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Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…

Machine Learning · Computer Science 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

We prove the dynamical large deviations for a particle system in which particles may have different velocities. We assume that we have two infinite reservoirs of particles at the boundary: this is the so-called boundary driven process. The…

Probability · Mathematics 2010-06-02 Jonathan Farfan , Alexandre B. Simas , Fabio J. Valentim

We study asymmetric zero-range processes on Z with nearest-neighbour jumps and site disorder. The jump rate of particles is an arbitrary but bounded nondecreasing function of the number of particles. We prove quenched strong local…

Probability · Mathematics 2018-04-18 Christophe Bahadoran , T. Mountford , K. Ravishankar , E Saada

A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…

Soft Condensed Matter · Physics 2007-05-23 Erkan Tuzel , Thomas Ihle , Daniel M. Kroll

We prove that Sch\"{u}tz's ASEP Markov duality functional is also a Markov duality functional for the stochastic six vertex model. We introduce a new method that uses induction on the number of particles to prove the Markov duality.

Probability · Mathematics 2019-07-22 Yier Lin

Stochastic MPECs have found increasing relevance for modeling a broad range of settings in engineering and statistics. Yet, there seem to be no efficient first/zeroth-order schemes equipped with non-asymptotic rate guarantees for resolving…

Optimization and Control · Mathematics 2022-06-23 Shisheng Cui , Uday V. Shanbhag , Farzad Yousefian

The main aim of this work is to establish an averaging principle for a wide class of interacting particle systems in the continuum. This principle is an important step in the analysis of Markov evolutions and is usually applied for the…

Mathematical Physics · Physics 2022-03-17 Martin Friesen , Yuri Kondratiev

We formulate and prove a shape theorem for a continuous-time continuous-space stochastic growth model under certain general conditions. Similarly to the classical lattice growth models the proof makes use of the subadditive ergodic theorem.…

Probability · Mathematics 2018-04-13 Viktor Bezborodov , Luca Di Persio , Tyll Krueger , Mykola Lebid , Tomasz Ożański

We consider from a microscopic perspective large deviation properties of several stochastic interacting particle systems, using their mapping to integrable quantum spin systems. A brief review of recent work is given and several new results…

Statistical Mechanics · Physics 2015-10-19 Gunter M. Schütz

Inelastic collisions occur in Bose-Einstein condensates, in some cases, producing particle loss in the system. Nevertheless, these processes have not been studied in the case when particles do not escape the trap. We show that such…

Quantum Physics · Physics 2008-09-30 I. Fuentes-Schuller , P. Barberis-Blostein

Stochastic gradient descent is a classic algorithm that has gained great popularity especially in the last decades as the most common approach for training models in machine learning. While the algorithm has been well-studied when…

Machine Learning · Statistics 2025-09-09 Jose Blanchet , Aleksandar Mijatović , Wenhao Yang

We investigate large deviations for the empirical measure of the position and momentum of a particle traveling in a box with hot walls. The particle travels with uniform speed from left to right, until it hits the right boundary. Then it is…

Probability · Mathematics 2011-03-16 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…

Statistical Mechanics · Physics 2025-08-05 Lars Torbjørn Stutzer

Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…

Probability · Mathematics 2022-12-28 Sayan Banerjee , Amarjit Budhiraja , Benjamin Estevez

We present local distributed, stochastic algorithms for \emph{alignment} in self-organizing particle systems (SOPS) on two-dimensional lattices, where particles occupy unique sites on the lattice, and particles can make spatial moves to…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-15 Hridesh Kedia , Shunhao Oh , Dana Randall

We define a new disordered asymmetric simple exclusion process (ASEP) with two species of particles, first-class particles labelled $\bullet$ and second-class particles labelled ${\scriptstyle \Box}$, on a two-dimensional toroidal lattice.…

Combinatorics · Mathematics 2022-02-08 Arvind Ayyer , Philippe Nadeau

We study the stationary nonequilibrium states of N point particles moving under the influence of an electric field E among fixed obstacles (discs) in a two dimensional torus. The total kinetic energy of the system is kept constant through a…

Chaotic Dynamics · Physics 2007-05-23 F. Bonetto , D. Daems , J. L. Lebowitz , V. Ricci

We introduce a model for stochastic transport on a one-dimensional substrate with particles assuming different conformations during their stepping cycles. These conformations correspond to different footprints on the substrate: in order to…

Statistical Mechanics · Physics 2019-06-26 Yvan Rousset , Luca Ciandrini , Norbert Kern

We study several fundamental properties of a class of stochastic processes called spatial Lambda-coalescents. In these models, a number of particles perform independent random walks on some underlying graph G. In addition, particles on the…

Probability · Mathematics 2010-01-21 Omer Angel , Nathanael Berestycki , Vlada Limic

The main objective of the present paper is to construct a new class of space-time discretizations for the stochastic $p$-Stokes system and analyze its stability and convergence properties. We derive regularity results for the approximation…

Numerical Analysis · Mathematics 2024-08-07 Kim-Ngan Le , Jörn Wichmann
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