相关论文: Annealing diffusions in a slowly growing potential

We proceed here with our systematic study, initiated in [3], of multiscale problems with defects, within the context of homogenization theory. The case under consideration here is that of a diffusion equation with a diffusion coefficient of…

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

A very simple unidimensional function with Lipschitz continuous gradient is constructed such that the ADAM algorithm with constant stepsize, started from the origin, diverges when applied to minimize this function in the absence of noise on…

Probing the lowest energy configuration of a complex system by quantum annealing was recently found to be more effective than its classical, thermal counterpart. Comparing classical and quantum Monte Carlo annealing protocols on the random…

We propose a study of the Adaptive Biasing Force method's robustness under generic (possibly non-conservative) forces. We first ensure the flat histogram property is satisfied in all cases. We then introduce a fixed point problem yielding…

We investigate the use of a certain class of functional inequalities known as weak Poincar\'e inequalities to bound convergence of Markov chains to equilibrium. We show that this enables the straightforward and transparent derivation of…

We prove the consistency of an adaptive importance sampling strategy based on biasing the potential energy function $V$ of a diffusion process $dX_t^0=-\nabla V(X_t^0)dt+dW_t$; for the sake of simplicity, periodic boundary conditions are…

In this paper, we study an ordinary differential equation with a degenerate global attractor at the origin, to which we add a white noise with a small parameter that regulates its intensity. Under general conditions, for any fixed…

We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…

A particle-in-a-box model of continuous space quantum annealing is proposed and studied numerically by solving the Schr\"odinger wave equation directly. Three types of energy landscapes with multiple local minima are considered, namely a…

We provide a refined explicit estimate of exponential decay rate of underdamped Langevin dynamics in $L^2$ distance, based on a framework developed in [1]. To achieve this, we first prove a Poincar\'{e}-type inequality with Gibbs measure in…

We derive conditions under which random sequences of polarizations (two-point symmetrizations) converge almost surely to the symmetric decreasing rearrangement. The parameters for the polarizations are independent random variables whose…

We investigate properties of measures in infinite dimensional spaces in terms of Poincar\'e inequalities. A Poincar\'e inequality states that the $L^2$ variance of an admissible function is controlled by the homogeneous $H^1$ norm. In the…

On a convex set, we prove that the Poincar\'e-Sobolev constant for functions vanishing at the boundary can be bounded from above by the ratio between the perimeter and a suitable power of the $N-$dimensional measure. This generalizes an old…

We consider a sequence of approximate solutions to the compressible Euler system admitting uniform energy bounds and/or satisfying the relevant field equations modulo an error vanishing in the asymptotic limit. We show that such a sequence…

We study a class of partial differential equations in divergence form that admit highly irregular Lipschitz weak solutions. By reformulating these divergence-form equations as a first-order partial differential relation and adapting the…

We establish the limiting spectral distribution of Kendall's correlation matrices in the moderate high-dimensional regime where the dimension grows slower than the sample size. Our framework allows observations to be independent but not…

In this note we prove the strong Feller property of a strong Markov quasi diffusion process corresponding to an elliptic operator with merely bounded measurable coefficients. We also prove H\"older continuity of harmonic functions…

We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients $a^\omega$. The diffusion is formally associated with $L^\omega u =…

Spectral methods provide an elegant and efficient way of numerically solving differential equations of all kinds. For smooth problems, truncation error for spectral methods vanishes exponentially in the infinity norm and $L_2$-norm.…