Related papers: Analysis and Development of Stochastic Multigrid M…
This article investigates the modeling and control of Lagrangian systems involving non-conservative forces using a hybrid method that does not require acceleration calculations. It focuses in particular on the derivation and identification…
In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…
We study the standard three-dimensional driven diffusive system on a simple cubic lattice where particle jumps along a given lattice direction are biased by an infinitely strong field, while those along other directions follow the usual…
We study the problem of community recovery and detection in multi-layer stochastic block models, focusing on the critical network density threshold for consistent community structure inference. Using a prototypical two-block model, we…
We consider a two-dimensional weakly dissipative dynamical system with time-periodic drift and diffusion coefficients. The average of the drift is governed by a degenerate Hamiltonian whose set of critical points has an interior. The…
This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the…
Many modern spatial models express the stochastic variation component as a basis expansion with random coefficients. Low rank models, approximate spectral decompositions, multiresolution representations, stochastic partial differential…
In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo. Sensitivity analysis for stochastic systems is typically based…
Time-dependent density functional theory, proposed recently in the context of atomic diffusion and non-equilibrium processes in solids, is tested against Monte Carlo simulation. In order to assess the basic approximation of that theory, the…
We propose a stochastic approximation (SA) based method with randomization of samples for policy evaluation using the least squares temporal difference (LSTD) algorithm. Our proposed scheme is equivalent to running regular temporal…
For the 2D Ising model, we analyzed dependences of thermodynamic characteristics on number of spins by means of computer simulations. We compared experimental data obtained using the Fisher-Kasteleyn algorithm on a square lattice with…
Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…
We study static and dynamic spatial correlations in a two-dimensional spin model with four-body plaquette interactions and standard Glauber dynamics by means of analytic arguments and Monte Carlo simulations. We study in detail the…
Applying Genetic Algorithm for the Lattice Gauge Theory is formed to be an effective method to minimize the action of gauge field on a lattice. In 4 dimensions, the critical point and the Wilson loop behaviour of SU(2) lattice gauge theory…
We study the effect of spatially nonlocal correlations on the nonequilibrium dynamics of interacting fermions by constructing the nonequilibrium dynamical cluster theory, a cluster generalization of the nonequilibrium dynamical mean-field…
We present a unified dynamical mean-field theory for stochastic self-organized critical models. We use a single site approximation and we include the details of different models by using effective parameters and constraints. We identify the…
This paper presents the first sufficient conditions that guarantee the stability and almost sure convergence of multi-timescale stochastic approximation (SA) iterates. It extends the existing results on one-timescale and two-timescale SA…
This paper proposes SplitSGD, a new dynamic learning rate schedule for stochastic optimization. This method decreases the learning rate for better adaptation to the local geometry of the objective function whenever a stationary phase is…
We analyze the problem of the Nielsen-Olesen unstable modes in the $SU(2)$ lattice gauge theory by means of a recently introduced gauge-invariant effective action. We perform numerical simulations in the case of a constant Abelian…
We study the equilibrium glassy behavior of a multimode random laser model with nonlinear four-body quenched disordered interactions and a global smoothed-cubic constraint on mode intensities. This constraint, which provides a more…