Related papers: Sharp spectral gap of adaptive Langevin dynamics

The long time behavior and detailed convergence analysis of Langevin equations has received increased attention over the last years. Difficulties arise from a lack of coercivity, usually termed hypocoercivity, of the underlying kinetic…

This article is concerned with maximal accretive realizations of geometric Kramers-Fokker-Planck operators on manifolds with boundaries. A general class of boundary conditions is introduced which ensures the maximal accretivity and some…

A new Langevin equation with a field-dependent kernel is proposed to deal with bottomless systems within the framework of the stochastic quantization of Parisi and Wu. The corresponding Fokker-Planck equation is shown to be a diffusion-type…

We present a model-based output-only method for identifying from time series the parameters governing the dynamics of stochastically forced oscillators. In this context, suitable models of the oscillator's damping and stiffness properties…

For an arbitrary Hermitian period-$T$ Jacobi operator, we assume a perturbation by a Wigner-von Neumann type potential to devise subordinate solutions to the formal spectral equation for a (possibly infinite) real set, $S$, of the spectral…

We consider hard-potential cutoff multi-species Boltzmann operators modeling microscopic binary elastic collisions and bimolecular reversible chemical reactions inside a gaseous mixture. We prove that the spectral gap estimate derived for…

We construct 1-dim difference Schr\"odinger operators with a class of Gevrey potentials such that Cantor spectrum occurs together with the estimations of open spectral gaps . The proof is based on KAM and Moser-P\"oschel argument .

We apply the shifted composition rule -- an information-theoretic principle introduced in our earlier work [AC23] -- to establish shift Harnack inequalities for the Langevin diffusion. We obtain sharp constants for these inequalities for…

The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have…

We establish a quantitative version of strong almost reducibility result for $\mathrm{sl}(2,\mathbb{R})$ quasi-periodic cocycle close to a constant in Gevrey class. We prove that, for the quasi-periodic Schr\"odinger operators with small…

The Levin method is a well-known technique for evaluating oscillatory integrals, which operates by solving a certain ordinary differential equation in order to construct an antiderivative of the integrand. It was long believed that this…

Various applications in signal processing and machine learning give rise to highly structured spectral optimization problems characterized by low-rank solutions. Two important examples that motivate this work are optimization problems from…

We exactly solve a Fokker-Planck equation by determining its eigenvalues and eigenfunctions: we construct nonlinear second-order differential operators which act as raising and lowering operators, generating ladder spectra for the odd and…

We establish a uniform-in-scaling error estimate for the asymptotic preserving scheme proposed in \cite{XW21} for the L\'evy-Fokker-Planck (LFP) equation. The main difficulties stem from not only the interplay between the scaling and…

Spectral degeneracies, including diabolic (DP) and exceptional (EP) points, exhibit unique sensitivity to external perturbations, enabling powerful control and engineering of wave phenomena. We present a residue-based perturbation theory…

We study an abstract family of asymptotically degenerating variational problems. Those are natural generalisations of families of problems emerging upon application of a rescaled Floquet-Bloch-Gelfand transform to resolvent problems for…

The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…

In this work, we give sharp asymptotic equivalents in the small temperature regime of the smallest eigenvalues of the generator of some piecewise deterministic Markov processes (including the ZigZag process and the Bouncy Particle Sampler…

We prove existence, regularity in H\"older classes and estimates from above and below of the fundamental solution of the stochastic Langevin equation. This degenerate SPDE satisfies the weak H\"ormander condition. We use a Wentzell's…

The numerical approximation of high-dimensional evolution equations poses significant computational challenges, particularly in kinetic theory and radiative transfer. In this work, we introduce the Galerkin Alternating Projection (GAP)…