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Related papers: On The Simulated Annealing In $\mathbf{R}^d$

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We give a rigorous complexity analysis of the simulated annealing algorithm by Kalai and Vempala [Math of OR 31.2 (2006): 253-266] using the type of temperature update suggested by Abernethy and Hazan [arXiv 1507.02528v2, 2015]. The…

Optimization and Control · Mathematics 2019-07-05 Riley Badenbroek , Etienne de Klerk

In the process of analyzing the axiomatic principles underlying statistical physics, when modeling the most probable stationary macrostates of non-ergodic closed systems, a forecast was obtained about a possible limitation purview of the…

Statistical Mechanics · Physics 2022-09-07 Vladimir Savukov

Consider a symplectic map which possesses a normally hyperbolic invariant manifold of any even dimension with transverse homoclinic channels. We develop a topological shadowing argument to prove the existence of Arnold diffusion along the…

Dynamical Systems · Mathematics 2022-12-21 Andrew Clarke , Jacques Fejoz , Marcel Guardia

We consider a random walk among a Poisson cloud of moving traps on ${\mathbb Z}^d$, where the walk is killed at a rate proportional to the number of traps occupying the same position. In dimension $d=1$, we have previously shown that under…

Probability · Mathematics 2025-10-02 Siva Athreya , Alexander Drewitz , Rongfeng Sun

We determine the timescales associated with turbulent diffusion and isotropization in closure models using anisotropically forced and freely decaying turbulence simulations and to study the applicability of these models. We compare the…

Solar and Stellar Astrophysics · Physics 2012-01-11 J. E. Snellman , A. Brandenburg , P. J. Käpylä , M. J. Mantere

Suppose $X$ is a multidimensional diffusion process. Assume that at time zero the state of $X$ is fully observed, but at time $T>0$ only linear combinations of its components are observed. That is, one only observes the vector $L X_T$ for a…

Probability · Mathematics 2026-01-14 Joris Bierkens , Frank van der Meulen , Moritz Schauer

We demonstrate that is it possible to simulate a system in thermal equilibrium even when the energy cannot be evaluated exactly, provided the error distribution is known. This leads to an effective optimisation strategy for problems where…

Statistical Mechanics · Physics 2009-11-10 Robin C. Ball , Thomas M. A. Fink , Neill E. Bowler

We consider the global optimization of a non-convex potential $U : \mathbb{R}^d \to \mathbb{R}$ and extend the controlled simulated annealing framework introduced by Molin et al. (2026) to the class of swarm gradient dynamics, a family of…

Optimization and Control · Mathematics 2026-03-13 Louison Aubert

In this communication, the closure formulas of von K\'arm\'an--Howarth and Corrsin equations are obtained through the Liouville theorem and the hypothesis of homogeneous isotropic incompressible turbulence. Such closures, based on the…

Fluid Dynamics · Physics 2020-02-11 Nicola de Divitiis

We consider the spatially inhomogeneous Landau equation with soft potentials, including the case of Coulomb interactions. First, we establish the existence of solutions for a short time, assuming the initial data is in a fourth-order…

Analysis of PDEs · Mathematics 2018-05-30 Christopher Henderson , Stanley Snelson , Andrei Tarfulea

In this article, we study the problem of sampling from distributions whose densities are not necessarily smooth nor logconcave. We propose a simple Langevin-based algorithm that does not rely on popular but computationally challenging…

Machine Learning · Statistics 2025-12-02 Tim Johnston , Iosif Lytras , Nikolaos Makras , Sotirios Sabanis

We prove that a semi-implicit time Euler scheme for the two-dimensional B\'enard-Boussinesq model on the torus D converges. The rate of convergence in probability is almost 1/2 for a multiplicative noise; this relies on moment estimates in…

Numerical Analysis · Mathematics 2024-12-11 Hakima Bessaih , Annie Millet

We present a modified simulated annealing method with a dynamical choice of the cooling temperature. The latter is determined via a closed-loop control and is proven to yield exponential decay of the entropy of the particle system. The…

Optimization and Control · Mathematics 2026-02-18 Michael Herty , Mattia Zanella

In this paper we study the stochastic Navier-Stokes equations on the $d$-dimensional torus with transport noise, which arise in the study of turbulent flows. Under very weak smoothness assumptions on the data we prove local well-posedness…

Analysis of PDEs · Mathematics 2023-12-12 Antonio Agresti , Mark Veraar

We consider a nearly integrable, non-isochronous, a-priori unstable Hamiltonian system with a (trigonometric polynomial) $O(\mu)$-perturbation which does not preserve the unperturbed tori. We prove the existence of Arnold diffusion with…

Dynamical Systems · Mathematics 2007-05-23 Massimiliano Berti , Luca Biasco , Philippe Bolle

Simulated annealing - moving from a tractable distribution to a distribution of interest via a sequence of intermediate distributions - has traditionally been used as an inexact method of handling isolated modes in Markov chain samplers.…

Computational Physics · Physics 2007-05-23 Radford M. Neal

We consider fluid flows, governed by the Navier-Stokes equations, subject to a steady symmetry-breaking bifurcation and forced by a weak noise acting on a slow time scale. By generalizing the multiple-scale weakly nonlinear expansion…

Fluid Dynamics · Physics 2024-03-12 Yves-Marie Ducimetière , Edouard Boujo , François Gallaire

In an earlier joint work, we studied a sequential Monte Carlo algorithm to sample from the Gibbs measure supported on torus with a non-convex energy function at a low temperature, where we proved that the time complexity of the algorithm is…

Computation · Statistics 2025-12-08 Ruiyu Han

The method of simulated annealing is adapted to the temperature-emissivity separation (TES) problem. A patch of surface at the bottom of the atmosphere is assumed to be a greybody emitter with spectral emissivity $\epsilon(k)$ describable…

Data Analysis, Statistics and Probability · Physics 2016-02-18 John A. Morgan

We develop a quenched thermodynamic formalism for a wide class of random maps with non-uniform expansion, where no Markov structure, no uniformly bounded degree or the existence of some expanding dynamics is required. We prove that every…

Dynamical Systems · Mathematics 2024-04-19 Manuel Stadlbauer , Shintaro Suzuki , Paulo Varandas