Related papers: Remarks on regularization by noise, convex integra…
Recent years have seen spectacular progress in the mathematical study of hydrodynamic equations. Novel tools from convex integration in particular prove extremely versatile in establishing non-uniqueness results. Motivated by this…
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…
Regularization by noise for certain classes of fluid dynamic equations, a theme dear to Giuseppe Da Prato (see G. Da Prato and A. Debussche, Ergodicity for the 3D stochastic Navier-Stokes equations, J. Math. Pures Appl., 2003), is reviewed…
Thermal fluctuations affect the dynamics of systems near critical points, the evolution of the early universe, and two-particle correlations in heavy-ion collisions. For the latter, numerical simulations of nearly-ideal, relativistic fluids…
ABBREVIATED ABSTRACT: This paper summarises an investigation of the effects of weak friction and noise in time-independent, nonintegrable potentials which admit both regular and stochastic orbits. The aim is to understand the qualitative…
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 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…
We consider the problem of regularization by noise for the three dimensional magnetohydrodynamical (3D MHD) equations. It is shown that, in a suitable scaling limit, multiplicative noise of transport type gives rise to bounds on the…
The relativistic theory of hydrodynamic fluctuations, or noise, is derived and applied to high energy heavy ion collisions. These fluctuations are inherent in any space-time varying system and are in addition to initial state fluctuations.…
We analyze gradient descent with randomly weighted data points in a linear regression model, under a generic weighting distribution. This includes various forms of stochastic gradient descent, importance sampling, but also extends to…
Our work focuses on stochastic gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer. Research on this class of problem is quite limited, and until recently no non-asymptotic convergence…
Recent research on the dynamics of certain fluid dynamical instabilities shows that when there is a slow invariant manifold subject to fast timescale instability the dynamics are extremely sensitive to noise. The behaviour of such systems…
In this work, we investigate the regularized solutions and their finite element solutions to the inverse source problems governed by partial differential equations, and establish the stochastic convergence and optimal finite element…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
We formulate and study a general family of (continuous-time) stochastic dynamics for accelerated first-order minimization of smooth convex functions. Building on an averaging formulation of accelerated mirror descent, we propose a…
Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…
In view of solving convex optimization problems with noisy gradient input, we analyze the asymptotic behavior of gradient-like flows under stochastic disturbances. Specifically, we focus on the widely studied class of mirror descent schemes…
We present a general theory for noise-induced corrections to the angular velocity of spiral waves. Stochasticity produces two second-order effects: an instantaneous term from heterogeneity that always slows rotation, and an orbital-drift…
We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…