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We study the stochastic total variation flow (STVF) equation with linear multiplicative noise. By considering a limit of a sequence of regularized stochastic gradient flows with respect to a regularization parameter $\varepsilon$ we obtain…

Numerical Analysis · Mathematics 2022-11-14 Ľubomír Baňas , Michael Röckner , André Wilke

Using finite size scaling techniques and a renormalization scheme based on the Gradient Flow, we determine non-perturbatively the $\beta$-function of the $SU(3)$ Yang-Mills theory for a range of renormalized couplings $\bar g^2\sim 1-12$.…

High Energy Physics - Lattice · Physics 2019-10-02 Mattia Dalla Brida , Alberto Ramos

In contexts where data samples represent a physically stable state, it is often assumed that the data points represent the local minima of an energy landscape. In control theory, it is well-known that energy can serve as an effective…

Machine Learning · Computer Science 2024-02-09 Christopher Iliffe Sprague , Arne Elofsson , Hossein Azizpour

We examine fluctuations of vorticity excited by an external random force in two-dimensional fluid in the presence of a strong external shear flow. The problem is motivated by the analysis of big coherent vortices appearing as a consequence…

Fluid Dynamics · Physics 2024-03-07 Igor V. Kolokolov , Vladimir V. Lebedev

Many large-scale and distributed optimization problems can be brought into a composite form in which the objective function is given by the sum of a smooth term and a nonsmooth regularizer. Such problems can be solved via a proximal…

Optimization and Control · Mathematics 2020-06-26 Sepideh Hassan-Moghaddam , Mihailo R. Jovanović

We study the numerical behaviour of a particle method for gradient flows involving linear and nonlinear diffusion. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles. The resulting…

Analysis of PDEs · Mathematics 2016-12-07 J. A. Carrillo , Y. Huang , F. S. Patacchini , G. Wolansky

In this paper, we present a novel derivative-free optimization framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning involve settings…

Optimization and Control · Mathematics 2024-04-19 Raghu Bollapragada , Cem Karamanli , Stefan M. Wild

Here we present well-posedness results for first order stochastic differential inclusions, more precisely for sweeping process with a stochastic perturbation. These results are provided in combining both deterministic sweeping process…

Analysis of PDEs · Mathematics 2014-03-31 Frederic Bernicot , Juliette Venel

Predicting the response of a system to perturbations is a key challenge in mathematical and natural sciences. Under suitable conditions on the nature of the system, of the perturbation, and of the observables of interest, response theories…

Statistical Mechanics · Physics 2017-09-13 Valerio Lucarini , Jeroen Wouters

We analyze in a closed form the learning dynamics of stochastic gradient descent (SGD) for a single-layer neural network classifying a high-dimensional Gaussian mixture where each cluster is assigned one of two labels. This problem provides…

Machine Learning · Computer Science 2022-03-28 Francesca Mignacco , Florent Krzakala , Pierfrancesco Urbani , Lenka Zdeborová

Stream stochastic gradient descent (SGD) is a simple and efficient method for solving online optimization problems in operations research (OR), where data is generated by parameter-dependent Markov chains. Unlike traditional approaches…

Optimization and Control · Mathematics 2025-09-03 Xiang Li , Jiadong Liang , Xinyun Chen , Zhihua Zhang

The increasing amount of controllable generation and consumption in distribution grids poses a severe challenge in keeping voltage values within admissible ranges. Existing approaches have considered different optimal power flow…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Miguel Picallo , Adolfo Anta , Bart De Schutter

Distributed algorithms are often beset by the straggler effect, where the slowest compute nodes in the system dictate the overall running time. Coding-theoretic techniques have been recently proposed to mitigate stragglers via algorithmic…

Machine Learning · Statistics 2017-11-21 Zachary Charles , Dimitris Papailiopoulos , Jordan Ellenberg

In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…

Machine Learning · Computer Science 2016-01-06 John Schulman , Nicolas Heess , Theophane Weber , Pieter Abbeel

The existing paradox between theory and computational experiment for weak solutions of systems of conservation laws in higher space dimensions is arguably resolved. Apparently successful computations are identified with underlying…

Analysis of PDEs · Mathematics 2024-08-28 Michael Sever

We present preliminary results of the gradient flow running coupling with Dirichlet boundary condition in the SU(2) gauge theory with 8 fermion flavours. Improvements to the gradient flow measurement allow us to obtain a robust continuum…

High Energy Physics - Lattice · Physics 2014-11-19 Jarno Rantaharju , Tuomas Karavirta , Viljami Leino , Teemu Rantalaiho , Kari Rummukainen , Kimmo Tuominen

We consider the (sub-Riemannian type) control problem of finding a path going from an initial point $x$ to a target point $y$, by only moving in certain admissible directions. We assume that the corresponding vector fields satisfy the…

Optimization and Control · Mathematics 2025-12-16 Paul Gassiat , Florin Suciu

A new and very general technique for simulating solid-fluid suspensions is described; its most important feature is that the computational cost scales linearly with the number of particles. The method combines Newtonian dynamics of the…

comp-gas · Physics 2009-10-22 Anthony J. C. Ladd

Boltzmann Generators have emerged as a promising machine learning tool for generating samples from equilibrium distributions of molecular systems using Normalizing Flows and importance weighting. Recently, Flow Matching has helped speed up…

Machine Learning · Statistics 2025-10-21 Lorenz Vaitl , Leon Klein

A general, two-way coupled, point-particle formulation that accounts for the disturbance created by the dispersed particles in obtaining the undisturbed fluid flow field needed for accurate computation of the force closure models is…

Fluid Dynamics · Physics 2021-06-02 Pedram Pakseresht , Sourabh V. Apte
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