Related papers: On The Simulated Annealing In $\mathbf{R}^d$
The present paper is concerned with some self-interacting diffusions $(X_t,t\geq 0)$ living on $\mathbb{R}^d$. These diffusions are solutions to stochastic differential equations: $$\mathrm{d}X_t = \mathrm{d}B_t - g(t)\nabla V(X_t -…
Anomalous diffusion and power-law distributions are observed in various complex systems. To provide a consistent dynamical foundation for these phenomena, we present a geometric derivation of the nonlinear Fokker-Planck equation by…
Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…
The refined similarity hypotheses of Kolmogorov, regarded as an important ingredient of intermittent turbulence, has been tested in the past using one-dimensional data and plausible surrogates of energy dissipation. We employ data from…
We consider the weakly asymmetric exclusion process on the $d$-dimensional torus. We prove a large deviations principle for the time averaged empirical density and current in the joint limit in which both the time interval and the number of…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…
We propose and analyze a class of particle methods for the Vlasov equation with a strong external magnetic field in a torus configuration. In this regime, the time step can be subject to stability constraints related to the smallness of…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
This paper present a simulation strategy for DNS of turbulent co-current Taylor bubble flow. This is a continuation of the work presented in [2] in which Large Eddy Simulation (LES) of co-current turbulent Taylor bubble flow was presented.…
We present an experimental investigation of intense turbulence generated by a class of low-blockage space-filling fractal square grids. We confirm the existence of a protacted production region followed by a decaying region, as first…
The convergence of the kinetic Langevin simulated annealing is proven under mild assumptions on the potential $U$ for slow logarithmic cooling schedules. Moreover, non-convergence for fast logarithmic and non-logarithmic cooling schedules…
For a bivariate time series $((X_i,Y_i))_{i=1,...,n}$ we want to detect whether the correlation between $X_i$ and $Y_i$ stays constant for all $i = 1,...,n$. We propose a nonparametric change-point test statistic based on Kendall's tau and…
Models of inflationary cosmology can lead to variation of observable parameters ("constants of Nature") on extremely large scales. The question of making probabilistic predictions for today's observables in such models has been investigated…
We study the estimation of the value function for continuous-time Markov diffusion processes using a single, discretely observed ergodic trajectory. Our work provides non-asymptotic statistical guarantees for the least-squares…
We develop a Thermodynamic Formalism for bounded continuous potentials defined on the sequence space $X\equiv E^{\mathbb{N}}$, where $E$ is a general Borel standard space. In particular, we introduce meaningful concepts of entropy and…
In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…
We investigate the validity of the Markovian assumption in modeling near-wall turbulence by analyzing the detachment of micron-sized particles from the viscous sublayer. By coupling direct numerical simulations with a fractional…
We consider a time inhomogeneous Cox-Ingersoll-Ross diffusion with positive jumps. We exploit a branching property to prove existence of a unique strong solution under a restrictive condition on the jump measure. We give Laplace transforms…
Iterative coarse-graining procedure based on Wyld's perturbation expansion is applied to the problem of Navier-Stokes turbulence. It is shown that the low-order calculation gives the fixed-point Reynolds number $ Re_{fp}$ (coupling…
We consider percolation on $\mathbb{Z}^d$ and on the $d$-dimensional discrete torus, in dimensions $d \ge 11$ for the nearest-neighbour model and in dimensions $d>6$ for spread-out models. For $\mathbb{Z}^d$, we employ a wide range of…