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In this work, we demonstrate how differentiable stochastic sampling techniques developed in the context of deep Reinforcement Learning can be used to perform efficient parameter inference over stochastic, simulation-based, forward models.…

Cosmology and Nongalactic Astrophysics · Physics 2022-11-09 Benjamin Horowitz , ChangHoon Hahn , Francois Lanusse , Chirag Modi , Simone Ferraro

We demonstrate a method which allows the stochastic modelling of quantum systems for which the generalised Fokker-Planck equation in the phase space contains derivatives of higher than second order. This generalises quantum stochastics far…

Quantum Physics · Physics 2009-11-07 L. I. Plimak , M. K. Olsen , M. Fleischhauer , M. J. Collett

Optical model potentials for elastic nucleon nucleus scattering are calculated for a number of target nuclides from a full-folding integral of two different realistic target density matrices together with full off-shell nucleon-nucleon…

Nuclear Theory · Physics 2008-11-26 Ch. Elster , S. P. Weppner , C. R. Chinn

The diffraction of stochastic point sets, both Bernoulli and Markov, and of random tilings with crystallographic symmetries is investigated in rigorous terms. In particular, we derive the diffraction spectrum of 1D random tilings, of…

Mathematical Physics · Physics 2015-06-26 Michael Baake , Moritz Hoeffe

We study the problem of estimating the diagonal of an implicitly given matrix $\Ab$. For such a matrix we have access to an oracle that allows us to evaluate the matrix quadratic form $ \ub^\top \Ab \ub$. Based on this query oracle, we…

Numerical Analysis · Mathematics 2025-06-19 Haishan Ye , Xiangyu Chang

We study the linear optical properties of helical cylindrical molecular aggregates accounting for the effects of static diagonal disorder. Absorption, linear dichroism, and circular dichroism spectra are presented, calculated using brute…

Disordered Systems and Neural Networks · Physics 2009-11-10 C. Didraga , J. Knoester

We consider computing eigenspaces of an elliptic self-adjoint operator depending on a countable number of parameters in an affine fashion. The eigenspaces of interest are assumed to be isolated in the sense that the corresponding…

Numerical Analysis · Mathematics 2021-03-16 Luka Grubišić , Harri Hakula , Mikael Laaksonen

The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…

Statistical Mechanics · Physics 2019-04-01 Jean-François Derivaux , Yannick De Decker

Generating large-scale samples of stationary random fields is of great importance in the fields such as geomaterial modeling and uncertainty quantification. Traditional methodologies based on covariance matrix decomposition have the…

Methodology · Statistics 2022-08-23 Bin Zhu , Jiahao Liu , Zhengshou Lai , Tao Qian

This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…

Statistical Mechanics · Physics 2025-08-19 Marco Biroli

We investigate how observations of strong lensing can be used to infer cosmological parameters, in particular the equation of state of dark energy. We focus on the growth of the critical lines of lensing clusters with the source redshift as…

Cosmology and Nongalactic Astrophysics · Physics 2012-04-03 Britta Zieser , Matthias Bartelmann

In this paper, we investigate diagonal estimation for large or implicit matrices, aiming to develop a novel and efficient stochastic algorithm that incorporates adaptive parameter selection. We explore the influence of different eigenvalue…

Machine Learning · Statistics 2024-10-16 Zongyuan Han , Wenhao Li , Shengxin Zhu

Many optical measurement techniques, such as light scattering from wavelength-scale particles or detecting motion from a surface with an optical lever, encode information in a complex radiation pattern. Extracting all available information…

Quantum Physics · Physics 2025-12-22 Youssef Tawfik , Shan Hao , Thomas P. Purdy

Many natural systems show emergent phenomena at different scales, leading to scaling regimes with signatures of chaos at large scales and an apparently random behavior at small scales. These features are usually investigated quantitatively…

We generalize stochastic subgradient descent methods to situations in which we do not receive independent samples from the distribution over which we optimize, but instead receive samples that are coupled over time. We show that as long as…

Optimization and Control · Mathematics 2012-08-02 John C. Duchi , Alekh Agarwal , Mikael Johansson , Michael I. Jordan

We present a new method to calculate optical properties of strongly correlated systems. It is based on dynamical mean field theory and it uses as an input realistic electronic structure obtained by local density functional calculations.…

Strongly Correlated Electrons · Physics 2007-05-23 V. S. Oudovenko , G. Palsson , K. Haule , S. Y. Savrasov , G. Kotliar

The effects of stochastic absorption and ejection of molecules by growing droplets have been considered. Both analytical and numerical approaches have been used. They demonstrate the satisfactory coincidence. It is proved that in general…

Statistical Mechanics · Physics 2007-05-23 Victor Kurasov

Peak counts have been shown to be an excellent tool to extract the non-Gaussian part of the weak lensing signal. Recently, we developped a fast stochastic forward model to predict weak-lensing peak counts. Our model is able to reconstruct…

Cosmology and Nongalactic Astrophysics · Physics 2015-11-16 Chieh-An Lin , Martin Kilbinger

The development of robust, real-time optical methods for the detection and tracking of particles in complex multiple scattering media is a problem of practical importance in a number of fields, including environmental monitoring, air…

Optics · Physics 2025-02-04 Mohammadrasoul Taghavi , Edwin A. Marengo

A recently introduced theoretical framework for modeling the dynamics of X-ray amplified spontaneous emission is based on stochastic sampling of the density matrix of quantum emitters and the radiation field, similarly to other phase-space…

Optics · Physics 2024-06-17 Stasis Chuchurka , Vladislav Sukharnikov , Nina Rohringer