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Score-matching generative models have proven successful at sampling from complex high-dimensional data distributions. In many applications, this distribution is believed to concentrate on a much lower $d$-dimensional manifold embedded into…

Machine Learning · Statistics 2025-04-25 Peter Potaptchik , Iskander Azangulov , George Deligiannidis

Electric conductivity and dielectric permeability of the non-degenerate electronic gas for the collisional plasmas under arbitrary degree of degeneration of electron gas is found. The kinetic equation of Wigner - Vlasov - Boltzmann with…

Mathematical Physics · Physics 2010-03-08 A. V. Latyshev , A. A. Yushkanov

We consider finite element approximations of the Maxwell eigenvalue problem in two dimensions. We prove, in certain settings, convergence of the discrete eigenvalues using Lagrange finite elements. In particular, we prove convergence in…

Numerical Analysis · Mathematics 2021-02-17 Daniele Boffi , Johnny Guzman , Michael Neilan

The classical problem of two uniformly charged infinite planes in electrochemical equilibrium with an infinite monovalent salt reservoir is solved exactly at the mean-field nonlinear Poisson-Boltzmann (PB) level, including an explicit…

Soft Condensed Matter · Physics 2009-11-07 M. N. Tamashiro , H. Schiessel

The coupled discrete linear and Kerr nonlinear Schrodinger equations with gain and loss describing transport on dimers with parity-time PT symmetric potentials are considered. The model is relevant among others to experiments in optical…

Optics · Physics 2014-01-01 J. Pickton , H. Susanto

We review a new prescription for calculating the Lagrangian path integral measure directly from the Hamiltonian Schwinger-Dyson equations. The method agrees with the usual way of deriving the measure in which one has to perform the path…

High Energy Physics - Theory · Physics 2007-05-23 Aleksandar Bogojevic , Dragan S. Popovic

We investigate discrete-time conewise linear systems (CLS) for which all the solutions exhibit a finite number of switches. By switches, we mean transitions of a solution from one cone to another. Our interest in this class of CLS comes…

Systems and Control · Electrical Eng. & Systems 2024-12-05 Jamal Daafouz , Jérôme Lohéac , Constantin Morărescu , Romain Postoyan

We prove the central limit theorem (CLT) for a sequence of independent zero-mean random variables $\xi_j$, perturbed by predictable multiplicative factors $\lambda_j$ with values in intervals $[\underline\lambda_j,\overline\lambda_j]$. It…

Probability · Mathematics 2015-08-31 Dmitry B. Rokhlin

We investigate some recursive procedures based on an exact or ``approximate'' Euler scheme with decreasing step in vue to computation of invariant measures of solutions to S.D.E. driven by a L\'evy process. Our results are valid for a large…

Probability · Mathematics 2008-04-02 Fabien Panloup

A systematic approach to Liouville integrable defects is proposed, based on an underlying Poisson algebraic structure. The non-linear Schrodinger model in the presence of a single particle-like defect is investigated through this algebraic…

High Energy Physics - Theory · Physics 2012-02-15 Jean Avan , Anastasia Doikou

We study multiscale integrator numerical schemes for a class of stiff stochastic differential equations (SDEs). We consider multiscale SDEs with potentially multiple attractors that behave as diffusions on graphs as the stiffness parameter…

Numerical Analysis · Mathematics 2018-10-10 Jianfeng Lu , Konstantinos Spiliopoulos

The nonlinear Schr\"odinger equation (NLSE) is a rich and versatile model, which in one spatial dimension has stationary solutions similar to those of the linear Schr\"odinger equation as well as more exotic solutions such as solitary waves…

Quantum Gases · Physics 2024-07-08 David B. Reinhardt , Dean Lee , Wolfgang P. Schleich , Matthias Meister

We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…

Probability · Mathematics 2016-02-04 Ioannis Karatzas , Johannes Ruf

The complex Langevin (CL) method shows great promise in enabling the calculation of observables for theories with complex actions. Nevertheless, real-time quantum field theories have remained largely unsolved due to the particular severity…

High Energy Physics - Lattice · Physics 2024-01-12 Kirill Boguslavski , Paul Hotzy , David I. Müller

In this paper it is demonstrated how rigorous numerics may be applied to the one-dimensional nonlinear Schr\"odinger equation (NLS); specifically, to determining bound--state solutions and establishing certain spectral properties of the…

Dynamical Systems · Mathematics 2013-10-25 Roberto Castelli , Holger Teismann

We study an optimal control problem for the stochastic wave equation driven by affine multiplicative noise, formulated as a stochastic linear-quadratic (SLQ) problem. By applying a stochastic Pontryagin's maximum principle, we characterize…

Optimization and Control · Mathematics 2025-10-30 Abhishek Chaudhary

We explore how the analysis of the Carleman linearization can be extended to dynamical systems on infinite-dimensional Hilbert spaces with quadratic nonlinearities. We demonstrate the well-posedness and convergence of the truncated Carleman…

Numerical Analysis · Mathematics 2025-10-02 Bernhard Heinzelreiter , John W. Pearson

At nonzero chemical potential the numerical sign problem in lattice field theory limits the use of standard algorithms based on importance sampling. Complex Langevin dynamics provides a possible solution, but it has to be applied with care.…

High Energy Physics - Lattice · Physics 2015-06-15 Gert Aarts , Lorenzo Bongiovanni , Erhard Seiler , Denes Sexty , Ion-Olimpiu Stamatescu

Solutions of Rough Differential Equations (RDE) may be defined as paths whose increments are close to an approximation of the associated flow. They are constructed through a discrete scheme using a non-linear sewing lemma. In this article,…

Probability · Mathematics 2020-04-27 Antoine Brault , Antoine Lejay

We demonstrate that the corrections to the classical Kelvin image theory due to finite electron screening length $\lambda$, recently discussed by Roulet and Saint Jean, Am. J. Phys. 68(4) 319, is amenable to an exact closed form solution in…

Condensed Matter · Physics 2007-05-23 T. C. Choy