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Discrete simulation methods are efficient tools to investigate the complex behaviors of complex fluids made of either dry granular materials or dilute suspensions. By contrast, materials made of soft and/or concentrated units (emulsions,…

Fluid Dynamics · Physics 2008-12-18 Pierre Rognon , Cyprien Gay

We investigate the phase transition dynamics of a quasi-2D antiferromagnetic spin-1 Bose-Einstein condensate from the easy-axis polar phase to the easy-plane polar phase, which is initiated by suddenly changing the sign of the quadratic…

Quantum Gases · Physics 2017-06-07 Seji Kang , Sang Won Seo , Joon Hyun Kim , Yong-il Shin

We present new high order approximations schemes for the Cox-Ingersoll-Ross (CIR) process that are obtained by using a recent technique developed by Alfonsi and Bally (2021) for the approximation of semigroups. The idea consists in using a…

Numerical Analysis · Mathematics 2023-04-13 Aurélien Alfonsi , Edoardo Lombardo

We introduce an abstract Hilbert space-valued framework of Markovian lifts for stochastic Volterra equations with operator-valued Volterra kernels. Our main results address the existence and characterisation of possibly multiple limit…

Probability · Mathematics 2026-05-21 Luigi Amedeo Bianchi , Stefano Bonaccorsi , Ole Cañadas , Martin Friesen

Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…

Optimization and Control · Mathematics 2026-05-19 Begoña García Malaxechebarría , Courtney Paquette , Maryam Fazel , Dmitriy Drusvyatskiy

We consider two implicit approximation schemes of the one-dimensional supercooled Stefan problem and prove their convergence, even in the presence of finite time blow-ups. All proofs are based on a probabilistic reformulation recently…

Numerical Analysis · Mathematics 2022-06-30 Christa Cuchiero , Christoph Reisinger , Stefan Rigger

The form of higher-spin current interactions in the sector of one-forms is derived from the nonlinear higher-spin equations in $AdS_4$. Quadratic corrections to higher-spin equations are shown to be independent of the phase of the parameter…

High Energy Physics - Theory · Physics 2018-06-13 O. A. Gelfond , M. A. Vasiliev

In this paper, we establish a probabilistic representation as well as some integration by parts formulae for the marginal law at a given time maturity of some stochastic volatility model with unbounded drift. Relying on a perturbation…

Probability · Mathematics 2020-11-23 Junchao Chen , Noufel Frikha , Houzhi Li

Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…

Probability · Mathematics 2017-06-19 Dang H. Nguyen , George Yin

Nonequilibrium statistical models of point vortex systems are constructed using an optimal closure method, and these models are employed to approximate the relaxation toward equilibrium of systems governed by the two-dimensional Euler…

Fluid Dynamics · Physics 2018-12-26 Jonathan Maack , Bruce Turkington

We consider the stochastic system of interacting neurons introduced in De Masi et al. (2015) and in Fournier and L\"ocherbach (2016) and then further studied in Erny, L\"ocherbach and Loukianova (2021) in a diffusive scaling. The system…

Probability · Mathematics 2022-11-30 Xavier Erny , Eva Löcherbach , Dasha Loukianova

We study a family of continuous time Markov jump processes on strict partitions (partitions with distinct parts) preserving the distributions introduced by Borodin (1997) in connection with projective representations of the infinite…

Probability · Mathematics 2011-04-19 Leonid Petrov

We propose and analyse an efficient scheme for simulating higher-order topological phases of matter in two dimensional (2D) spin-phononic crystal networks. We show that, through a specially designed periodic driving, one can selectively…

Quantum Physics · Physics 2021-01-20 Xiao-Xiao Li , Peng-Bo Li

Modern machine learning models are typically trained via multi-pass stochastic gradient descent (SGD) with small batch sizes, and understanding their dynamics in high dimensions is of great interest. However, an analytical framework for…

Machine Learning · Statistics 2026-02-17 Sota Nishiyama , Masaaki Imaizumi

Tau-leaping is a family of algorithms for the approximate simulation of the discrete state continuous time Markov chains. Motivation for the development of such methods can be found, for instance, in the fields of chemical kinetics and…

Probability · Mathematics 2020-08-10 Viktor Reshniak , Abdul Khaliq , David Voss

We investigate the dimensional dependence of dynamical fluctuations related to dynamic heterogeneity in supercooled liquid systems using kinetically constrained models. The $d$-dimensional spin-facilitated East model with embedded probe…

Statistical Mechanics · Physics 2017-09-13 Soree Kim , Dayton G. Thorpe , Juan P. Garrahan , David Chandler , YounJoon Jung

This paper studies the high-dimensional scaling limits of online stochastic gradient descent (SGD). Building on the recent work of Ben Arous, Gheissari, and Jagannath on the effective dynamics of SGD, we study the critical scaling regime of…

Machine Learning · Statistics 2026-05-01 Parsa Rangriz

We describe random loop models and their relations to a family of quantum spin systems on finite graphs. The family includes spin 1/2 Heisenberg models with possibly anisotropic spin interactions and certain spin 1 models with…

Mathematical Physics · Physics 2013-08-23 Daniel Ueltschi

This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…

Analysis of PDEs · Mathematics 2019-10-21 Ludovic Goudenège , Adam Larat , Julie Llobell , Marc Massot , David Mercier , Olivier Thomine , Aymeric Vié

We study the exponentiation of elements of the gauge Lie algebras ${\rm hs}(\lambda)$ of three-dimensional higher spin theories. Exponentiable elements generate one-parameter groups of finite higher spin symmetries. We show that elements of…

High Energy Physics - Theory · Physics 2015-03-20 Samuel Monnier
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