Related papers: Large N Limit on Langevin Equation: Two-Dimensiona…
In our work we study non-variational, nonlinear singularly perturbed elliptic models enjoying a double degeneracy character with prescribed boundary value in a domain. In such a scenario, we establish the existence of solutions. We also…
Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…
The validity of the Langevin equation (both classical and quantum) is studied in cases when not all the equations of motion are linear. In particular, a model is studied in which the interaction is bilinear in the environment variables. We…
In this paper we study the quantization of the nonlinear oscillator introduced by Mathews and Lakshmanan. This system with position-dependent mass allows a natural quantization procedure and is shown to display shape invariance. Its energy…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…
Several numerical schemes are proposed for the solution of Nonequilibrium Langevin Dynamics (NELD), and the rate of convergence is analyzed. Due to the special deforming boundary conditions used, care must be taken when using standard…
We propose a method for efficiently incorporating constraints into a stochastic gradient Langevin framework for the training of deep neural networks. Constraints allow direct control of the parameter space of the model. Appropriately…
We show the relationship between the strongly non-linear limit (also termed the dispersionless or the Whitham limit) of the macroscopic fluctuation theory of certain statistical models and the inverse scattering method. We show that in the…
We consider nonlinear, or "event-dependent", sampling, i.e. such that the sampling instances {tk} depend on the function being sampled. The use of such sampling in the construction of Lebesgue's integral sums is noted and discussed as…
The system of nonlinear Langevin equations was obtained by using Hamiltonian's operator of two coupling quantum oscillators which are interacting with heat bath. By using the analytical solution of these equations, the analytical…
The partition function of a two-dimensional quantum gauge theory in the large-$N$ limit is expressed as the functional integral over some scalar field. The large-$N$ saddle point equation is presented and solved. The free energy is…
We construct the general O(N)-symmetric non-linear sigma model in 2+1 spacetime dimensions at the Lifshitz point with dynamical critical exponent z=2. For a particular choice of the free parameters, the model is asymptotically free with the…
Using Wilsonian methods, we study the renormalization group flow of the Nonlinear Sigma Model in any dimension $d$, restricting our attention to terms with two derivatives. At one loop we always find a Ricci flow. When symmetries completely…
Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…
Using complex Langevin method we probe the possibility of dynamical supersymmetry breaking in supersymmetric quantum mechanics models with complex actions. The models we consider are invariant under the combined operation of parity and time…
We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…
The notion of the integral over the anticommuting Grassmann variables (nonquantum fermionic fields) seems to be the most powerful tool in order to extract the exact analytic solutions for the 2D Ising models on simple and more complicated…
This paper focuses on a class of two-time-scale functional stochastic differential equations, where the phase space of the segment processes is infinite-dimensional. It develops ergodicity of the fast component and obtains a strong limit…
Numerical stochastic perturbation theory is a powerful tool for estimating high-order perturbative expansions in lattice field theory. The standard algorithms based on the Langevin equation, however, suffer from several limitations which in…