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相关论文: Scaling limit of stochastic dynamics in classical …

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A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…

概率论 · 数学 2007-05-23 Yuri Kondratiev , Eugene Lytvynov , Michael Röckner

Using the renormalization method introduced in \cite{GJ}, we prove what we call the {\em local} Boltzmann-Gibbs principle for conservative, stationary interacting particle systems in dimension $d=1$. As applications of this result, we…

概率论 · 数学 2013-03-01 Patricia Gonçalves , Milton Jara

A discrete gradient model for interfaces is studied. The interaction potential is a non-convex perturbation of the quadratic gradient potential. Based on a representation for the finite volume Gibbs measure obtained via a renormalization…

数学物理 · 物理学 2016-03-16 Susanne Hilger

We provide an $N/V$-limit for the infinite particle, infinite volume stochastic dynamics associated with Gibbs states in continuous particle systems on $\mathbb R^d$, $d \ge 1$. Starting point is an $N$-particle stochastic dynamic with…

概率论 · 数学 2007-05-23 Martin Grothaus , Yuri G. Kondratiev , Michael Röckner

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

数学物理 · 物理学 2019-06-26 Martin Kolb , Matthias Liesenfeld

We prove $L^{p}$-uniqueness of Dirichlet operators for Gibbs measures on the path space $C(\mathbb R, \mathbb R^{d})$ associated with exponential type interactions in infinite volume by extending an SPDE approach presented in previous work…

偏微分方程分析 · 数学 2018-06-18 Sergio Albeverio , Hiroshi Kawabi , Michael Röckner

We study some aspects of equilibrium and off equilibrium quantum dynamics of dilute bosonic gases in the presence of a trapping potential. We consider systems with a fixed number of particles N and study their scaling behavior with…

量子气体 · 物理学 2015-03-17 Massimo Campostrini , Ettore Vicari

First weak solutions of generalized stochastic Hamiltonian systems (gsHs) are constructed via essential m-dissipativity of their generators on a suitable core. For a scaled gsHs we prove convergence of the corresponding semigroups and…

泛函分析 · 数学 2018-09-19 Andreas Nonnenmacher , Martin Grothaus

We consider discrete Gaussian free fields with ergodic random conductances on a class of random subgraphs of $\mathbb{Z}^{d}$, $d \geq 2$, including i.i.d.\ supercritical percolation clusters, where the conductances are possibly unbounded…

概率论 · 数学 2025-08-26 Sebastian Andres , Martin Slowik , Anna-Lisa Sokol

We consider an infinite system of coupled stochastic differential equations (SDE) describing dynamics of the following infinite particle system. Each partricle is characterised by its position $x\in \mathbb{R}^{d}$ and internal parameter…

泛函分析 · 数学 2025-02-21 Georgy Chargaziya , Alexei Daletskii

This paper studies the high-dimensional scaling limits of online stochastic gradient descent (SGD). Building on the recent work of Ben Arous, Gheissari, and Jagannath on the effective dynamics of SGD, we study the critical scaling regime of…

机器学习 · 统计学 2026-05-01 Parsa Rangriz

We study the hydrodynamic limit of the Chern--Simons--Higgs system, a relativistic gauge field model involving the Chern--Simons interaction. We introduce a single scaling parameter capturing both the non-relativistic (infinite speed of…

偏微分方程分析 · 数学 2026-04-10 Jeongho Kim , Bora Moon

In this paper we prove the convergence to the stochastic Burgers equation from one-dimensional interacting particle systems, whose dynamics allow the degeneracy of the jump rates. To this aim, we provide a new proof of the second order…

概率论 · 数学 2017-08-30 Oriane Blondel , Patricia Gonçalves , Marielle Simon

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

概率论 · 数学 2026-03-10 Partha S. Dey , S. Rasoul Etesami , Aditya S. Gopalan

Dynamical systems of N particles in \R^{D} interacting by a singular pair potential of mean field type are considered. The systems are assumed to be of gradient type and the existence of a macroscopic limit in the many particle limit is…

数学物理 · 物理学 2016-10-17 Robert J. Berman , Magnus Önnheim

We provide a rigorous derivation of nonlinear Gibbs measures in two and three space dimensions, starting from many-body quantum systems in thermal equilibrium. More precisely, we prove that the grand-canonical Gibbs state of a large bosonic…

偏微分方程分析 · 数学 2020-10-14 Mathieu Lewin , Phan Thành Nam , Nicolas Rougerie

We study the scaling limits of stochastic gradient descent (SGD) with constant step-size in the high-dimensional regime. We prove limit theorems for the trajectories of summary statistics (i.e., finite-dimensional functions) of SGD as the…

机器学习 · 统计学 2023-08-21 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

The square-gradient density-functional model with triple-parabolic free energy is used to study homogeneous bubble nucleation in a stretched liquid to check the scaling rule for the work of formation of the critical bubble as a function of…

软凝聚态物质 · 物理学 2009-11-13 Masao Iwamatsu

Recently universal dynamic scaling is observed in several systems, which exhibit a spatiotemporal self-similar scaling behavior, analogous to the spatial scaling near phase transitions. The latter arises from the emergent continuous scaling…

量子气体 · 物理学 2023-08-28 Jia-nan Cui , Zhengqiang Zhou , Mingyuan Sun

We establish that if a sequence of spaces equipped with resistance metrics and measures converge with respect to the Gromov-Hausdorff-vague topology, and a certain non-explosion condition is satisfied, then the associated stochastic…

概率论 · 数学 2016-09-20 D. A. Croydon
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