相关论文: Large-N dynamics of the spiked tensor model with r…
Spearheaded by the recent efforts to derive stochastic geophysical fluid dynamics models, we present a generic framework for introducing stochasticity into variational principles through the concept of a semi-martingale driven variational…
It has recently been demonstrated that the large N limit of a model of fermions charged under the global/gauge symmetry group $O(N)^{q-1}$ agrees with the large $N$ limit of the SYK model. In these notes we investigate aspects of the…
The paper deals with equations driven by a non-local integrodifferential operator $\mathcal L_K$ with homogeneous Dirichlet boundary conditions. These equations have a variational structure and we find a solution for them using the Saddle…
The polarised IKKT matrix model is the worldpoint theory of $N$ D-instantons in a background three-form flux of magnitude $\Omega$, and promises to be a highly tractable model of holography. The matrix integral can be viewed as a…
We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…
In this paper, we aim to study the asymptotic behavior for multi-scale McKean-Vlasov stochastic dynamical systems. Firstly, we obtain a central limit type theorem, i.e, the deviation between the slow component $X^{\varepsilon}$ and the…
Modern N-body techniques for planetary dynamics are generally based on symplectic algorithms specially adapted to the Kepler problem. These methods have proven very useful in studying planet formation, but typically require the timestep for…
Estimating the number of spikes in a spiked model is an important problem in many areas such as signal processing. Most of the classical approaches assume a large sample size $n$ whereas the dimension $p$ of the observations is kept small.…
There have been significant recent advances in our understanding of the potential use and limitations of early-warning signs for predicting drastic changes, so called critical transitions or tipping points, in dynamical systems. A focus of…
The scattering theory of quantum transport relates transport properties of disordered mesoscopic conductors to their transfer matrix $\bbox{T}$. We introduce a novel approach to the statistics of transport quantities which expresses the…
We describe a method to model nonlinear dynamical systems using periodic solutions of delay-differential equations. We show that any finite-time trajectory of a nonlinear dynamical system can be loaded approximately into the initial…
In chemical reactions, trajectories typically turn from reactants to products when crossing a dividing surface close to the normally hyperbolic invariant manifold (NHIM) given by the intersection of the stable and unstable manifolds of a…
This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…
In this paper, we establish a large deviation principle for the conservative stochastic partial differential equations, whose solutions are related to stochastic differential equations with interaction. The weak convergence method and the…
Intermittent large amplitude events are seen in the temporal evolution of a state variable of many dynamical systems. Such intermittent large events suddenly start appearing in dynamical systems at a critical value of a system parameter and…
Motivated by mapping from a stochastic system with spatially random rates, we consider disordered non-conserving free-fermion systems using a scaling procedure for the equations of motion. This approach demonstrates disorder-induced…
Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…
Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…
This work is the first attempt to treat partial differential equations with discrete (concentrated) state-dependent delay. The main idea is to approximate the discrete delay term by a sequence of distributed delay terms (all with…