Related papers: Self-consistent formulations for stochastic nonlin…

For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…

Understanding neural dynamics is a central topic in machine learning, non-linear physics and neuroscience. However, the dynamics is non-linear, stochastic and particularly non-gradient, i.e., the driving force can not be written as gradient…

We propose to optimize neural networks with a uniformly-distributed random learning rate. The associated stochastic gradient descent algorithm can be approximated by continuous stochastic equations and analyzed within the Fokker-Planck…

We investigate a stochastic version of a simple enzymatic reaction which follows the generic Michaelis-Menten kinetics. At sufficiently high concentrations of reacting species, the molecular fluctuations can be approximated as a realization…

We have studied the dynamical properties of finite $N$-unit FitzHugh-Nagumo (FN) ensembles subjected to additive and/or multiplicative noises, reformulating the augmented moment method (AMM) with the Fokker-Planck equation (FPE) method [H.…

The presence of noise in non linear dynamical systems can play a constructive role, increasing the degree of order and coherence or evoking improvements in the performance of the system. An example of this positive influence in a biological…

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…

For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…

A detailed stochastic model of single-gene auto-regulation is established and its solutions are explored when mRNA dynamics is fast compared with protein dynamics and in the opposite regime. The model includes all the sources of randomness…

There has been a great deal of recent interest in learning and approximation of functions that can be expressed as expectations of a given nonlinearity with respect to its random internal parameters. Examples of such representations include…

Studying the properties of stochastic noise to optimize complex non-convex functions has been an active area of research in the field of machine learning. Prior work has shown that the noise of stochastic gradient descent improves…

We present Neural Stochastic Contraction Metrics (NSCM), a new design framework for provably-stable robust control and estimation for a class of stochastic nonlinear systems. It uses a spectrally-normalized deep neural network to construct…

Coherence resonance (CR), stochastic synchronization (SS), and spike-timing-dependent plasticity (STDP) are ubiquitous dynamical processes in biological neural networks. Whether there exists an optimal network and STDP configuration at…

We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…

Stochasticity plays a central role in nearly every biological process, and the noise power spectral density (PSD) is a critical tool for understanding variability and information processing in living systems. In steady-state, many such…

In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…

In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…

We propose a statistical-stochastic surrogate modeling approach to predict the response of the mean and variance statistics under various initial conditions and external forcing perturbations. The proposed modeling framework extends the…

The algorithms used to train neural networks, like stochastic gradient descent (SGD), have close parallels to natural processes that navigate a high-dimensional parameter space -- for example protein folding or evolution. Our study uses a…

We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…