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If gradient systems depend on a microstructure, we want to derive a macroscopic gradient structure describing the effective behavior of the microscopic effects. We introduce a notion of evolutionary Gamma-convergence that relates the…

Analysis of PDEs · Mathematics 2018-01-23 Patrick Dondl , Thomas Frenzel , Alexander Mielke

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

Mathematical Physics · Physics 2023-10-05 Robert I. A. Patterson , D. R. Michiel Renger , Upanshu Sharma

In a previous work we devised a framework to derive generalised gradient systems for an evolution equation from the large deviations of an underlying microscopic system, in the spirit of the Onsager-Machlup relations. Of particular interest…

Mathematical Physics · Physics 2018-06-28 D. R. Michiel Renger

The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…

Statistical Mechanics · Physics 2018-09-20 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

Motivated by the occurrence in rate functions of time-dependent large-deviation principles, we study a class of non-negative functions $\mathscr L$ that induce a flow, given by $\mathscr L(\rho_t,\dot\rho_t)=0$. We derive necessary and…

Functional Analysis · Mathematics 2018-01-17 Alexander Mielke , D. R. Michiel Renger , Mark A. Peletier

In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…

Analysis of PDEs · Mathematics 2014-03-05 Stefan Adams , Nicolas Dirr , Mark A. Peletier , Johannes Zimmer

A recent line of work has shown remarkable behaviors of the generalization error curves in simple learning models. Even the least-squares regression has shown atypical features such as the model-wise double descent, and further works have…

Machine Learning · Statistics 2022-12-20 Antoine Bodin , Nicolas Macris

We review a class of gradient systems with dissipation potentials of hyperbolic-cosine type. We show how such dissipation potentials emerge in large deviations of jump processes, multi-scale limits of diffusion processes, and more. We show…

Analysis of PDEs · Mathematics 2022-09-07 Mark A. Peletier , André Schlichting

We study evolution equations on metric graphs with reservoirs, that is graphs where a one-dimensional interval is associated to each edge and, in addition, the vertices are able to store and exchange mass with these intervals. Focusing on…

Analysis of PDEs · Mathematics 2024-12-24 Georg Heinze , Jan-Frederik Pietschmann , André Schlichting

In a class of generalized gravity theories with general couplings between the scalar field and the scalar curvature in the Lagrangian, we can describe the quantum generation and the classical evolution of both the scalar and tensor…

General Relativity and Quantum Cosmology · Physics 2015-06-25 J. Hwang

We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a…

Analysis of PDEs · Mathematics 2020-03-31 Richard C. Kraaij , Alexandre Lazarescu , Christian Maes , Mark A. Peletier

The gradient scheme framework is based on a small number of properties and encompasses a large number of numerical methods for diffusion models. We recall these properties and develop some new generic tools associated with the gradient…

Numerical Analysis · Mathematics 2015-11-10 Jerome Droniou , Robert Eymard , Raphaele Herbin

The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…

Probability · Mathematics 2025-03-25 Benjamin Gess , Daniel Heydecker

With a scalar potential and a bivector potential, the vector field associated with the drift of a diffusion is decomposed into a generalized gradient field, a field perpendicular to the gradient, and a divergence-free field. We give such…

Statistical Mechanics · Physics 2021-05-26 Ying-Jen Yang , Yu-Chen Cheng

We consider the forward Kolmogorov equation corresponding to measure-valued processes stemming from a class of interacting particle systems in population dynamics, including variations of the Bolker-Pacala-Dieckmann-Law model. Under the…

Analysis of PDEs · Mathematics 2022-07-25 Jasper Hoeksema , Oliver Tse

In this work, we show that a family of non-linear mean-field equations on discrete spaces can be viewed as a gradient flow of a natural free energy functional with respect to a certain metric structure we make explicit. We also prove that…

Probability · Mathematics 2016-10-26 Matthias Erbar , Max Fathi , Vaios Laschos , André Schlichting

In the machine learning literature stochastic gradient descent has recently been widely discussed for its purported implicit regularization properties. Much of the theory, that attempts to clarify the role of noise in stochastic gradient…

Machine Learning · Computer Science 2022-10-21 Alberto Lanconelli , Christopher S. A. Lauria

A dynamical system is defined in terms of the gradient of a payoff function. Dynamical variables are of two types, ascent and descent. The ascent variables move in the direction of the gradient, while the descent variables move in the…

Optimization and Control · Mathematics 2019-03-07 H. Sebastian Seung

We study the connection between a system of many independent Brownian particles on one hand and the deterministic diffusion equation on the other. For a fixed time step $h>0$, a large-deviations rate functional $J_h$ characterizes the…

Probability · Mathematics 2015-05-18 Stefan Adams , Nicolas Dirr , Mark Peletier , Johannes Zimmer

In this paper we demonstrate that Lindblad equations characterized by a random rate variable arise after tracing out a complex structured reservoir. Our results follows from a generalization of the Born-Markov approximation, which relies in…

Quantum Physics · Physics 2009-11-11 Adrian A. Budini
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