Related papers: Pathwise Regularisation of Singular Interacting Pa…
In arXiv:1004.1407, Flandoli, Gubinelli, and Priola proposed a stochastic variant of the classical point vortex system of Helmholtz and Kirchoff in which multiplicative noise of transport-type is added to the dynamics. An open problem in…
We investigate the emergence of a collective periodic behavior in a frustrated network of interacting diffusions. Particles are divided into two communities depending on their mutual couplings. On the one hand, both intra-population…
We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this end, we extend the notion of non-linear Young equations to a…
Disorder, noise and interaction play a crucial role in the transport properties of real systems, but they are typically hard to control and study both theoretically and experimentally, especially in the quantum case. Here we explore a…
Injecting noise within gradient descent has several desirable features, such as smoothing and regularizing properties. In this paper, we investigate the effects of injecting noise before computing a gradient step. We demonstrate that small…
McKean-Vlasov SDEs describe systems where the dynamics depend on the law of the process. The corresponding Fokker-Planck equation is a nonlinear, nonlocal PDE for the corresponding measure flow. In the presence of common noise and…
We report relationships between the effects of noise and applied constant currents on the behavior of a system of excitable elements. The analytical approach based on the nonlinear Fokker-Planck equation of a mean-field model allows us to…
We develop an Euler-type particle method for the simulation of a McKean--Vlasov equation arising from a mean-field model with positive feedback from hitting a boundary. Under assumptions on the parameters which ensure differentiable…
The sample paths of white noise are proved to be elements of certain Besov spaces with dominating mixed smoothness. Unlike in isotropic spaces, here the regularity does not get worse with increasing space dimension. Consequently, white…
Regularization and renormalization is discussed in the context of low-energy effective field theory treatments of two or more heavy particles (such as nucleons). It is desirable to regulate the contact interactions from the outset by…
To learn and reason in the presence of uncertainty, the brain must be capable of imposing some form of regularization. Here we suggest, through theoretical and computational arguments, that the combination of noise with synchronization…
Relationships between inter-cluster synchronization phenomena and external noise are studied on the basis of noise level-free analysis. We consider a mean-field model of ensembles of coupled limit cycle oscillators with two natural…
Consider the class of Ensemble Square Root filtering algorithms for the numerical approximation of the posterior distribution of nonlinear Markovian signals partially observed with linear observations corrupted with independent measurement…
We study the convergence of $N-$particle systems described by SDEs driven by Brownian motion and Poisson random measure, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending…
We consider the weak-error rate of the SPDE approximation by regularized Dean-Kawasaki equation with It\^o noise for particle systems with mean-field interactions both on the drift and the noise. The global existence and uniqueness of the…
We analyse the effect of a generic continuous additive perturbation to the well-posedness of ordinary differential equations. Genericity here is understood in the sense of prevalence. This allows us to discuss these problems in a setting…
Vector fields that are discontinuous on codimension-one surfaces are known as Filippov systems and can have attracting periodic orbits involving segments that are contained on a discontinuity surface of the vector field. In this paper we…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…
The quantum dynamics of a subset of interacting bosons in a subspace of fixed particle number is described in terms of symmetrized many-particle states. A suitable partial trace operation over the von Neumann equation of an $N$-particle…