Related papers: Regularities and Exponential Ergodicity in Entropy…
A logarithmic type Harnack inequality is established for the semigroup of solutions to a stochastic differential equation in Hilbert spaces with non-additive noise. As applications, the strong Feller property as well as the entropy-cost…
In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in the previous work. In other words we do not need to require the uniform exponential decay of the…
We address the time decay of the Loschmidt echo, measuring sensitivity of quantum dynamics to small Hamiltonian perturbations, in one-dimensional integrable systems. Using semiclassical analysis, we show that the Loschmidt echo may exhibit…
We modify the coupling method established in [22, 20] and develop a technique to prove the exponential mixing of a 2D stochastic system forced by degenerate Levy noises. In particular, these Levy noises include $\alpha$-stable noises (0 <…
In this paper, the Harnack inequalities for $G$-SDEs with degenerate noise are derived by method of coupling by change of measure. Moreover, the gradient estimate for the associated nonlinear semigroup $\bar{P}_t$ $$|\nabla \bar{P}_t f|\leq…
The asymptotic log-Harnack inequality is established for several different models of stochastic differential systems with infinite memory: non-degenerate SDEs, Neutral SDEs, semi-linear SPDEs, and stochastic Hamiltonian systems. As…
We demonstrate the existence of stochastic resonance (SR) in confined systems arising from entropy variations associated to the presence of irregular boundaries. When the motion of a Brownian particle is constrained to a region with uneven…
We have studied the entropy-driven mechanism leading to stationary patterns formation in stochastic systems with local dynamics and non-Fickian diffusion. We have shown that a multiplicative noise fulfilling a fluctuation-dissipation…
This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…
Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…
The Swift-Hohenberg fluid convection system with both local and nonlocal nonlinearities under the influence of white noise is studied. The objective is to understand the difference in the dynamical behavior in both local and nonlocal cases.…
This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…
We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of…
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…
Symmetries are prevalent in deep learning and can significantly influence the learning dynamics of neural networks. In this paper, we examine how exponential symmetries -- a broad subclass of continuous symmetries present in the model…
A consistent generalization of statistical mechanics is obtained by applying the maximum entropy principle to a trace-form entropy and by requiring that physically motivated mathematical properties are preserved. The emerging…
Using the Bismut's approach to Malliavin calculus, we introduce a simplified Malliavin matrix ([11]) for stochastic differential equations (SDEs) force by degenerate stable like noises. For the degenerate SDEs driven by Wiener noises, one…
The stochastic 2D Navier-Stokes equations on the torus driven by degenerate noise are studied. We characterize the smallest closed invariant subspace for this model and show that the dynamics restricted to that subspace is ergodic. In…
In this article, we establish the well-posedness theory for renormalized entropy solutions of a degenerate parabolic-hyperbolic PDE perturbed by a multiplicative Levy noise with general L1-data on the unbounded domain. By using a suitable…
The generalisation and robustness properties of policies learnt through Maximum-Entropy Reinforcement Learning are investigated on chaotic dynamical systems with Gaussian noise on the observable. First, the robustness under noise…