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The It\^o formula, also known as the change-of-variables formula, is a cornerstone of It\^o stochastic calculus. Over time, this formula has been extended to apply to random processes for which classical calculus is insufficient. Since…

Probability · Mathematics 2025-09-30 Nannan Li , Xing Gao

Ricci curvature and Ricci flow have proven to be powerful tools for analyzing the geometry of discrete structures, particularly on undirected graphs, where they have been applied to tasks ranging from community detection to graph…

Differential Geometry · Mathematics 2025-09-25 Shuliang Bai , Rui Li , Shuang Liu , Xin Lai

Motivated by the methods and results of manifold sampling based on Ricci curvature, we propose a similar approach for networks. To this end we make appeal to three types of discrete curvature, namely the graph Forman-, full Forman- and…

Differential Geometry · Mathematics 2021-03-05 Vladislav Barkanass , Jürgen Jost , Emil Saucan

$Anomaly$ $detection$ problems (also called $change$-$point$ $detection$ problems) have been studied in data mining, statistics and computer science over the last several decades in applications such as medical condition monitoring and…

Data Structures and Algorithms · Computer Science 2019-12-23 Bhaskar DasGupta , Mano Vikash Janardhanan , Farzane Yahyanejad

We consider the It\^o SDE with partially Sobolev coefficients. Under some suitable conditions, we show the existence, uniqueness and stability of generalized stochastic flows associated to such an equation. As an application, we prove the…

Probability · Mathematics 2015-07-10 Dejun Luo

Flow-based architectures have recently proved to be an efficient tool for numerical simulations of Effective String Theories regularized on the lattice that otherwise cannot be efficiently sampled by standard Monte Carlo methods. In this…

High Energy Physics - Lattice · Physics 2025-02-18 Michele Caselle , Elia Cellini , Alessandro Nada

We propose and analyze a stochastic model which explains, analytically, the cutoff behavior of real scale-free networks previously modeled computationally by Amaral et al. [Proc. Natl. Acad. Sci. U.S.A. 97, 11149 (2000)] and others. We…

Statistical Mechanics · Physics 2009-01-05 Tiago Simas , Luis M. Rocha

In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

Probability · Mathematics 2009-08-18 Xicheng Zhang

This paper is a short summary of the main results in the thesis [1]. Based on the P2P paradigm we construct a stochastic model for a live media streaming content delivery network. Starting from the behavior of the out degree process of each…

Probability · Mathematics 2011-08-31 Andrea Monsellato

We introduce in this work the normalizing field flows (NFF) for learning random fields from scattered measurements. More precisely, we construct a bijective transformation (a normalizing flow characterizing by neural networks) between a…

Machine Learning · Computer Science 2022-05-11 Ling Guo , Hao Wu , Tao Zhou

We introduce a framework for analyzing ordinary differential equation (ODE) models of biological networks using statistical model checking (SMC). A key aspect of our work is the modeling of single-cell variability by assigning a probability…

Quantitative Methods · Quantitative Biology 2018-12-05 Bing Liu , Benjamin M. Gyori , P. S. Thiagarajan

We consider the motion by curvature of a network of smooth curves with multiple junctions in the plane, that is, the geometric gradient flow associated to the length functional. Such a flow represents the evolution of a two--dimensional…

Analysis of PDEs · Mathematics 2007-05-23 Carlo Mantegazza , Matteo Novaga , Vincenzo Maria Tortorelli

Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…

Computer Vision and Pattern Recognition · Computer Science 2024-08-26 Defang Chen , Zhenyu Zhou , Jian-Ping Mei , Chunhua Shen , Chun Chen , Can Wang

Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…

Systems and Control · Computer Science 2020-05-05 Masakazu Sano

Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…

Statistical Mechanics · Physics 2015-06-16 Malbor Asllani , Tommaso Biancalani , Duccio Fanelli , Alan J. McKane

Consider the Allen-Cahn equation on the $d$-dimensional torus, $d=2,3$, in the sharp interface limit. As it is well known, the limiting dynamics is described by the motion by mean curvature of the interface between the two stable phases.…

Probability · Mathematics 2017-03-03 Lorenzo Bertini , Paolo Buttà , Adriano Pisante

We investigate renormalized curvature flow (RCF) and stochastic renormalized curvature flow (SRCF) for convex sets in the plane.RCF is the gradient descent flow for logarithm of $\sigma/\lambda^2$ where $\sigma$ is the perimeter and…

Probability · Mathematics 2023-12-08 Marc Arnaudon , Koléhè Coulibaly-Pasquier , Laurent Miclo

Training sparse networks to converge to the same performance as dense neural architectures has proven to be elusive. Recent work suggests that initialization is the key. However, while this direction of research has had some success,…

Machine Learning · Computer Science 2021-06-17 Kale-ab Tessera , Sara Hooker , Benjamin Rosman

Exact analytic results for single level current and curvature distribution functions are derived in a framework of a $2\times 2$ random matrix model. Current and curvature are defined as the first and second derivatives of energy with…

Condensed Matter · Physics 2009-10-22 Alex Kamenev , Daniel Braun

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó
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