Related papers: On The Simulated Annealing In $\mathbf{R}^d$
It has previously been shown that by increasing the Reynolds number across a channel by spatially varying the viscosity does not cause an immediate change in the size of turbulent structures and a delay is in fact observed in both wall…
We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the…
Most solved dynamic structural macrofinance models are non-linear and/or non-Gaussian state-space models with high-dimensional and complex structures. We propose an annealed controlled sequential Monte Carlo method that delivers numerically…
Approximating probability distributions can be a challenging task, particularly when they are supported over regions of high geometrical complexity or exhibit multiple modes. Annealing can be used to facilitate this task which is often…
An experimental analysis of small-scales anisotropic turbulent fluctuations has been performed in two different flows. We analyzed anisotropic properties of an homogeneous shear flows and of a turbulent boundary layer by means of two…
The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…
We derive quantitative sufficient conditions for rotational chaos and diffusion in annular homeomorphisms, building on the topological criteria established in [31]. These conditions depend only on basic properties of the maps, making their…
This study considers the unconditional smooth R\'{e}nyi entropy, the smooth conditional R\'{e}nyi entropy proposed by Kuzuoka [\emph{IEEE Trans.\ Inf.\ Theory}, vol.~66, no.~3, pp.~1674--1690, 2020], and a new quantity which we term the…
This paper derives the Fokker-Planck (FP) equation for a particle moving in potential by a randomly modulated dipole. The FP equation describes the anomalous diffusion observed in the companion paper [1] and breaks the conservation of the…
In a recent preprint (arXiv:1305.4904) entitled "Classical signature of quantum annealing" Smolin and Smith point out that a bimodal distribution presented in (arXiv:1304.4595) for the success probability in the D-Wave device does not in…
R\"ockner and Zhang in [27] proved the existence of a unique strong solution to a stochastic tamed 3D Navier-Stokes equation in the whole space and for the periodic boundary case using a result from [31]. In the latter case, they also…
We study stability of solutions for a randomly driven and degenerately damped version of the Lorenz '63 model. Specifically, we prove that when damping is absent in one of the temperature components, the system possesses a unique invariant…
We present a new approach to parameter inference targeted on generic situations where the evaluation of the likelihood $\mathcal{L}$ (i.e., the probability to observe the data given a fixed model configuration) is numerically expensive.…
A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the…
We show that the bulk winding number characterizing one-dimensional topological insulators with chiral symmetry can be detected from the displacement of a single particle, observed via losses. Losses represent the effect of repeated weak…
We prove a stability threshold theorem for 2D Navier-Stokes on three unbounded domains: the whole plane $\mathbb{R} \times \mathbb{R}$, the half plane $\mathbb{R} \times [0,\infty)$ with Navier boundary conditions, and the infinite channel…
As one of the most robust global optimization methods, simulated annealing has received considerable attention, with many variations that attempt to improve the cooling schedule. This paper introduces a variant of simulated annealing that…
Torsional-space Monte Carlo simulations of flexible molecules are usually based on the assumption that all values of dihedral angles have equal probability in the absence of atomic interactions. In the present paper it is shown that this…
The purpose of this work is to extend the formalism of stochastic calculus to the case of spaces with local anisotropy (modeled as vector bundles with compatible nonlinear and distinguished connections and metric structures and containing…
Sampling from a Boltzmann distribution is NP-hard and so requires heuristic approaches. Quantum annealing is one promising candidate. The failure of annealing dynamics to equilibrate on practical time scales is a well understood limitation,…