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A new framework is introduced for constructing interpretable and truly reliable reduced models for multiscale problems in situations without scale separation. Hydrodynamic approximation to the kinetic equation is used as an example to…

Computational Physics · Physics 2019-10-31 Jiequn Han , Chao Ma , Zheng Ma , Weinan E

In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…

Optimization and Control · Mathematics 2018-05-08 Szymon Majewski , Błażej Miasojedow , Eric Moulines

In a recent paper Arita et al. [Phys. Rev. E 90, 052108 (2014)] consider the transport properties of a class of generalized exclusion processes. Analytical expressions for the transport-diffusion coefficient are derived by ignoring…

Statistical Mechanics · Physics 2016-07-05 T. Becker , K. Nelissen , B. Cleuren , B. Partoens , C. Van den Broeck

We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…

Statistics Theory · Mathematics 2022-05-24 Niklas Dexheimer , Claudia Strauch

Recently Tsai et.al. (cond-mat/0406174) have used the renormalization group approach to study strong coupling superconductors without assuming a broken symmetry phase. We use the hydrodynamic formulation to study the same problem with the…

Superconductivity · Physics 2016-08-31 Girish S. Setlur

We introduce a symmetric, gradient exclusion process within the class of non-cooperative kinetically constrained lattice gases, modelling a non-linear diffusivity in which the exchange of occupation values between two neighbouring sites…

Probability · Mathematics 2025-04-18 G. S. Nahum

We study diffusion of colloids on a fluid-fluid interface using particle simulations and fluctuating hydrodynamics. Diffusion on a two-dimensional interface with three-dimensional hydrodynamics is known to be anomalous, with the collective…

Statistical Mechanics · Physics 2018-08-01 R. P. Peláez , F. Balboa Usabiaga , S. Panzuela , Q. Xiao , R. Delgado-Buscalioni , A. Donev

In this article we are interested in quantitative homogenization results for linear elliptic equations in the non-stationary situation of a straight interface between two heterogenous media. This extends the previous work [Josien, 2019] to…

Analysis of PDEs · Mathematics 2019-12-03 Marc Josien , Claudia Raithel

We extend the usual hydrodynamic description of the symmetric exclusion process by keeping track of collision events corresponding to jumps into already occupied sites, thereby quantifying the dissipated part of the microscopic activity…

Probability · Mathematics 2025-12-24 Mario Ayala , D. R. Michiel Renger

We study the hydrodynamic and hydrostatic limits of the one-dimensional open symmetric inclusion process with slow boundary. Depending on the value of the parameter tuning the interaction rate of the bulk of the system with the boundary, we…

Probability · Mathematics 2023-12-04 Chiara Franceschini , Patrícia Gonçalves , Federico Sau

We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance constraint as an equivalent quantile constraint to provide…

Optimization and Control · Mathematics 2024-10-16 Fengqiao Luo , Jeffrey Larson

In this paper, a statistical physical derivation of thermodynamically consistent fluid mechanical equations is presented for non-isothermal viscous molecular fluids. The coarse-graining process is based on (i) the adiabatic expansion of the…

Statistical Mechanics · Physics 2024-04-18 Gyula I. Tóth

Sampling from unnormalized densities is analogous to the generative modeling problem, but the target distribution is defined by a known energy function instead of data samples. Because evaluating the energy function is often costly, a…

Machine Learning · Computer Science 2026-05-06 Aaron Havens , Brian Karrer , Neta Shaul

In recent years considerable advances have been made in quantitative homogenization of partial differential equations in the periodic and non-periodic settings. This monograph surveys the theory of quantitative homogenization for…

Analysis of PDEs · Mathematics 2017-11-01 Zhongwei Shen

This work develops a nonlinear multigrid method for diffusion problems discretized by cell-centered finite volume methods on general unstructured grids. The multigrid hierarchy is constructed algebraically using aggregation of degrees of…

Numerical Analysis · Mathematics 2020-10-29 Chak Shing Lee , François Hamon , Nicola Castelletto , Panayot S. Vassilevski , Joshua White

We approximate a diffusion equation with highly oscillatory coefficients with a diffusion equation with constant coefficients. The approach is put in action in contexts where only partial information (namely the global energy stored in the…

Optimization and Control · Mathematics 2026-02-17 Claude Le Bris , Frédéric Legoll , Simon Ruget

In this paper, we establish new quantitative convergence bounds for a class of functional autoregressive models in weighted total variation metrics. To derive our results, we show that under mild assumptions, explicit minorization and…

Probability · Mathematics 2020-05-05 Valentin De Bortoli , Alain Durmus

Non-smooth optimization models play a fundamental role in various disciplines, including engineering, science, management, and finance. However, classical algorithms for solving such models often struggle with convergence speed,…

Optimization and Control · Mathematics 2025-03-21 Jiaqi Leng , Yufan Zheng , Zhiyuan Jia , Lei Fan , Chaoyue Zhao , Yuxiang Peng , Xiaodi Wu

We consider the inverse problem of reconstructing an effective model for a prototypical diffusion process in strongly heterogeneous media based on coarse measurements. The approach is motivated by quasi-local numerical effective forward…

Numerical Analysis · Mathematics 2020-05-05 Alfonso Caiazzo , Roland Maier , Daniel Peterseim

One of the principal difficulties in stochastic homogenization is transferring quantitative ergodic information from the coefficients to the solutions, since the latter are nonlocal functions of the former. In this paper, we address this…

Analysis of PDEs · Mathematics 2017-06-07 Scott Armstrong , Tuomo Kuusi , Jean-Christophe Mourrat