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The past decade has witnessed the development of systematic effective theories for dissipative thermal systems. Here, we describe an analogous effective theory framework that applies to the classical stochastic dynamics of nonequilibrium…

Statistical Mechanics · Physics 2023-10-20 Xiaoyang Huang , Jack H. Farrell , Aaron J. Friedman , Isabella Zane , Paolo Glorioso , Andrew Lucas

A linear response function (LRF) relates the mean-response of a nonlinear system to weak external forcings and vice versa. Even for simple models of the general circulation, such as the dry dynamical core, the LRF cannot be calculated from…

Fluid Dynamics · Physics 2016-05-25 Pedram Hassanzadeh , Zhiming Kuang

Traditional theories of the NMR autocorrelation function for intramolecular dipole pairs assume single-exponential decay, yet the calculated autocorrelation of realistic systems display a rich, multi-exponential behavior resulting in…

A Wright function based framework is proposed to combine and extend several distribution families. The $\alpha$-stable distribution is generalized by adding the degree of freedom parameter. The PDF of this two-sided super distribution…

Statistical Finance · Quantitative Finance 2025-02-18 Stephen H. Lihn

Diffusion models typically operate in the standard framework of generative modelling by producing continuously-valued datapoints. To this end, they rely on a progressive Gaussian smoothing of the original data distribution, which admits an…

Machine Learning · Computer Science 2022-10-27 Pierre H. Richemond , Sander Dieleman , Arnaud Doucet

Decision Transformer (DT), a trajectory modelling method, has shown competitive performance compared to traditional offline reinforcement learning (RL) approaches on various classic control tasks. However, it struggles to learn optimal…

Machine Learning · Computer Science 2025-09-18 Xingshuai Huang , Di Wu , Benoit Boulet

The van Leeuwen proof of linear-response time-dependent density functional theory (TDDFT) is generalized to thermal ensembles. This allows generalization to finite temperatures of the Gross-Kohn relation, the exchange-correlation kernel of…

Chemical Physics · Physics 2016-06-15 Aurora Pribram-Jones , Paul E. Grabowski , Kieron Burke

We introduce a new relaxation function depending on an arbitrary parameter as solution of a kinetic equation in the same way as the relaxation function introduced empirically by Debye, Cole-Cole, Davidson-Cole and Havriliak-Negami,…

Statistical Mechanics · Physics 2020-01-22 A. R. Gomez Plata , Ester C. A. F. Rosa , R. G Rodriguez-Giraldo , E. Capelas de Oliveira

This paper describes how one can use the well-known Bayesian prior to posterior analysis of the Dirichlet process, and less known results for the gamma process, to address the formidable problem of assessing the distribution of linear…

Probability · Mathematics 2007-05-23 Lancelot F. James

The properties of gradient techniques for the phase retrieval problem have received a considerable attention in recent years. In almost all applications, however, the phase retrieval problem is solved using a family of algorithms that can…

Information Theory · Computer Science 2020-06-05 Eitan Levin , Tamir Bendory

We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…

Statistical Mechanics · Physics 2021-09-15 Marco Baldovin , Lorenzo Caprini , Angelo Vulpiani

We introduce a general framework for deriving effective dynamics from arbitrary time-dependent generators, based on a systematic operator cumulant expansion. Unlike traditional approaches, which typically assume periodic or adiabatic…

Mathematical Physics · Physics 2025-10-02 Leon Bello , Tal Rubin , Wentao Fan , Nathaniel Fisch , Hakan Türeci

We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…

Machine Learning · Computer Science 2026-03-20 Riccardo Saporiti , Fabio Nobile

A general fractional relaxation equation is considered with a convolutional derivative in time introduced by A. Kochubei (Integr. Equ. Oper. Theory 71 (2011), 583-600). This equation generalizes the single-term, multi-term and…

Analysis of PDEs · Mathematics 2018-12-26 Emilia Bazhlekova

We consider the quickest change-point detection problem where the aim is to detect the onset of a pre-specified drift in "live"-monitored standard Brownian motion; the change-point is assumed unknown (nonrandom). The topic of interest is…

Methodology · Statistics 2016-01-18 Aleksey S. Polunchenko , Grigory Sokolov

Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose…

Machine Learning · Computer Science 2024-10-22 Xinyu Yuan , Yan Qiao

The single relaxation time (SRT) and the revised matrix (RM) lattice Boltzmann models are compared for simulations of three dimensional forced isotropic turbulence with resolutions of 128^3 and 256^3, respectively. The forcing technique by…

Fluid Dynamics · Physics 2023-06-08 Waleed Abdel Kareem , Pietro Asinari , Sauro Succi , Seiichiro Izawa , Yu Fukunishi

An expression for the two-particle relaxation time of collective excitations on a distorted Fermi surface in the diffusion approach to kinetic theory is obtained. The general case of momentum-dependent diffusion and drift coefficients is…

Nuclear Theory · Physics 2021-11-01 S. V. Lukyanov

Although diffusion models now occupy a central place in generative modeling, introductory treatments commonly assume Euclidean data and seldom clarify their connection to discrete-state analogues. This article is a self-contained primer on…

Machine Learning · Statistics 2025-12-05 Vincent Pauline , Tobias Höppe , Kirill Neklyudov , Alexander Tong , Stefan Bauer , Andrea Dittadi

We introduce a response-theoretic framework that recasts parameter calibration of ergodic stochastic differential equations as a fluctuation-dissipation problem. Our central result is that the full Jacobian of any stationary observable with…

Chaotic Dynamics · Physics 2026-04-02 Ludovico T. Giorgini , Tobias Bischoff , Andre N. Souza