Related papers: Spontaneous stochasticity and renormalization grou…
Balanced Viscosity solutions to rate-independent systems arise as limits of regularized rate-independent flows by adding a superlinear vanishing-viscosity dissipation. We address the main issue of proving the existence of such limits for…
Statistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…
We investigate instabilities in a stochastic mathematical model of cochlear dynamics. The cochlea is modeled as a spatio-temporal dynamical system made up of a spatially distributed array of coupled oscillators, together with the cochlear…
Stochastic systems have a control-theoretic interpretation in which noise plays the role of control. In the weak-noise limit, relevant at low temperatures or in large populations, this leads to a precise mathematical mapping: the most…
We consider scalar-input control systems in the vicinity of an equilibrium, at which the linearized systems are not controllable. For finite dimensional control systems, the authors recently classified the possible quadratic behaviors.…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by "controlled" Markov noise. In particular, the faster and slower recursions have non-additive controlled Markov noise…
We propose finitely convergent methods for solving convex feasibility problems defined over a possibly infinite pool of constraints. Following other works in this area, we assume that the interior of the solution set is nonempty and that…
We construct a microscopic model to study discrete randomness in bistable systems coupled to an environment comprising many degrees of freedom. A quartic double well is bilinearly coupled to a finite number $N$ of harmonic oscillators.…
In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…
Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…
In this paper we consider the stochastic dynamics of a finite system of particles in a finite volume (Kac-like particle system) which annihilate with probability $\alpha \in (0,1)$ or collide elastically with probability $1-\alpha$. We…
We study a model of fully developed turbulence of a compressible fluid, based on the stochastic Navier-Stokes equation, by means of the field theoretic renormalization group. In this approach, scaling properties are related to the fixed…
We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…
We study inviscid limits of invariant measures for the 2D Stochastic Navier-Stokes equations. As shown in \cite{Kuksin2004} the noise scaling $\sqrt{{\nu}}$ is the only one which leads to non-trivial limiting measures, which are invariant…
Quenched randomness can lead to robust non-equilibrium phases of matter in periodically driven (Floquet) systems. Analyzing transitions between such dynamical phases requires a method capable of treating the twin complexities of disorder…
We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…