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We study the performance of stochastic gradient descent (SGD) on smooth and strongly-convex finite-sum optimization problems. In contrast to the majority of existing theoretical works, which assume that individual functions are sampled with…

Machine Learning · Computer Science 2021-06-03 Itay Safran , Ohad Shamir

This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…

Optimization and Control · Mathematics 2021-02-26 Seungjoon Lee , Hyungbo Shim

Some results on the ordered statistics of eigenvalues for one-dimensional random Schr\"odinger Hamiltonians are reviewed. In the case of supersymmetric quantum mechanics with disorder, the existence of low energy delocalized states induces…

Disordered Systems and Neural Networks · Physics 2012-10-23 Christophe Texier

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa

We introduce a simplified low-energy effective Lagrangian description of the phenomenology of heavy vector resonances in the minimal composite Higgs model, based on the coset SO(5)/SO(4), analysing in detail their interaction with lighter…

High Energy Physics - Phenomenology · Physics 2021-01-07 Davide Greco , Da Liu

Systems with many interacting stochastic constituents are fully characterized by their free energy. Computing this quantity is therefore the objective of various approaches, notably perturbative expansions, which are applied in problems…

Statistical Mechanics · Physics 2026-04-08 Tobias Kühn

A lot of efforts have been devoted in the last decade to the investigation of the high-frequency behaviour of geometric functionals for the excursion sets of random spherical harmonics, i.e., Gaussian eigenfunctions for the spherical…

Probability · Mathematics 2021-12-10 Domenico Marinucci

A recent analysis by one of the authors\cite{Perivolaropoulos:2016ucs} has indicated the presence of a $2\sigma$ signal of spatially oscillating new force residuals in the torsion balance data of the Washington experiment. We extend that…

General Relativity and Quantum Cosmology · Physics 2017-11-08 Ioannis Antoniou , Leandros Perivolaropoulos

Over the past decades, engineering systems have developed as networks of systems that deliver multiple services across multiple domains. This work aims to develop an optimization program for a dynamic, hetero-functional graph theory-based…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Wester C. H. Schoonenberg , Amro M. Farid

In this work, we study the probability distribution for the force and potential energy of a test particle interacting with $N$ point random sources in the limit $N\rightarrow\infty$. The interaction is given by a central potential…

Mathematical Physics · Physics 2023-08-17 E. L. S. Silva , L. H. Miranda-Filho , A. Figueiredo

We investigate in this paper the optimal power allocation in an OFDM-SDMA system when some users have minimum downlink transmission rate requirements. We first solve the unconstrained power allocation problem for which we propose a fast…

Information Theory · Computer Science 2014-11-04 Diego Perea-Vega , Andre Girard , Jean-Francois Frigon

We derive the bias function that minimizes the statistical error of free energy differences calculated in work-biased fast-switching simulations. The optimum bias function is compared to other bias functions using a particle pulled through…

Statistical Mechanics · Physics 2009-11-13 Harald Oberhofer , Christoph Dellago

A revised version of the last appendix of the (previous) paper "Existence and Regularity for an Energy Maximization Problem in Two Dimensions" by S.Kamvissis and E.A.Rakhmanov, that appeared in the Journal of Mathematical Physics, v.46,…

Complex Variables · Mathematics 2015-05-13 Spyridon Kamvissis

This paper considers the efficient minimization of the infinite time average of a stationary ergodic process in the space of a handful of design parameters which affect it. Problems of this class, derived from physical or numerical…

Optimization and Control · Mathematics 2019-10-29 Pooriya Beyhaghi , Ryan Alimo , Thomas Bewley

We compute the self-energy for the half-filled Hubbard model on a square lattice using lattice quantum Monte Carlo simulations and the dynamical vertex approximation. The self-energy is strongly momentum dependent, but it can be…

Strongly Correlated Electrons · Physics 2016-05-30 Petra Pudleiner , Thomas Schäfer , Daniel Rost , Gang Li , Karsten Held , Nils Blümer

The goal of this book is to present new mathematical techniques for studying the behaviour of mean-field systems with disordered interactions. We mostly focus on certain problems of statistical inference in high dimension, and on spin…

Probability · Mathematics 2023-11-29 Tomas Dominguez , Jean-Christophe Mourrat

We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…

Optimization and Control · Mathematics 2021-05-31 Andrea Pesare , Michele Palladino , Maurizio Falcone

Neural networks (NNs) have emerged as powerful tools for solving high-dimensional optimal control problems. In particular, their compositional structure has been shown to enable efficient approximation of high-dimensional functions, helping…

Optimization and Control · Mathematics 2025-11-10 Lars Grüne , Konrad Kleinberg , Thomas Kruse , Mario Sperl

These notes constitute the basis for the lectures given by the author at Centre de recherches math\'ematiques (CRM) at Universit\'e de Montreal, as part of the thematic semester on "Mathematical challenges in many-body physics and quantum…

Probability · Mathematics 2018-12-10 Raluca M. Balan

This is a set of lecture notes of a course on statistical physics and thermodynamics, which is oriented, to a certain extent, towards electrical engineering students. The main body of the lectures is devoted to statistical physics, whereas…

Statistical Mechanics · Physics 2013-07-22 Neri Merhav