Related papers: Hamilton dynamics for the Lefschetz thimble integr…
In this paper is proposed the method of the identification of complex dynamic systems. Method can be used for the identification of linear and nonlinear complex dynamic systems for the determined or stochastic signals at the inputs and the…
Many experimental techniques aim at determining the Hamiltonian of a given system. The Hamiltonian describes the system's evolution in the absence of dissipation, and is often central to control or interpret an experiment. Here, we…
We consider a numerical scheme for Hamilton-Jacobi equations based on a direct discretization of the Lax-Oleinik semi-group. We prove that this method is convergent with respect to the time and space stepsizes provided the solution is…
A particular mix of integral equations and discretization techniques is suggested for the solution of a planar Helmholtz transmission problem with relevance to the study of surface plasmon waves. The transmission problem describes the…
The main focus of this paper is the study of efficient multigrid methods for large linear systems with a particular saddle-point structure. Indeed, when the system matrix is symmetric, but indefinite, the variational convergence theory that…
We demonstrate the existence of hidden topological angles (HTAs) in a large class of quantum field theories and quantum mechanical systems. HTAs are distinct from theta-parameters in the lagrangian. They arise as invariant angle associated…
Discretized Langevin diffusions are efficient Monte Carlo methods for sampling from high dimensional target densities that are log-Lipschitz-smooth and (strongly) log-concave. In particular, the Euclidean Langevin Monte Carlo sampling…
Within the frames of the analytical mechanics the method of the description of dynamics of nonequilibrium systems of potentially interacting elements is develops. The method is based on an opportunity of representation of nonequilibrium…
We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong order of convergence and investigate mean-square stability…
We present a novel method for drawing samples from Gibbs distributions with densities of the form $\pi(x) \propto \exp(-U(x))$. The method accelerates the unadjusted Langevin algorithm by introducing an inertia term similar to Polyak's…
We study the stabilization of coherent suppression of tunneling in a driven double-well system subject to random periodic $\delta-$function ``kicks''. We model dissipation due to this stochastic process as a phase diffusion process for an…
Probably one of the most striking examples of the close connections between global optimization processes and statistical physics is the simulated annealing method, inspired by the famous Monte Carlo algorithm devised by Metropolis et al.…
In this article, we continue the development of the Riemann-Hilbert formalism for studying the asymptotics of Toeplitz+Hankel determinants with non-identical symbols, which we initiated in \cite{GI}. In \cite{GI}, we showed that the…
We examine the use of different randomisation policies for stochastic gradient algorithms used in sampling, based on first-order (or overdamped) Langevin dynamics, the most popular of which is known as Stochastic Gradient Langevin Dynamics.…
In this paper, we are concerned with a non-asymptotic analysis of sampling algorithms used in nonconvex optimization. In particular, we obtain non-asymptotic estimates in Wasserstein-1 and Wasserstein-2 distances for a popular class of…
The dynamics of steps on crystal surfaces is considered. In general, the meandering of the steps obeys a subdiffusive behaviour. The characteristic asymptotic time laws depend on the microscopic mechanism for detachment and attachment of…
We develop a new asymptotic method for the analysis of matrix Riemann-Hilbert problems. Our method is a generalization of the steepest descent method first proposed by Deift and Zhou; however our method systematically handles jump matrices…
The lattice Boltzmann method (LBM) is routinely employed in the simulation of complex multiphase flows comprising bulk phases separated by non-ideal interfaces. LBM is intrinsically mesoscale with an hydro-dynamic equivalence popularly set…
We study quantum mechanical systems with a discrete spectrum. We show that the asymptotic series associated to certain paths of steepest-descent (Lefschetz thimbles) are Borel resummable to the full result. Using a geometrical approach…
We present a method to compute real-time path integrals numerically, by Monte-Carlo sampling on near-Lefschetz thimbles. We present a collection of tools based on the Lefschetz thimble methods, which together provide an alternative to…