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Algorithms and dynamics over networks often involve randomization, and randomization may result in oscillating dynamics which fail to converge in a deterministic sense. In this paper, we observe this undesired feature in three applications,…

Systems and Control · Computer Science 2013-12-17 Chiara Ravazzi , Paolo Frasca , Roberto Tempo , Hideaki Ishii

We discuss here the use of generalized forms of entropy, taken as information measures, to characterize phase transitions and critical behavior in thermodynamic systems. Our study is based on geometric considerations pertaining to the space…

Statistical Mechanics · Physics 2009-04-14 M. Portesi , F. Pennini , A. Plastino

Optimization methods have been broadly applied to two classes of objects viz. (i) modeling and description of data and (ii) the determination of the stationary points of functions. Here, a theoretical basis is developed that optimizes an…

Optimization and Control · Mathematics 2013-07-10 Christopher G. Jesudason

This short review describes mathematical techniques for statistical analysis and prediction in dynamical systems. Two problems are discussed, namely (i) the supervised learning problem of forecasting the time evolution of an observable…

Statistics Theory · Mathematics 2020-07-01 Tyrus Berry , Dimitrios Giannakis , John Harlim

We present the foundational theory of condensed sets and basic condensed algebra after having introduced key concepts from category theory and homological algebra. In the later sections, we indicate the relevance of condensed mathematics to…

Category Theory · Mathematics 2025-04-01 Noa Bihlmaier , Nick Ruoff , Philipp Schmale

The purpose of this short paper is to identify the mathematical essence of the superiorization methodology. This methodology has been developed in recent years while attempting to solve specific application-oriented problems. Consequently,…

Optimization and Control · Mathematics 2019-09-20 Gabor T. Herman

Using a simple, annealed model, some of the key features of the recently introduced extremal optimization heuristic are demonstrated. In particular, it is shown that the dynamics of local search possesses a generic critical point under the…

Computational Physics · Physics 2018-07-06 Stefan Boettcher , Martin Frank

This is a textbook, in Spanish, for an introductory short course that focusses on the ergodic properties of topological and statistical attractors. It is directed to graduate students in Mathematics and related Science, in particular to the…

History and Overview · Mathematics 2013-09-10 Eleonora Catsigeras

This chapter provides a tutorial overview of first principles methods to describe the properties of matter at the ground state or equilibrium. It begins with a brief introduction to quantum and statistical mechanics for predicting the…

Computational Engineering, Finance, and Science · Computer Science 2020-10-14 Jianzhong Wu , Mengyang Gu

The purpose of this paper is to give, on one hand, a mathematical exposition of the main topological and geometrical properties of geometric transitions, on the other hand, a quick outline of their principal applications, both in…

Algebraic Geometry · Mathematics 2015-06-26 Michele Rossi

Fields offer a versatile approach for describing complex systems composed of interacting and dynamic components. In particular, some of these dynamical and stochastic systems may exhibit goal-directed behaviors aimed at achieving specific…

Artificial Intelligence · Computer Science 2025-11-03 Yibo Jacky Zhang , Sanmi Koyejo

We study some ergodicity property of zero-sum stochastic games with a finite state space and possibly unbounded payoffs. We formulate this property in operator-theoretical terms, involving the solvability of an optimality equation for the…

Optimization and Control · Mathematics 2018-11-15 Antoine Hochart

Statistical mechanics is a powerful framework for analyzing optimization yielding analytical results for matching, optimal transport, and other combinatorial problems. However, these methods typically target the zero-temperature limit,…

Statistical Mechanics · Physics 2026-02-18 Riccardo Piombo , Lorenzo Buffa , Dario Mazzilli , Aurelio Patelli

In this work, we investigate a particular class of shape optimization problems under uncertainties on the input parameters. More precisely, we are interested in the minimization of the expectation of a quadratic objective in a situation…

Optimization and Control · Mathematics 2015-06-01 M. Dambrine , C. Dapogny , H. Harbrecht

We give a survey of the entropy theory of interval maps as it can be analyzed using ergodic theory, especially measures of maximum entropy and periodic points. The main tools are (i) a version of Hofbauer's Markov diagram, (ii) the…

Dynamical Systems · Mathematics 2007-05-23 Jerome Buzzi

This is an annotated bibliography on estimation and inference results for queues and related stochastic models. The purpose of this document is to collect and categorise works in the field, allowing for researchers and practitioners to…

Statistics Theory · Mathematics 2024-01-12 Azam Asanjarani , Yoni Nazarathy

To profit from price oscillations, investors frequently use threshold-type strategies where changes in the portfolio position are triggered by some indicators reaching prescribed levels. In this paper, we investigate threshold-type…

Probability · Mathematics 2022-07-19 Attila Lovas , Miklós Rásonyi

In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of…

Optimization and Control · Mathematics 2010-10-27 Dimitris Bertsimas , David B. Brown , Constantine Caramanis

Computing Gaussian ground states via variational optimization is challenging because the covariance matrices must satisfy the uncertainty principle, rendering constrained or Riemannian optimization costly, delicate, and thus difficult to…

Quantum Physics · Physics 2026-01-29 Christopher Willby , Tomohiro Hashizume , Jason Crain , Dieter Jaksch

Dynamical systems with large state-spaces are often expensive to thoroughly explore experimentally. Coarse-graining methods aim to define simpler systems which are more amenable to analysis and exploration; most current methods, however,…

Systems and Control · Computer Science 2016-11-01 Michalis Michaelides , Dimitrios Milios , Jane Hillston , Guido Sanguinetti