Related papers: A Dynamic Programming Approach to the Parisi Funct…
The sample-to-sample fluctuations of the free energy in finite-dimensional Ising spin glasses are calculated, using the replica method, from higher order terms in the replica number $n$. It is shown that the Parisi symmetry breaking scheme…
This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical…
We present two rigorous results on the Sherrington-Kirkpatrick mean field model for spin glasses, proven by elementary methods, based on properties of fluctuations, with respect to the external quenched noise, of the thermodynamic variables…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
A quantum Parisi formula for the transverse field Sherrington-Kirkpatrick (SK) model is proven with an elementary mathematical method. First, a self-overlap corrected quantum model of the transverse field SK model is represented in terms of…
In this work we introduce a viscosity-based notion of solution for general approximation schemes associated with partial differential equations, such as dynamic programming principles~(DPPs). A key feature of our approach is that it…
We discuss a spin glass reminiscent of the Random Energy Model, which allows in particular to recast the Parisi minimization into a more classical Gibbs variational principle, thereby shedding some light on the physical meaning of the order…
In the Sherrington-Kirkpatrick mean field model for spin glasses, we show that the quenched average of the free energy can be expressed through a couple of functional order parameters, in a form very similar to the one found in the frame of…
Let $\alpha=1/2$, $\theta>-1/2$, and $\nu_0$ be a probability measure on a type space $S$. In this paper, we investigate the stochastic dynamic model for the two-parameter Dirichlet process $\Pi_{\alpha,\theta,\nu_0}$. If $S=\mathbb{N}$, we…
Aim of this work is not trying to explore a macroscopic behavior of some recent model in statistical mechanics but showing how some recent techniques developed within the framework of spin glasses do work on simpler model, focusing on the…
The probability distribution (PD) of spin configurations in kinetic Ising models has been cast in the form of the canonical Boltzmann PD with a time-dependent effective Hamiltonian (EH). It has been argued that in systems with extensive…
We provide a dynamic programming principle for stochastic optimal control problems with expectation constraints. A weak formulation, using test functions and a probabilistic relaxation of the constraint, avoids restrictions related to a…
Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…
This is a short review about recent methods and results, mostly for mean field spin glasses, based on interpolation and comparison schemes. In particular, the Parisi spontaneous replica symmetry breaking phenomenon is described in the frame…
We construct an abstract framework in which the dynamic programming principle (DPP) can be readily proven. It encompasses a broad range of common stochastic control problems in the weak formulation, and deals with problems in the…
In this note we summarize the connections between equilibrium and slow out of equilibrium dynamics in finite dimensional glasses, such as we understand them today. If we assume that a finite-dimensional system is stable with respect to a…
We report large effects of Parisi replica permutation symmetry breaking (RPSB) on elementary excitations of fermionic systems with frustrated magnetic interactions. The electronic density of states is obtained exactly in the zero…
We obtain the analogue of the Crisanti-Sommers variational formula for spherical spin glasses with vector spins. This formula is derived from the discrete Parisi variational formula for the limit of the free energy of constrained copies of…
The recently developed Particle-based Variational Inference (ParVI) methods drive the empirical distribution of a set of \emph{fixed-weight} particles towards a given target distribution $\pi$ by iteratively updating particles' positions.…
We study the optimal control of general stochastic McKean-Vlasov equation. Such problem is motivated originally from the asymptotic formulation of cooperative equilibrium for a large population of particles (players) in mean-field…