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Concept

Théorie supersymétrique de la dynamique stochastique

Publications associées (28)

Gaussian Multiplicative Chaos Through the Lens of the 2D Gaussian Free Field

Juhan Aru

The aim of this review-style paper is to provide a concise, self-contained and unified presentation of the construction and main properties of Gaussian multiplicative chaos (GMC) measures for log-correlated fields in 2D in the subcritical regime. By consid ...

POLYMAT2020

Dynamical mean-field theory for stochastic gradient descent in Gaussian mixture classification

Lenka Zdeborová, Florent Gérard Krzakala

We analyze in a closed form the learning dynamics of stochastic gradient descent (SGD) for a single layer neural network classifying a high-dimensional Gaussian mixture where each cluster is assigned one of two labels. This problem provides a prototype of ...

Curran Associates, Inc.2020

Convergences of Regularized Algorithms and Stochastic Gradient Methods with Random Projections

Volkan Cevher, Junhong Lin

We study the least-squares regression problem over a Hilbert space, covering nonparametric regression over a reproducing kernel Hilbert space as a special case. We rst investigate regularized algorithms adapted to a projection operator on a closed subspace ...

2020

Experimental analysis of suprathermal electrons generated by electron cyclotron waves in tokamak plasmas

Dahye Choi

This thesis focuses on the physics of suprathermal electrons generated by electron cyclotron (EC) waves in tokamak plasmas, which play an important role in the physics of current drive and energetic particle-driven instabilities. The suprathermal electron ...

EPFL2020

Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

Assyr Abdulle, Giacomo Garegnani

A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a random forcing term, ...

2020

Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations

Assyr Abdulle, Gilles Vilmart

In this paper, we propose a new approach for sampling from probability measures in, possibly, high-dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the invariant measure of t ...

2019

Truncated Levy motion through path integrals and applications to nondiffusive suprathermal ion transport

Ambrogio Fasoli, Ivo Furno, Paolo Ricci, Marcelo Baquero Ruiz, Oulfa Chellaï, Fabian Manke

Fractional Levy motion has been derived from its generalized Langevin equation via path integrals in earlier works and has since proven to be a useful model for nonlocal and non-Markovian processes, especially in the context of nondiffusive transport. Here ...

AMER PHYSICAL SOC2019

Decompositions Of Log-Correlated Fields With Applications

Janne Matias Junnila

In this article, we establish novel decompositions of Gaussian fields taking values in suitable spaces of generalized functions, and then use these decompositions to prove results about Gaussian multiplicative chaos. We prove two decomposition theorems. Th ...

2019