research
∙
02/14/2023
Stochastic Modified Flows, Mean-Field Limits and Dynamics of Stochastic Gradient Descent
We propose new limiting dynamics for stochastic gradient descent in the ...
share
research
∙
02/07/2023
Convergence rates for momentum stochastic gradient descent with noise of machine learning type
We consider the momentum stochastic gradient descent scheme (MSGD) and i...
research
∙
07/12/2022
Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent
The convergence of stochastic interacting particle systems in the mean-f...
research
∙
09/13/2021
Thermodynamically consistent and positivity-preserving discretization of the thin-film equation with thermal noise
In micro-fluidics not only does capillarity dominate but also thermal fl...
research
∙
04/27/2021
Stochastic partial differential equations arising in self-organized criticality
Scaling limits for the weakly driven Zhang and the Bak-Tang-Wiesenfeld (...
research
∙
12/22/2020
Numerical approximation of singular-degenerate parabolic stochastic PDEs
We study a general class of singular degenerate parabolic stochastic par...
research
∙
04/02/2019