相关论文: Extreme value statistics of work done in stretchin…
Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…
Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…
The stretching of brushes of long polymers grafted to a planar surface is investigated byMonte Carlo simulations in the limit of very high grafting densities, as achieved in recent experiments. The monomer density profiles are shown to…
In this paper we develop a statistical theory and an implementation of deep learning models. We show that an elegant variable splitting scheme for the alternating direction method of multipliers optimises a deep learning objective. We allow…
In this paper we characterize the limiting behavior of sums of extreme values of long range dependent sequences defined as functionals of linear processes with finite variance. The extremal sums behave completely different by compared to…
We compute analytically the probability distribution function ${\cal P}(\epsilon)$ of the dissipation field $\epsilon =(\nabla \theta)^{2}$ of a passive scalar $\theta$ advected by a $d$-dimensional random flow, in the limit of large Peclet…
We derive a systematic, multiple time-scale perturbation expansion for the work distribution in isothermal quasi-static Langevin processes. To first order we find a Gaussian distribution reproducing the result of Speck and Seifert [Phys.…
We study numerically the distributions of the length $L$ of the longest increasing subsequence (LIS) for the two cases of random permutations and of one-dimensional random walks. Using sophisticated large-deviation algorithms, we are able…
We develop a general mathematical framework to analyze scaling regimes and derive explicit analytic solutions for gradient flow (GF) in large learning problems. Our key innovation is a formal power series expansion of the loss evolution,…
Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…
The transitional and well-developed regimes of turbulent shear flows exhibit a variety of remarkable scaling laws that are only now beginning to be systematically studied and understood. In the first part of this article, we summarize…
The stretching of a polymer chain by a large scale chaotic flow is considered. The steady state which emerges as a balance of the turbulent stretching and anharmonic resistance of the chain is quantitatively described, i.e. the dependency…
We report on an investigation of the vertical transport of tracer particles released within a shallow, continuously-forced flow by means of numerical simulations. The investigation is motivated by the shallow flows encountered in many…
We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…
We give bounds on the distribution and fragmentation functions that appear at leading order in deep inelastic 1-particle inclusive leptoproduction or in Drell-Yan processes. These bounds simply follow from positivity of the defining matrix…
We propose a transformation capable of altering the tail properties of a distribution, motivated by extreme value theory, which can be used as a layer in a normalizing flow to approximate multivariate heavy tailed distributions. We apply…
We present event distributions for the polymer translocation obtained by extensive Langevin dynamics simulations. Such distributions have not been reported previously and they provide new understanding of the stochastic characteristics of…
Motivation: Although there is a rich literature on methods for assessing the impact of functional predictors, the focus has been on approaches for dimension reduction that can fail dramatically in certain applications. Examples of standard…
We consider the single-particle velocity distribution of a one-dimensional fluid of inelastic particles. Both the freely evolving (cooling) system and the non-equilibrium stationary state obtained in the presence of random forcing are…
Forced detachment of a single polymer chain, strongly-adsorbed on a solid substrate, is investigated by two complementary methods: a coarse-grained analytical dynamical model, based on the Onsager stochastic equation, and Molecular Dynamics…