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Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…

Probability · Mathematics 2021-05-11 Jonas Latz

The paper addresses the homogenization of a micro-model of poroelasticity coupled with thermal effects for two-constituent media and with imperfect interfacial contact.The homogenized model is obtained by means of the two-scale convergence…

Analysis of PDEs · Mathematics 2021-12-07 Abdelhamid Ainouz

We consider a wide range of regularized stochastic minimization problems with two regularization terms, one of which is composed with a linear function. This optimization model abstracts a number of important applications in artificial…

Machine Learning · Computer Science 2018-02-02 Tianyi Lin , Linbo Qiao , Teng Zhang , Jiashi Feng , Bofeng Zhang

Aims. This series of papers aims at building a new formalism specifically tailored to study the impact of turbulence on the global modes of oscillation in solar-like stars. This first paper aims at deriving a linear wave equation that…

Solar and Stellar Astrophysics · Physics 2021-12-08 J. Philidet , K. Belkacem , M. -J. Goupil

In the context of infinitesimal strain plasticity with hardening, we derive a stochastic homogenization result. We assume that the coefficients of the equation are random functions: elasticity tensor, hardening parameter and flow-rule…

Analysis of PDEs · Mathematics 2016-04-11 M. Heida , B. Schweizer

In this work we introduce and analyze a new multiscale method for strongly nonlinear monotone equations in the spirit of the Localized Orthogonal Decomposition. A problem-adapted multiscale space is constructed by solving linear local…

Numerical Analysis · Mathematics 2020-12-16 Barbara Verfürth

We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function $h$ and smooth function $c$ and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic…

Optimization and Control · Mathematics 2018-09-25 John Duchi , Feng Ruan

Coarsening of an isolated far-from-equilibrium quantum system is a paradigmatic many-body phenomenon, relevant from subnuclear to cosmological lengthscales, and predicted to feature universal dynamic scaling. Here, we observe universal…

Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with…

Applications · Statistics 2017-03-28 Sean Yiu , Brian Tom

Continuum models of plasticity fail to capture the richness of microstructural evolution because the continuum is a homogeneous construction. The present study shows that an alternative way is available at the mesoscale in the form of truly…

Materials Science · Physics 2025-10-01 Afonso D. M. Barroso , Elijah Borodin , Andrey P. Jivkov

In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…

Optimization and Control · Mathematics 2020-06-15 Zhize Li , Peter Richtárik

Smoothed Particle Hydrodynamics (SPH_ is a mesh-free Lagrangian method renowned for modeling large deformations and free-surface flows, yet classical formulations remain confined to deterministic systems. We introduce Stochastic SPH…

Computational Engineering, Finance, and Science · Computer Science 2026-05-14 Mridul Tiwari , Sawan Kumar , Md Rushdie Ibne Islam , Souvik Chakraborty

A heterogeneous Cauchy elastic material may display micromechanical effects that can be modeled in a homogeneous equivalent material through the introduction of higher-order elastic continua. Asymptotic homogenization techniques provide an…

Computational Physics · Physics 2018-04-20 A. Bacigalupo , M. Paggi , F. Dal Corso , D. Bigoni

The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…

Fluid Dynamics · Physics 2016-03-02 N Machicoane , M López-Caballero , L Fiabane , J-F Pinton , M Bourgoin , J Burguete , R Volk

This work concerns about forward-backward multivalued stochastic systems. First of all, we prove one average principle for general stochastic differential equations in the $L^{2p}$ ($p\geq 1$) sense. Moreover, for $p=1$ a convergence rate…

Probability · Mathematics 2023-11-14 Huijie Qiao

We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

Optimization and Control · Mathematics 2019-08-08 Kenneth F. Caluya , Abhishek Halder

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

Dual-continuum (DC) models can be tractable alternatives to explicit approaches for the numerical modelling of multiscale materials with multiphysics behaviours. This work concerns the conceptual and numerical modelling of poroelastically…

Geophysics · Physics 2020-12-02 Mark Ashworth , Florian Doster

In this paper, we propose a multiscale method for heterogeneous Stokes problems. The method is based on the Localized Orthogonal Decomposition (LOD) methodology and has approximation properties independent of the regularity of the…

Numerical Analysis · Mathematics 2024-10-21 Moritz Hauck , Alexei Lozinski

We establish an optimal, linear rate of convergence for the stochastic homogenization of discrete linear elliptic equations. We consider the model problem of independent and identically distributed coefficients on a discretized unit torus.…

Numerical Analysis · Mathematics 2019-02-20 Antoine Gloria , Stefan Neukamm , Felix Otto