Related papers: Hamilton-Jacobi equations for nonsymmetric matrix …
We study the high-dimensional limit of the free energy associated with the inference problem of finite-rank matrix tensor products. In general, we bound the limit from above by the unique solution to a certain Hamilton-Jacobi equation.…
We compute the large-scale limit of the free energy associated with the problem of inference of a finite-rank matrix. The method follows the principle put forward in arXiv:1811.01432 which consists in identifying a suitable Hamilton-Jacobi…
We argue that Hamilton-Jacobi equations provide a convenient and intuitive approach for studying the large-scale behavior of mean-field disordered systems. This point of view is illustrated on the problem of inference of a rank-one matrix.…
We compute the high-dimensional limit of the free energy associated with a multi-layer generalized linear model. Under certain technical assumptions, we identify the limit in terms of a variational formula. The approach is to first show…
We consider a general statistical inference model of finite-rank tensor products. For any interaction structure and any order of tensor products, we identify the limit free energy of the model in terms of a variational formula. Our approach…
A necessary and sufficient condition for a parameter transformation that leaves invariant the energy of a one dimensional autonomous system is obtained. Using a parameter transformation the Hamilton-Jacobi equation is solved by a…
In this paper, we study the integrability of contact Hamiltonian systems, both time-dependent and independent. In order to do so, we construct a Hamilton--Jacobi theory for these systems following two approaches, obtaining two different…
We consider vector spin glasses whose energy function is a Gaussian random field with covariance given in terms of the matrix of scalar products. For essentially any model in this class, we give an upper bound for the limit free energy,…
The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…
We consider the problem of estimating a rank-one nonsymmetric matrix under additive white Gaussian noise. The matrix to estimate can be written as the outer product of two vectors and we look at the special case in which both vectors are…
The classical and relativistic Hamilton-Jacobi approach is applied to the one-dimensional homogeneous potential, $V(q)=\alpha q^n$, where $\alpha$ and $n$ are continuously varying parameters. In the non-relativistic case, the exact…
We revisit the proof of the limiting free energy of the continuous random energy model (CREM) using the Hamilton--Jacobi approach for mean-field disordered systems. To achieve this, we introduce an enriched model that interpolates between…
For arbitrary Ising-like models of any dimension and Hamiltonians with a finite support with all possible multispin interactions and boundary conditions with a shift, the exact value of the free energy in the thermodynamic limit is obtained…
We study the homogenization of first-order Hamilton-Jacobi equations on an infinite-dimensional Hilbert space, motivated by systems of infinitely many indistinguishable particles on the torus. A central difficulty is that the analysis takes…
In this paper we study multi-matrix models whose potentials are perturbations of the quadratic potential associated with independent GUE random matrices. More precisely, we compute the free energy and the expectation of the trace of…
We give a meaning to the Hamilton--Jacobi equation arising from mean-field spin glass models in the viscosity sense, and establish the corresponding well-posedness. Originally defined on the set of monotone probability measures, these…
Nonholonomic mechanical systems have been attracting more interest in recent years because of their rich geometric properties and their applications in Engineering. In all generality, we discuss the reduction of a Hamilton-Jacobi theory for…
The connection between work and changes in the Hamiltonian for a system with a time-dependent Hamiltonian has recently been called into question, casting doubt on the usefulness of the Jarzynski equality for calculating free energy changes.…
This work addresses the question of whether it is possible to define simple pair-wise interaction terms to approximate free energies of proteins or polymers. Rather than ask how reliable a potential of mean force is, one can ask how…
The geometric approach to mechanics based on the Jacobi metric allows to easily construct natural mechanical systems which are integrable (actually separable) at a fixed value of the energy. The aim of the present paper is to investigate…