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We propose new limiting dynamics for stochastic gradient descent in the small learning rate regime called stochastic modified flows. These SDEs are driven by a cylindrical Brownian motion and improve the so-called stochastic modified…

Probability · Mathematics 2023-02-15 Benjamin Gess , Sebastian Kassing , Vitalii Konarovskyi

Modern generative models hold great promise for accelerating diverse tasks involving the simulation of physical systems, but they must be adapted to the specific constraints of each domain. Significant progress has been made for…

Machine Learning · Statistics 2025-12-19 Louis Grenioux , Leonardo Galliano , Ludovic Berthier , Giulio Biroli , Marylou Gabrié

The stochastic dynamics of small elastic objects in fluid are central to many important and emerging technologies. It is now possible to measure and use the higher modes of motion of elastic structures when driven by Brownian motion alone.…

Fluid Dynamics · Physics 2024-12-17 J. Barbish , M. R. Paul

The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…

Quantum Physics · Physics 2016-09-08 L. Accardi , S. V. Kozyrev , I. V. Volovich

In microscopic mechanical systems interactions between elastic structures are often mediated by the hydrodynamics of a solvent fluid. At microscopic scales the elastic structures are also subject to thermal fluctuations. Stochastic…

Soft Condensed Matter · Physics 2023-02-28 Paul J. Atzberger

This study proposes a novel topology optimization method for unsteady fluid flows induced by actively moving rigid bodies. The key idea of the proposed method is to decouple the design and analysis domains by using separate grids. The…

Optimization and Control · Mathematics 2025-07-01 Yuta Tanabe , Kentaro Yaji , Kuniharu Ushijima

The study of many-body quantum dynamics in strongly-correlated systems is extremely challenging. To date few numerical methods exist which are capable of simulating the non-equilibrium dynamics of two-dimensional quantum systems, in part…

Quantum Physics · Physics 2024-09-17 S. J. Thomson , J. Eisert

The quantum dynamics of open many-body systems poses a challenge for computational approaches. Here we develop a stochastic scheme based on the positive P phase-space representation to study the nonequilibrium dynamics of coupled spin-boson…

Quantum Physics · Physics 2015-06-11 Stephan Mandt , Darius Sadri , Andrew A. Houck , Hakan E. Türeci

We examine a wide class of stochastic approximation algorithms for solving (stochastic) nonlinear problems on Riemannian manifolds. Such algorithms arise naturally in the study of Riemannian optimization, game theory and optimal transport,…

Optimization and Control · Mathematics 2022-12-29 Mohammad Reza Karimi , Ya-Ping Hsieh , Panayotis Mertikopoulos , Andreas Krause

Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…

Dynamical Systems · Mathematics 2007-10-08 Wei Wang , Jinqiao Duan

The Stokes-Brinkman equations model fluid flow in highly heterogeneous porous media. In this paper, we consider the numerical solution of the Stokes-Brinkman equations with stochastic permeabilities, where the permeabilities in subdomains…

Numerical Analysis · Mathematics 2021-04-26 Kevin Williamson , Heyrim Cho , Bedřich Sousedík

We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined…

Soft Condensed Matter · Physics 2015-06-29 S. Delong , F. Balboa Usabiaga , R. Delgado-Buscalioni , B. E. Griffith , A. Donev

Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…

Statistical Mechanics · Physics 2012-08-02 Robert Biele , Roberto D'Agosta

Isotropic Brownian flows (IBFs) are a fairly natural class of stochastic flows which has been studied extensively by various authors. Their rich structure allows for explicit calculations in several situations and makes them a natural…

Probability · Mathematics 2008-11-10 Georgi Dimitroff , Holger van Bargen

Stokesian Dynamics is a well-established computational method for simulating dynamics of many particles suspended in a conventional passive fluid medium. Active fluids composed of self-propelling particles with broken time reversal symmetry…

Fluid Dynamics · Physics 2023-01-03 Hang Yuan , Monica Olvera de la Cruz

A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…

Geophysics · Physics 2017-05-31 Valentin Resseguier , Etienne Mémin , Bertrand Chapron

This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…

Analysis of PDEs · Mathematics 2024-10-31 Rômulo Damasclin Chaves dos Santos , Jorge Henrique de Oliveira Sales

In this work, a stochastic energy supply-demand model with renewable integration is developed and analyzed. The basic nonlinear deterministic model describing the relationship among regional demand, external supply, energy imports, and…

Dynamical Systems · Mathematics 2026-05-06 S. O. Edeki , S. Noeiaghdam , L. Hairong , S. Kaennakham , I. D. Ezekiel

This paper introduces a probabilistic formulation for the isometric embedding of a Riemannian manifold $(M^n,g)$ into Euclidean space $\mathbb{R}^q$. Given $\alpha \in ]\tfrac{1}{2},1]$, we show that a $C^{1,\alpha}$ embedding $u: M \to…

Probability · Mathematics 2024-04-26 Dominik Inauen , Govind Menon

Recently, optimization on the Riemannian manifold have provided valuable insights to the optimization community. In this regard, extending these methods to to the Wasserstein space is of particular interest, since optimization on…

Machine Learning · Computer Science 2025-11-05 Mingyang Yi , Bohan Wang