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Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…

Statistical Mechanics · Physics 2022-12-07 Deepak Gupta , Carlos A. Plata

We study a unified approach and algorithm for constructive discrepancy minimization based on a stochastic process. By varying the parameters of the process, one can recover various state-of-the-art results. We demonstrate the flexibility of…

Data Structures and Algorithms · Computer Science 2022-05-03 Nikhil Bansal , Aditi Laddha , Santosh S. Vempala

We obtain distribution-free bounds for various fundamental quantities used in probability theory by solving optimization problems that search for extreme distributions among all distributions with the same mean and dispersion. These…

Optimization and Control · Mathematics 2024-09-27 Pieter Kleer , Johan S. H. van Leeuwaarden , Bas Verseveldt

We determine the asymptotic law for the fluctuations of the total number of critical points of random Gaussian spherical harmonics in the high degree limit. Our results have implications on the sophistication degree of an appropriate…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Igor Wigman

From the sampling of data to the initialisation of parameters, randomness is ubiquitous in modern Machine Learning practice. Understanding the statistical fluctuations engendered by the different sources of randomness in prediction is…

Machine Learning · Statistics 2022-10-03 Bruno Loureiro , Cédric Gerbelot , Maria Refinetti , Gabriele Sicuro , Florent Krzakala

Spin-glass systems are universal models for representing many-body phenomena in statistical physics and computer science. High quality solutions of NP-hard combinatorial optimization problems can be encoded into low energy states of…

Disordered Systems and Neural Networks · Physics 2020-01-14 Gavin S. Hartnett , Masoud Mohseni

A conditional diffusion model has been developed to analyze intricate conductance fluctuations called universal conductance fluctuations or quantum fingerprints appearing in quantum transport phenomena. The model reconstructs impurity…

Mesoscale and Nanoscale Physics · Physics 2025-06-11 Naoto Yokoi , Yuki Tanaka , Yukito Nonaka , Shunsuke Daimon , Junji Haruyama , Eiji Saitoh

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

We conjecture that the current fluctuations in one-dimensional driven transport systems obey an upper bound determined by the mean current and the driving force. This inequality originates from repulsive interactions between transporting…

Statistical Mechanics · Physics 2025-10-13 Jiayin Gu , Fan Zhang

The article addresses a long-standing open problem on the justification of using variational Bayes methods for parameter estimation. We provide general conditions for obtaining optimal risk bounds for point estimates acquired from…

Statistics Theory · Mathematics 2017-12-27 Debdeep Pati , Anirban Bhattacharya , Yun Yang

Stochastic methods offer an effective way to suppress coherent errors in quantum simulation. In particular, the randomized compilation protocol may reduce circuit depth by randomly sampling Hamiltonian terms rather than following the…

Quantum Physics · Physics 2026-05-15 Yu-Xia Wu , Yun-Zhuo Fan , Dan-Bo Zhang

We present a new, short, self-contained proof of localization properties of multi-dimensional continuum random Schr\"odinger operators in the fluctuation boundary regime. Our method is based on the recent extension of the fractional moment…

Mathematical Physics · Physics 2016-09-07 Anne Boutet de Monvel , Serguei Naboko , Peter Stollmann , Günter Stolz

This paper examines a variety of classical optimization problems, including well-known minimization tasks and more general variational inequalities. We consider a stochastic formulation of these problems, and unlike most previous work, we…

Optimization and Control · Mathematics 2025-11-11 Vladimir Solodkin , Andrew Veprikov , Aleksandr Beznosikov

We study a free boundary problem which arises as the continuum version of a stochastic particles system in the context of Fourier law. Local existence and uniqueness of the classical solution are well known in the literature of free…

Probability · Mathematics 2014-06-11 Gioia Carinci , Anna De Masi , Cristian Giardina' , Errico Presutti

In applications of imprecise probability, analysts must compute lower (or upper) expectations, defined as the infimum of an expectation over a set of parameter values. Monte Carlo methods consistently approximate expectations at fixed…

Computation · Statistics 2021-03-05 Nicholas Syring , Ryan Martin

We derive a Cram\'er-Rao lower bound for the variance of Floquet multiplier estimates that have been constructed from stable limit cycles perturbed by noise. To do so, we consider perturbed periodic orbits in the plane. We use a periodic…

Dynamical Systems · Mathematics 2017-11-30 Aurya Javeed

A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an…

Statistical Mechanics · Physics 2008-04-19 P. O. Kazinski

Variational inequalities are a formalism that includes games, minimization, saddle point, and equilibrium problems as special cases. Methods for variational inequalities are therefore universal approaches for many applied tasks, including…

In this paper, calculus of variation methods are generalized to find min-max optimal solution of uncertain dynamical systems with uncertain or certain cost. First, a new form of Euler-Lagrange conditions for uncertain systems is presented.…

Optimization and Control · Mathematics 2013-05-28 Farid Sheikholeslam , R. Doosthoseyni

In this article we present an algorithm to compute bounds on the marginals of a graphical model. For several small clusters of nodes upper and lower bounds on the marginal values are computed independently of the rest of the network. The…

Artificial Intelligence · Computer Science 2011-06-27 B. Kappen , M. Leisink