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The paper presents an innovative approach to identifying voltage fluctuation sources in power networks, also considering the localization understood as the indication of supply points of disturbing loads. The presented approach considers…

Signal Processing · Electrical Eng. & Systems 2024-04-30 Piotr Kuwałek , Grzegorz Wiczyński

This paper is concerned with numerical analysis of two fully discrete Chorin-type projection methods for the stochastic Stokes equations with general non-solenoidal multiplicative noise. The first scheme is the standard Chorin scheme and…

Numerical Analysis · Mathematics 2021-08-03 Xiaobing Feng , Liet Vo

Stochastic resonance is a non-linear phenomenon, in which the sensitivity of signal detectors can be enhanced by adding random noise to the detector input. Here, we demonstrate that noise can also improve the information flux in recurrent…

Neurons and Cognition · Quantitative Biology 2018-11-30 Patrick Krauss , Karin Prebeck , Achim Schilling , Claus Metzner

We consider stochastic inflation coarse-grained using a general class of exponential filters. Such a coarse-graining prescription gives rise to inflaton-Langevin equations sourced by colored noise that is correlated in $e$-fold time. The…

Cosmology and Nongalactic Astrophysics · Physics 2022-09-19 Rafid Mahbub , Aritra De

This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…

Numerical Analysis · Mathematics 2022-11-28 Hailong Qiu

In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual…

Optimization and Control · Mathematics 2018-03-30 Nicolas Loizou , Peter Richtárik

A systematic analysis of the structure of single-baryon correlation functions calculated with lattice QCD is performed, with a particular focus on characterizing the structure of the noise associated with quantum fluctuations. The…

High Energy Physics - Lattice · Physics 2017-12-27 Michael L. Wagman , Martin J. Savage

The stochastic momentum method is a commonly used acceleration technique for solving large-scale stochastic optimization problems in artificial neural networks. Current convergence results of stochastic momentum methods under non-convex…

Optimization and Control · Mathematics 2023-01-26 Dongpo Xu , Jinlan Liu , Yinghua Lu , Jun Kong , Danilo Mandic

Stochastic resonance describes the utility of noise in improving the detectability of weak signals in certain types of systems. It has been observed widely in natural and engineered settings, but its utility in image classification with…

Computer Vision and Pattern Recognition · Computer Science 2025-02-21 Siegfried Ludwig

Convergence acceleration of flow simulations to their steady states at lower Mach numbers can be achieved via preconditioning the lattice Boltzmann (LB) schemes that alleviate the associated numerical stiffness, which have so far been…

Computational Physics · Physics 2022-08-17 Eman Yahia , Kannan Premnath

Efficient Boltzmann-sampling using first-principles methods is challenging for extended systems due to the steep scaling of electronic structure methods with the system size. Stochastic approaches provide a gentler system-size dependency at…

Computational Physics · Physics 2020-05-20 Eitam Arnon , Eran Rabani , Daniel Neuhauser , Roi Baer

We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…

Methodology · Statistics 2025-10-30 Dominik Sturm , Ivo F. Sbalzarini

We investigate an alternative to the Sequential Propagator Method used in Lattice QCD calculations of semileptonic form factors. We replace the sequential propagator with a stochastic propagator so that, in principle, all momentum and sink…

High Energy Physics - Lattice · Physics 2010-11-05 Richard Evans , Gunnar Bali , Sara Collins

We consider simultaneously identifying the membership and locations of point sources that are convolved with different band-limited point spread functions, from the observation of their superpositions. This problem arises in…

Information Theory · Computer Science 2017-03-22 Yuanxin Li , Yuejie Chi

This study addresses limited attention allocation in a stochastic linear quadratic system with multiplicative noise. Our approach enables strategic resource allocation to enhance noise estimation and improve control decisions. We provide…

Optimization and Control · Mathematics 2024-03-28 Xiangyu Cui , Jianjun Gao , Lingjie Kong

Modeling transformations between arbitrary data distributions is a fundamental scientific challenge, arising in applications like drug discovery and evolutionary simulation. While flow matching offers a natural framework for this task, its…

Machine Learning · Computer Science 2025-10-09 Shiye Su , Yuhui Zhang , Linqi Zhou , Rajesh Ranganath , Serena Yeung-Levy

This purpose of this paper is to locate a single localized source from three range measurements with multiplicative noises. Although some minimization approaches for additive noise have been found, studies on the existence of solutions are…

Signal Processing · Electrical Eng. & Systems 2020-05-04 Kiwoon Kwon

A double-correlation method is introduced to locate tremor sources based on stacks of complex, doubly-correlated tremor records of multiple triplets of seismographs back projected to hypothetical source locations in a geographic grid. Peaks…

In this paper we present a novel quasi-Newton algorithm for use in stochastic optimisation. Quasi-Newton methods have had an enormous impact on deterministic optimisation problems because they afford rapid convergence and computationally…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Adrian Wills , Thomas Schön

(Pseudo)random sampling, a costly yet widely used method in (probabilistic) machine learning and Markov Chain Monte Carlo algorithms, remains unfeasible on a truly large scale due to unmet computational requirements. We introduce an…

Computational Physics · Physics 2025-01-03 Nicolas Alder , Shivam Nitin Kajale , Milin Tunsiricharoengul , Deblina Sarkar , Ralf Herbrich