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This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…

最优化与控制 · 数学 2025-07-17 Yasong Feng , Yifan Jiang , Tianyu Wang , Zhiliang Ying

We use simple martingale methods to construct a large deviation theory of spin systems with pairwise interactions. As an application, we show that the fully connected case obeys a universal scaling limit that is just a product of…

统计力学 · 物理学 2025-04-29 Simone Franchini

We study the problem of homogenization for inertial particles moving in a periodic velocity field, and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large scale, long time behavior of…

统计力学 · 物理学 2009-11-11 G. A. Pavliotis , A. M. Stuart

Consider a discrete-time martingale, and let $V^2$ be its normalized quadratic variation. As $V^2$ approaches 1, and provided that some Lindeberg condition is satisfied, the distribution of the rescaled martingale approaches the Gaussian…

概率论 · 数学 2013-03-22 Jean-Christophe Mourrat

This work is devoted to the homogenization of elliptic equations in high-contrast media in the so-called 'double-porosity' resonant regime, for which we solve two open problems of the literature. First, we prove qualitative stochastic…

偏微分方程分析 · 数学 2025-04-07 Elise Bonhomme , Mitia Duerinckx , Antoine Gloria

We study the long-time behavior of an exterior Hele-Shaw problem in random media with a free boundary velocity that depends on position in dimensions $n \geq 2$. A natural rescaling of solutions that is compatible with the evolution of the…

偏微分方程分析 · 数学 2010-10-21 Norbert Pozar

In this paper, we study the homogenization of the distribution-dependent stochastic abstract fluid models by combining the $two\!-\!scale$ convergence and martingale representative approach. A general framework of the homogenization…

偏微分方程分析 · 数学 2024-12-20 Junlong Chen , Zhaoyang Qiu , Yanbin Tang

The large-N behavior of Yang-Mills and generalized Yang-Mills theories in the double-scaling limit is investigated. By the double-scaling limit, it is meant that the area of the manifold on which the theory is defined, is itself a function…

高能物理 - 理论 · 物理学 2009-01-07 M. Alimohammadi , M. Khorrami

In this article, we consider the problem of homogenising the linear heat equation perturbed by a rapidly oscillating random potential. We consider the situation where the space-time scaling of the potential's oscillations is \textit{not}…

偏微分方程分析 · 数学 2014-09-22 Martin Hairer , Etienne Pardoux , Andrey Piatnitski

How finite-sized material lines stretch in chaotic (mono-scale) and turbulent (multi-scale) flows remains a central but unresolved problem that governs mixing, transport and reaction. We show elongation is controlled by a finite-sampling…

流体动力学 · 物理学 2026-04-21 Daniel Lester , Marco Dentz

Motivated by rate-independent stress-strain hysteresis observed in filled rubber, this article considers a scalar viscoelastic model in which the constitutive law is random and varies on a lengthscale which is small relative to the overall…

偏微分方程分析 · 数学 2019-11-22 Thomas Hudson , Frédéric Legoll , Tony Lelièvre

In this paper, we introduce a nonlocal, variational model for thin films. We consider convolution-type functionals defined on a thin domain whose thickness is of order $\gamma$, where the effective interactions range between points is of…

偏微分方程分析 · 数学 2026-05-08 Nadia Ansini , Antonio Tribuzio

A convergence theorem for martingales with c\`adl\`ag trajectories (right continuous with left limits everywhere) is obtained in the sense of the weak dual topology on Hilbert space, under conditions that are much weaker than those required…

概率论 · 数学 2024-10-08 Bruno N. Remillard , Jean Vaillancourt

This paper is concerned with periodic homogenization of second-order elliptic systems in divergence form with oscillating Dirichlet data or Neumann data of first order. We prove that the homogenized boundary data belong to $W^{1, p}$ for…

偏微分方程分析 · 数学 2017-07-12 Zhongwei Shen , Jinping Zhuge

We consider the distribution of cycles in two models of random permutations, that are related to one another. In the first model, cycles receive a weight that depends on their length. The second model deals with permutations of points in…

概率论 · 数学 2011-02-24 Volker Betz , Daniel Ueltschi

Above the upper critical dimension, the breakdown of hyperscaling is associated with dangerous irrelevant variables in the renormalization group formalism at least for systems with periodic boundary conditions. While these have been…

统计力学 · 物理学 2014-02-10 Bertrand Berche , Ralph Kenna , Jean-Charles Walter

We study the possible scaling limits of percolation interfaces in two dimensions on the triangular lattice. When one lets the percolation parameter p(N) vary with the size N of the box that one is considering, three possibilities arise in…

概率论 · 数学 2017-07-19 Pierre Nolin , Wendelin Werner

We investigate the unconditional basis property of martingale differences in weighted $L^2$ spaces in the non-homogeneous situation (i.e. when the reference measure is not doubling). Specifically, we prove that finiteness of the quantity…

偏微分方程分析 · 数学 2014-11-20 C. Thiele , S. Treil , A. Volberg

Particle suspensions, present in many natural and industrial settings, typically contain aggregates or other microstructures that can complicate macroscopic flow behaviors and damage processing equipment. Recent work found that applying…

软凝聚态物质 · 物理学 2018-07-31 Jikai Wang , J. M. Schwarz , Joseph D. Paulsen

In two dimensional isotropic scale invariant theories, the time scaling of the entanglement entropy of a segment is fixed via the conformal symmetry. We consider scale invariance in a more general sense and show that in integrable theories…

高能物理 - 理论 · 物理学 2021-06-29 M. Reza Mohammadi Mozaffar , Ali Mollabashi