Statistical Mechanics · Physics 2009-11-07 Su-Chan Park , Doochul Kim , Jeong-Man Park

We show that the counting of observables and correlators for a 3-index tensor model are organized by the structure of a family of permutation centralizer algebras. These algebras are shown to be semi-simple and their Wedderburn-Artin…

High Energy Physics - Theory · Physics 2020-04-27 Joseph Ben Geloun , Sanjaye Ramgoolam

We propose two new alternative numerical schemes to solve the coupled Einstein-Euler equations in the Generalized Harmonic formulation. The first one is a finite difference (FD) Central Weighted Essentially Non-Oscillatory (CWENO) scheme on…

Numerical Analysis · Mathematics 2026-05-12 Stefano Muzzolon , Michael Dumbser , Olindo Zanotti , Elena Gaburro

Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…

Machine Learning · Computer Science 2025-12-16 Jian Xu , Zhiqi Lin , Min Chen , Junmei Yang , Delu Zeng , John Paisley

Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…

Machine Learning · Statistics 2025-03-04 Ziheng Guo , James Greene , Ming Zhong