相关论文: Variance sum rule: proofs and solvable models

An important monitoring task for power systems is accurate estimation of the system operation state. Under the nonlinear AC power flow model, the state estimation (SE) problem is inherently nonconvex giving rise to many local optima. In…

We study the effects of noise-intensity fluctuations on the stationary and dynamical properties of an overdamped Langevin model with a bistable potential and external periodical driving force. We calculated the stationary distributions,…

We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…

We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with…

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

We propose the Value Gradient Sampler (VGS), a diffusion sampler parameterized by value functions. VGS generates samples from an unnormalized target density (i.e., energy) by evolving randomly initialized particles along the gradient of the…

We characterise the nonequilibrium stationary state of a generic multivariate Ornstein-Uhlenbeck process involving $N$ degrees of freedom. The irreversibility of the process is encoded in the antisymmetric part of the Onsager matrix. The…

We show that the system entropy change for the transitions between non-equilibrium steady states arbitrarily far from equilibrium for any constituting process is given by the relative entropy of the distributions of these steady states.…

In this article we study weighted sums of $n$ i.i.d. Gamma($\alpha$) random variables with nonnegative weights. We show that for $n \geq 1/\alpha$ the sum with equal coefficients maximizes differential entropy when variance is fixed. As a…

We introduce a framework to study discrete-variable (DV) quantum systems based on qudits. It relies on notions of a mean state (MS), a minimal stabilizer-projection state (MSPS), and a new convolution. Some interesting consequences are: The…

We investigate the issue of model selection and the use of the nonconformity (strangeness) measure in batch learning. Using the nonconformity measure we propose a new training algorithm that helps avoid the need for Cross-Validation or…

We use information from higher order moments to achieve identification of non-Gaussian structural vector autoregressive moving average (SVARMA) models, possibly non-fundamental or non-causal, through a frequency domain criterion based on a…

A nonlinear model relating the imposed motion of a circular cylinder, submerged in a fluid flow, to the transverse force coefficient is presented. The nonlinear fluid system, featuring vortex shedding patterns, limit cycle oscillations and…

The Gibbs distribution universally characterizes states of thermal equilibrium. In order to extend the Gibbs distribution to non-equilibrium steady states, one must relate the self-information $\mathcal{I}(x) = -\log(P_\text{ss}(x))$ of…

A quantum statistical expression for the entropy of a nonequilibrium system is defined so as to be consistent with Gibbs' relation, and is shown to corresponds to dynamical variable by introducing analogous to the Heisenberg picture in…

In this work we consider the unbiased estimation of expectations w.r.t.~probability measures that have non-negative Lebesgue density, and which are known point-wise up-to a normalizing constant. We focus upon developing an unbiased method…

It is argued that a Gibbsian formula for the space-time distribution of microscopic trajectories of a nonequilibrium system provides a unifying framework for recent results on the fluctuations of the entropy production. The variable entropy…

We consider a quasistatic nonlinear model in thermoviscoelasticity at a finite-strain setting in the Kelvin-Voigt rheology where both the elastic and viscous stress tensors comply with the principle of frame indifference under rotations.…

The Schr\"odinger-Newton (SN) equation introduces a nonlinear self-gravitational term to the standard Schr\"odinger equation, offering a paradigmatic model for semiclassical gravity. However, the small deviations it predicts from standard…

In this paper we introduce the \textit{multivariate} Brownian semistationary (BSS) processes and study the joint asymptotic behaviour of its realised covariation using in-fill asymptotics. First, we present a central limit theorem for…