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Variational closures for composite homogenised fluid flows 复合均质流体流动的变量闭包
Pub Date : 2024-09-16 DOI: arxiv-2409.10408
Theo Diamantakis, Ruiao Hu
The Stochastic Advection by Lie Transport is a variational formulation ofstochastic fluid dynamics introduced to model the effects of unresolved scales,whilst preserving the geometric structure of ideal fluid flows. In this work,we show that the SALT equations can arise from the decomposition of the fluidflow map into its mean and fluctuating components. The fluctuating component isrealised as a prescribed stochastic diffeomorphism that introduces stochastictransport into the system and we construct it using homogenisation theory. Thedynamics of the mean component are derived from a variational principleutilising particular forms of variations that preserve the composite structureof the flow. Using a new variational principle, we show that SALT equations canarise from random Lagrangians and are equivalent to random coefficient PDEs. Wealso demonstrate how to modify the composite flow and the associatedvariational principle to derive models inspired by the Lagrangian AveragedEuler-Poincare (LAEP) theory.
李氏输运随机吸附是随机流体动力学的一种变分公式,用于模拟未解决的尺度效应,同时保留理想流体流的几何结构。在这项工作中,我们证明了 SALT 方程可以通过将流体流图分解为平均分量和波动分量而产生。波动分量被视为一种规定的随机差分,它将随机传输引入系统,我们利用均质化理论构建了波动分量。均值分量的动力学原理来自变分原理,利用特定的变分形式保留了流动的复合结构。利用新的变分原理,我们证明了 SALT 方程可以从随机拉格朗日衍生出来,并等价于随机系数 PDE。我们还演示了如何修改复合流和相关的变分原理,以推导出受拉格朗日平均欧拉-平卡理论(LAEP)启发的模型。
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引用次数: 0
Network evolution with mesoscopic delay 具有中观延迟的网络演化
Pub Date : 2024-09-16 DOI: arxiv-2409.10307
Sayan Banerjee, Shankar Bhamidi, Partha Dey, Akshay Sakanaveeti
Fueled by the influence of real-world networks both in science and society,numerous mathematical models have been developed to understand the structureand evolution of these systems, particularly in a temporal context. Recentadvancements in fields like distributed cyber-security and social networks havespurred the creation of probabilistic models of evolution, where individualsmake decisions based on only partial information about the network's currentstate. This paper seeks to explore models that incorporate emph{networkdelay}, where new participants receive information from a time-lagged snapshotof the system. In the context of mesoscopic network delays, we developprobabilistic tools built on stochastic approximation to understand asymptoticsof both local functionals, such as local neighborhoods and degreedistributions, as well as global properties, such as the evolution of thedegree of the network's initial founder. A companion paper explores the regimeof macroscopic delays in the evolution of the network.
现实世界的网络对科学和社会都产生了巨大的影响,为了了解这些系统的结构和演化,特别是在时间背景下的结构和演化,人们开发了大量数学模型。分布式网络安全和社交网络等领域的最新进展促使人们创建了概率演化模型,在这些模型中,个体仅根据网络当前状态的部分信息做出决策。本文试图探索包含 "网络延迟"(networkdelay)的模型,即新的参与者从系统的时滞快照中获取信息。在中观网络延迟的背景下,我们开发了建立在随机逼近基础上的概率工具,以理解局部函数的渐近性,如局部邻域和度分布,以及全局属性,如网络初始创建者的度演化。另一篇论文探讨了网络演化过程中的宏观延迟机制。
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引用次数: 0
Approximating the signature of Brownian motion for high order SDE simulation 近似布朗运动特征,用于高阶 SDE 仿真
Pub Date : 2024-09-16 DOI: arxiv-2409.10118
James Foster
The signature is a collection of iterated integrals describing the "shape" ofa path. It appears naturally in the Taylor expansions of controlleddifferential equations and, as a consequence, is arguably the central objectwithin rough path theory. In this paper, we will consider the signature ofBrownian motion with time, and present both new and recently developedapproximations for some of its integrals. Since these integrals (or equivalentL'{e}vy areas) are nonlinear functions of the Brownian path, they are notGaussian and known to be challenging to simulate. To conclude the paper, wewill present some applications of these approximations to the high ordernumerical simulation of stochastic differential equations (SDEs).
签名是描述路径 "形状 "的迭代积分集合。它很自然地出现在受控微分方程的泰勒展开中,因此可以说是粗糙路径理论的核心对象。在本文中,我们将考虑布朗运动随时间变化的特征,并对其某些积分提出新的和最近发展的近似值。由于这些积分(或等价L'{e}vy区域)是布朗路径的非线性函数,因此它们不是高斯函数,已知模拟起来具有挑战性。最后,我们将介绍这些近似值在随机微分方程(SDEs)高阶数值模拟中的一些应用。
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引用次数: 0
Notas sobre Teoría de colas y algunas aplicaciones 排队理论及一些应用说明
Pub Date : 2024-09-16 DOI: arxiv-2409.10735
Carlos E. Martínez-Rodríguez
This paper presents a comprehensive review of stochastic processes, with aparticular focus on Markov chains and jump processes. The main results relatedto queuing systems are analyzed. Additionally, conditions that ensure thestability, or ergodicity, of such systems are presented. The paper alsodiscusses stability results for queuing networks and their extension tovisiting systems. Finally, key contributions concerning the ProbabilityGenerating Function, an essential tool in the analysis of the aforementionedprocesses, are introduced. The review is conducted from the perspective ofqueuing theory, grounded in the Kendall-Lee notation, emphasizing stabilityresults and the computation of performance measures based on the specificcharacteristics of each process.
本文全面评述了随机过程,尤其侧重于马尔可夫链和跳跃过程。本文分析了与排队系统相关的主要结果。此外,还介绍了确保此类系统稳定性或遍历性的条件。论文还讨论了排队网络的稳定性结果,并将其扩展到驻留系统。最后,介绍了概率生成函数的主要贡献,它是分析上述过程的重要工具。这篇综述从排队理论的角度出发,以肯达尔-李符号为基础,强调稳定性结果和基于每个过程具体特征的性能指标的计算。
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引用次数: 0
A Spectral Representation of a Weighted Random Vectorial Field: Potential Applications to Turbulence and the Problem of Anomalous Dissipation in the Inviscid Limit 加权随机矢量场的谱表示:湍流和不粘性极限中的异常耗散问题的潜在应用
Pub Date : 2024-09-16 DOI: arxiv-2409.10636
Steven D Miller
Let ${mathfrak{G}}subsetmathbb{R}^{3}$ with $vol(mathfrak{G})sim L^{3}$.Let ${mathscr{T}}(x)$ be a Gaussian random field $forall~xinmathfrak{G}$with expectation $mathbf{E}[{mathscr{T}}(x)]=0$ and correlation$mathbf{E}[{mathscr{T}}(x)otimes{mathscr{T}}(y)]=K(x,y;lambda)$, anisotropic and regulated kernel with correlation length $lambda$. The field hasa Karhunen-Loeve spectral representation${mathscr{T}}(x)=sum_{I=1}^{infty}mathrm{Z}^{1/2}_{I}f_{I}(x)otimesmathscr{Z}_{I}$,with eigenvalues $lbracemathrm{Z}_{I}rbrace$, eigenfunctions $lbracef_{I}(x)rbrace $ and Gaussian random variables $mathscr{Z}_{I}$ with$mathbf{E}[mathscr{Z}_{I}]=0$ and$mathbf{E}[mathscr{Z}_{I}otimesmathscr{Z}_{J}]=delta_{IJ}$. If$mathfrak{G}$ contains incompressible fluid of viscosity $nu$ with velocity$u_{a}(x,t)$ that evolves via the Navier-Stokes equations with a high 'Reynoldsfunction' $mathsf{RE}(x,t)=tfrac{|u_{a}(x,t)|L}{nu} $ then aspects of aturbulent flow with $mathsf{RE}(x,t)gg mathsf{RE}_{*}$, a critical Reynoldsnumber, might be represented by the 'weighted' random field$mathscr{U}_{a}(x,t)=u_{a}(x,t)+mathrm{A}u_{a}(x,t)big(mathsf{RE}(x,t)-mathsf{RE}_{*}big)^{beta}sum_{I=1}^{infty}mathrm{Z}^{1/2}_{I}f_{I}(x)otimesmathscr{Z}_{I}$ where random fluctuationsand amplitude scale nonlinearly with $mathsf{RE}(x,t)$, with mean$mathbf{E}[{mathscr{U}}_{a}(x,t)] =u_{a}(x,t)$. In the inviscid limit one canprove an anomalous dissipation-type law begin{align} lim_{nurightarrow0}bigg(lim_{u_{a}(x,t)rightarrow {u}_{a}}sup~nuint_{mathfrak{G}}int_{0}^{T}{mathbf{E}}bigg[bigg|{nabla}_{a}{mathscr{U}}_{a}(x,s)bigg|^{2}bigg]dmathcal{V}(x)dsbigg)>0 end{align} iff $beta=tfrac{1}{2}$ and$sum_{I=1}^{infty}mathrm{Z}_{I}int_{{mathfrak{G}}}{nabla}_{a}f_{I}(x){nabla}^{a}f_{I}(x)dmathcal{V}(x)>0$.
让 ${mathfrak{G}}subsetmathbb{R}^{3}$ 带有 $vol(mathfrak{G})sim L^{3}$。让 ${mathscr{T}}(x)$ 是一个高斯随机场 $/forall~xinmathfrak{G}$,期望值为 $mathbf{E}[{/mathscr{T}}(x)]=0$,相关性为 $mathbf{E}[{/mathscr{T}}(x)otimes{/mathscr{T}}(y)]=K(x,y;lambda)$,各向异性且具有相关长度 $lambda$ 的调节核。该场具有卡尔胡宁-洛夫谱表示${mathscr{T}}(x)=sum_{I=1}^{infty}mathrm{Z}^{1/2}_{I}f_{I}(x)otimesmathscr{Z}_{I}$,特征值为$lbracemathrm{Z}_{I}rbrace$、特征函数 $lbracef_{I}(x)rbrace $ 和高斯随机变量 $mathscr{Z}_{I}$ with$mathbf{E}[mathscr{Z}_{I}]=0$ and$mathbf{E}[mathscr{Z}_{I}otimesmathscr{Z}_{J}]=delta_{IJ}$.如果$mathfrak{G}$包含不可压缩流体,其粘度为$nu$,速度为$u_{a}(x,t)$,通过纳维-斯托克斯方程以高 "雷诺函数"$mathsf{RE}(x、t)=tfrac{|u_{a}(x,t)|L}{/nu}$,那么湍流的某些方面具有 $mathsf{RE}(x,t)gg mathsf{RE}_{*}$,即临界雷诺数、可以用 "加权 "随机场$mathscr{U}_{a}(x,t)=u_{a}(x,t)+mathrm{A}u_{a}(x,t)big(mathsf{RE}(x、t)-(mathsf{RE}_{*}big)^{beta}sum_{I=1}^{infty}mathrm{Z}^{1/2}_{I}f_{I}(x)otimesmathscr{Z}_{I}$,其中随机波动和振幅与 $mathsf{RE}(x. t)$非线性扩展、t)$,平均值$mathbf{E}[{mathscr{U}}_{a}(x,t)] =u_{a}(x,t)$ 。在不粘性极限中,我们可以证明一个反常耗散型定律 begin{align}lim_{nurightarrow0}bigg(lim_{u_{a}(x,t)rightarrow {u}_{a}}sup~nuint_{mathfrak{G}}int_{0}^{T}{mathbf{E}}bigg[bigg|{nabla}_{a}{mathscr{U}}_{a}(x,s)bigg|^{2}bigg]dmathcal{V}(x)dsbigg)>0 end{align} iff $beta=tfrac{1}{2}$ and$sum_{I=1}^{infty}mathrm{Z}_{I}int_{{mathfrak{G}}}{nabla}_{a}f_{I}(x){nabla}^{a}f_{I}(x)dmathcal{V}(x)>0$.
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引用次数: 0
KPZ equation from ASEP plus general speed-change drift 来自 ASEP 的 KPZ 公式加上一般速度变化漂移
Pub Date : 2024-09-16 DOI: arxiv-2409.10513
Kevin Yang
We derive the KPZ equation as a continuum limit of height functions inasymmetric simple exclusion processes with a hyperbolic-scale drift thatdepends on the local particle configuration. To our knowledge, it is a firstsuch result for a general class of particle systems with neither duality norexplicit invariant measures. The new tools to handle the lack of an invariantmeasure are estimates for Kolmogorov equations that produce a more robust proofof the Kipnis-Varadhan inequality. These tools are not exclusive to KPZ.
我们将 KPZ 方程推导为具有双曲尺度漂移的非对称简单排斥过程中高度函数的连续极限,而双曲尺度漂移取决于粒子的局部构型。据我们所知,这是第一个针对既无对偶性又无显式不变度量的粒子系统的结果。处理缺乏不变度量的新工具是对柯尔莫哥洛夫方程的估计,它产生了对基普尼斯-瓦拉丹不等式的更稳健证明。这些工具并非 KPZ 独有。
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引用次数: 0
Optimality Gap of Decentralized Submodular Maximization under Probabilistic Communication 概率通信下分散式次模态最大化的最优性差距
Pub Date : 2024-09-16 DOI: arxiv-2409.09979
Joan Vendrell, Solmaz Kia
This paper considers the problem of decentralized submodular maximizationsubject to partition matroid constraint using a sequential greedy algorithmwith probabilistic inter-agent message-passing. We propose acommunication-aware framework where the probability of successful communicationbetween connected devices is considered. Our analysis introduces the notion ofthe probabilistic optimality gap, highlighting its potential influence ondetermining the message-passing sequence based on the agent's broadcastreliability and strategic decisions regarding agents that can broadcast theirmessages multiple times in a resource-limited environment. This work not onlycontributes theoretical insights but also has practical implications fordesigning and analyzing decentralized systems in uncertain communicationenvironments. A numerical example demonstrates the impact of our results.
本文使用一种具有概率代理间消息传递功能的顺序贪婪算法,研究了分区矩阵约束下的分散亚模态最大化问题。我们提出了一个通信感知框架,其中考虑了连接设备间成功通信的概率。我们的分析引入了概率最优性差距的概念,强调了它对根据代理的广播可靠性确定信息传递顺序的潜在影响,以及在资源有限的环境中可以多次广播信息的代理的战略决策。这项工作不仅贡献了理论见解,而且对在不确定的通信环境中设计和分析分散系统具有实际意义。一个数值示例展示了我们研究结果的影响。
{"title":"Optimality Gap of Decentralized Submodular Maximization under Probabilistic Communication","authors":"Joan Vendrell, Solmaz Kia","doi":"arxiv-2409.09979","DOIUrl":"https://doi.org/arxiv-2409.09979","url":null,"abstract":"This paper considers the problem of decentralized submodular maximization\u0000subject to partition matroid constraint using a sequential greedy algorithm\u0000with probabilistic inter-agent message-passing. We propose a\u0000communication-aware framework where the probability of successful communication\u0000between connected devices is considered. Our analysis introduces the notion of\u0000the probabilistic optimality gap, highlighting its potential influence on\u0000determining the message-passing sequence based on the agent's broadcast\u0000reliability and strategic decisions regarding agents that can broadcast their\u0000messages multiple times in a resource-limited environment. This work not only\u0000contributes theoretical insights but also has practical implications for\u0000designing and analyzing decentralized systems in uncertain communication\u0000environments. A numerical example demonstrates the impact of our results.","PeriodicalId":501245,"journal":{"name":"arXiv - MATH - Probability","volume":"122 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142262509","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Singularity of solutions to singular SPDEs 奇异 SPDEs 解的奇异性
Pub Date : 2024-09-16 DOI: arxiv-2409.10037
Martin Hairer, Seiichiro Kusuoka, Hirotatsu Nagoji
Building on the notes [Hai17], we give a sufficient condition for themarginal distribution of the solution of singular SPDEs on the $d$-dimensionaltorus to be singular with respect to the law of the Gaussian measure induced bythe linearised equation. As applications we obtain the singularity of the$Phi^4_3$-measure with respect to the Gaussian free field measure and theborder of parameters for the fractional $Phi^4$-measure to be singular withrespect to the Gaussian free field measure. Our approach is applicable to quitea large class of singular SPDEs.
在注释[Hai17]的基础上,我们给出了一个充分条件,即关于线性化方程所诱导的高斯度量定律,$d$维torus上奇异SPDEs解的边际分布是奇异的。作为应用,我们得到了$Phi^4_3$-测度相对于高斯自由场测度的奇异性,以及分数$Phi^4$-测度相对于高斯自由场测度奇异的参数边界。我们的方法适用于相当大的一类奇异 SPDEs。
{"title":"Singularity of solutions to singular SPDEs","authors":"Martin Hairer, Seiichiro Kusuoka, Hirotatsu Nagoji","doi":"arxiv-2409.10037","DOIUrl":"https://doi.org/arxiv-2409.10037","url":null,"abstract":"Building on the notes [Hai17], we give a sufficient condition for the\u0000marginal distribution of the solution of singular SPDEs on the $d$-dimensional\u0000torus to be singular with respect to the law of the Gaussian measure induced by\u0000the linearised equation. As applications we obtain the singularity of the\u0000$Phi^4_3$-measure with respect to the Gaussian free field measure and the\u0000border of parameters for the fractional $Phi^4$-measure to be singular with\u0000respect to the Gaussian free field measure. Our approach is applicable to quite\u0000a large class of singular SPDEs.","PeriodicalId":501245,"journal":{"name":"arXiv - MATH - Probability","volume":"27 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142262496","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Mimicking and Conditional Control with Hard Killing 硬杀伤的模仿和条件控制
Pub Date : 2024-09-16 DOI: arxiv-2409.10650
Rene Carmona, Daniel Lacker
We first prove a mimicking theorem (also known as a Markovian projectiontheorem) for the marginal distributions of an Ito process conditioned to nothave exited a given domain. We then apply this new result to the proof of aconjecture of P.L. Lions for the optimal control of conditioned processes.
我们首先证明了伊托过程边际分布的模仿定理(又称马尔可夫投影定理),该过程的条件是没有退出给定域。然后,我们将这一新结果用于证明 P.L. Lions 关于有条件过程最优控制的一个猜想。
{"title":"Mimicking and Conditional Control with Hard Killing","authors":"Rene Carmona, Daniel Lacker","doi":"arxiv-2409.10650","DOIUrl":"https://doi.org/arxiv-2409.10650","url":null,"abstract":"We first prove a mimicking theorem (also known as a Markovian projection\u0000theorem) for the marginal distributions of an Ito process conditioned to not\u0000have exited a given domain. We then apply this new result to the proof of a\u0000conjecture of P.L. Lions for the optimal control of conditioned processes.","PeriodicalId":501245,"journal":{"name":"arXiv - MATH - Probability","volume":"32 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142262317","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Mesoscopic Universality for Circular Orthogonal Polynomial Ensembles 圆正交多项式集合的中观普遍性
Pub Date : 2024-09-15 DOI: arxiv-2409.09803
Jonathan Breuer, Daniel Ofner
We study mesoscopic fluctuations of orthogonal polynomial ensembles on theunit circle. We show that asymptotics of such fluctuations are stable underdecaying perturbations of the recurrence coefficients, where the appropriatedecay rate depends on the scale considered. By directly proving Gaussian limitsfor certain constant coefficient ensembles, we obtain mesoscopic scale Gaussianlimits for a large class of orthogonal polynomial ensembles on the unit circle. As a corollary we prove mesocopic central limit theorems (for all mesoscopicscales) for the $beta=2$ circular Jacobi ensembles with real parameter$delta>-1/2$.
我们研究了单位圆上正交多项式集合的介观波动。我们证明,在递推系数的衰减扰动下,这种波动的渐近线是稳定的,而适当的衰减率取决于所考虑的尺度。通过直接证明某些常数系数集合的高斯极限,我们得到了单位圆上一大类正交多项式集合的介观尺度高斯极限。作为推论,我们证明了实参数$delta>-1/2$的$beta=2$圆雅各比集合的中观中心极限定理(适用于所有中观尺度)。
{"title":"Mesoscopic Universality for Circular Orthogonal Polynomial Ensembles","authors":"Jonathan Breuer, Daniel Ofner","doi":"arxiv-2409.09803","DOIUrl":"https://doi.org/arxiv-2409.09803","url":null,"abstract":"We study mesoscopic fluctuations of orthogonal polynomial ensembles on the\u0000unit circle. We show that asymptotics of such fluctuations are stable under\u0000decaying perturbations of the recurrence coefficients, where the appropriate\u0000decay rate depends on the scale considered. By directly proving Gaussian limits\u0000for certain constant coefficient ensembles, we obtain mesoscopic scale Gaussian\u0000limits for a large class of orthogonal polynomial ensembles on the unit circle. As a corollary we prove mesocopic central limit theorems (for all mesoscopic\u0000scales) for the $beta=2$ circular Jacobi ensembles with real parameter\u0000$delta>-1/2$.","PeriodicalId":501245,"journal":{"name":"arXiv - MATH - Probability","volume":"30 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142262512","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
期刊
arXiv - MATH - Probability
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