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Daniel Heydecker

Publications and source records attributed to Daniel Heydecker.

17 recordsLinked to original sources

Low-Temperature Large Deviations for the Two-Dimensional Wick-Ordered Cubic Wave Equation

We prove a trajectory large deviation principle, in the low-temperature limit, for the two-dimensional Wick-ordered defocusing cubic nonlinear wave equation, with initial data drawn from the invariant Gibbs measure. We further show that asymptotically vanishing high-frequency perturbations of the Gibbs initial data, with the same static rate function, generate a continuum of distinct mass-shifted trajectory rate functions.

math.AP

Pathological Large Deviations of the KMP Process in Dimension $d\ge 2$

We study dynamic large deviations for the Kipnis--Marchioro--Presutti process on the discrete torus $\mathbb{T}_N^d$. By recasting the candidate rate function in terms of a linear hyperbolic-parabolic equation with rough drift, we show that pathological trajectories appear in the large deviations with finite rate in any dimension $d\ge 2$. Along the way, we rigorously validate the lower bound derived by Bertini-Gabrielli-Lebowitz in any dimension.

math.PR

Large Spikes in Stochastic Gradient Descent: A Large-Deviations View

Large loss spikes in stochastic gradient descent are studied through a rigorous large-deviations analysis for a shallow, fully connected network in the NTK scaling. In contrast to full-batch gradient descent, the catapult phase is shown to split into inflationary and deflationary regimes, determined by an explicit log-drift criterion. In both cases, large spikes are shown to be at least polynomially likely. In addition, these spikes are shown to be the dominant mechanism by which sharp minima are escaped and curvature is reduced, thereby favouring flatter solutions. Corresponding results are also obtained for certain ReLU networks, and implications for curriculum learning are derived.

cs.LG

The Porous Medium Equation: Multiscale Integrability in Large Deviations

We consider a zero-range process $\eta^N_t(x)$ with superlinear local jump rate, which in a hydrodynamic-small particle rescaling converges to the porous medium equation $\partial_t u=\frac12\Delta u^\alpha, \alpha>1$. As a main result we obtain a large deviation principle in any scaling regime of vanishing particle size $\chi_N\to 0$. The key challenge is to develop uniform integrability estimate on the nonlinearity $(\eta^N(x))^\alpha$ in a situation where neither pathwise regularity nor Dirichlet-form based regularity is readily available. We resolve this by introducing a novel multiscale argument exploiting the appearance of pathwise regularity across scales.

math.PR

Matching Large Deviation Bounds of the Zero-Range Process in the whole space

We consider the large deviations of the hydrodynamic rescaling of the zero-range process on $\mathbb{Z}^d$ in any dimension $d\ge 1$. Under mild and canonical hypotheses on the local jump rate, we obtain matching upper and lower bounds, thus resolving the problem opened by \cite{KL99}. On the probabilistic side, we extend the superexponential estimate to any dimension, and prove the superexponential concentration on paths with finite entropy dissipation. In addition, we extend the theory of the parabolic-hyperbolic skeleton equation to the whole space, and remove global convexity/concavity assumptions on the nonlinearity.

math.PR

Large time analysis of the rate function associated to the Boltzmann equation: dynamical phase transitions

We analyse the large time behaviour of the rate function that describes the probability of large fluctuations of an underlying microscopic model associated to the homogeneous Boltzmann equation, such as the Kac walk. We consider in particular the asymptotic of the number of collisions, per particle and per unit of time, and show it exhibits a phase transition in the joint limit in which the number of particles N and the time interval [0,T] diverge. More precisely, due to the existence of Lu-Wennberg solutions, the corresponding limiting rate function vanishes for subtypical values of the number of collisions. We also analyse the second order large deviations showing that the probability of subtypical fluctuations is exponentially small in N, independently on T. As a key point, we establish the controllability of the homogeneous Boltzmann equation.

math.PR

Landau-Lifshitz-Navier-Stokes Equations: Large Deviations and Relationship to The Energy Equality

The dynamical large deviations principle for the three-dimensional incompressible Landau-Lifschitz-Navier-Stokes equations is shown, in the joint scaling regime of vanishing noise intensity and correlation length. This proves the consistency of the large deviations in lattice gas models \cite{QY}, with Landau-Lifschitz fluctuating hydrodynamics \cite{LL87}. Secondly, in the course of the proof, we unveil a novel relation between the validity of the deterministic energy equality for the deterministic forced Navier-Stokes equations and matching large deviations upper and lower bounds. In particular, we conclude that time-reversible uniqueness to the forced Navier-Stokes equations implies the validity of the energy equality, thus generalising the classical Lions-Ladyzhenskaya result. Thirdly, we prove that no non-trivial large deviations result can be true for local-in-time strong solutions.

math.PR

The Porous Medium Equation: Large Deviations and Gradient Flow with Degenerate and Unbounded Diffusion

The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range process with jump rate $g(k)=k^\alpha, \alpha>1$ is considered, and its hydrodynamic limit and dynamical large deviations are shown in the presence of both degenerate and unbounded diffusion. The key superexponential estimate is obtained using pathwise discretised regularity estimates in the spirit of the Aubin-Lions-Simons lemma. This allows to exhibit the porous medium equation as the gradient flow of the entropy in a thermodynamic metric via the energy-dissipation inequality.

math.PR

Delving Into Deep Walkers: A Convergence Analysis of Random-Walk-Based Vertex Embeddings

Graph vertex embeddings based on random walks have become increasingly influential in recent years, showing good performance in several tasks as they efficiently transform a graph into a more computationally digestible format while preserving relevant information. However, the theoretical properties of such algorithms, in particular the influence of hyperparameters and of the graph structure on their convergence behaviour, have so far not been well-understood. In this work, we provide a theoretical analysis for random-walks based embeddings techniques. Firstly, we prove that, under some weak assumptions, vertex embeddings derived from random walks do indeed converge both in the single limit of the number of random walks $N \to \infty$ and in the double limit of both $N$ and the length of each random walk $L\to\infty$. Secondly, we derive concentration bounds quantifying the converge rate of the corpora for the single and double limits. Thirdly, we use these results to derive a heuristic for choosing the hyperparameters $N$ and $L$. We validate and illustrate the practical importance of our findings with a range of numerical and visual experiments on several graphs drawn from real-world applications.

stat.ML

Large Deviations of Kac's Conservative Particle System and Energy Non-Conserving Solutions to the Boltzmann Equation: A Counterexample to the Predicted Rate Function

We consider the dynamic large deviation behaviour of Kac's collisional process for a range of initial conditions including equilibrium. We prove an upper bound with a rate function of the type which has previously been found for kinetic large deviation problems, and a matching lower bound restricted to a class of sufficiently good paths. However, we are able to show by an explicit counterexample that the predicted rate function does not extend to a global lower bound: even though the particle system almost surely conserves energy, large deviation behaviour includes solutions to the Boltzmann equation which do not conserve energy, as found by Lu and Wennberg, and these occur strictly more rarely than predicted by the proposed rate function. At the level of the particle system, this occurs because a macroscopic proportion of energy can concentrate in $\mathfrak{o}(N)$ particles with probability $e^{-\mathcal{O}(N)}$.

math.PR

Stability, well-posedness and regularity of the homogeneous Landau equation for hard potentials

We establish the well-posedness and some quantitative stability of the spatially homogeneous Landau equation for hard potentials, using some specific Monge-Kantorovich cost, assuming only that the initial condition is a probability measure with a finite moment of order $p$ for some $p>2$. As a consequence, we extend previous regularity results and show that all non-degenerate measure-valued solutions to the Landau equation, with a finite initial energy, immediately admit analytic densities with finite entropy. Along the way, we prove that the Landau equation instantaneously creates Gaussian moments. We also show existence of weak solutions under the only assumption of finite initial energy.

math.AP

Kac's Process with Hard Potentials and a Moderate Angular Singularity

We investigate Kac's many-particle stochastic model of gas dynamics in the case of hard potentials with a moderate angular singularity, and show that the noncutoff particle system can be obtained as the limit of cutoff systems, with a rate independent of the number of particles $N$. As consequences, we obtain a wellposedness result for the corresponding Boltzmann equation, and convergence of the particle system in the limit $N\rightarrow \infty$.

math.PR

Dynamic Spectral Residual Superpixels

We consider the problem of segmenting an image into superpixels in the context of $k$-means clustering, in which we wish to decompose an image into local, homogeneous regions corresponding to the underlying objects. Our novel approach builds upon the widely used Simple Linear Iterative Clustering (SLIC), and incorporate a measure of objects' structure based on the spectral residual of an image. Based on this combination, we propose a modified initialisation scheme and search metric, which helps keeps fine-details. This combination leads to better adherence to object boundaries, while preventing unnecessary segmentation of large, uniform areas, while remaining computationally tractable in comparison to other methods. We demonstrate through numerical and visual experiments that our approach outperforms the state-of-the-art techniques.

cs.CV

Bilinear Coagulation Equations

We consider coagulation equations of Smoluchowski or Flory type where the total merge rate has a bilinear form $\pi(y)\cdot A\pi(x)$ for a vector of conserved quantities $\pi$, generalising the multiplicative kernel. For these kernels, a gelation transition occurs at a finite time $t_\mathrm{g}\in (0,\infty)$, which can be given exactly in terms of an eigenvalue problem in finite dimensions. We prove a hydrodynamic limit for a stochastic coagulant, including a corresponding phase transition for the largest particle, and exploit a coupling to random graphs to extend analysis of the limiting process beyond the gelation time.

math.PR

Mirror, Mirror, on the Wall, Who's Got the Clearest Image of Them All? - A Tailored Approach to Single Image Reflection Removal

Removing reflection artefacts from a single image is a problem of both theoretical and practical interest, which still presents challenges because of the massively ill-posed nature of the problem. In this work, we propose a technique based on a novel optimisation problem. Firstly, we introduce a simple user interaction scheme, which helps minimise information loss in reflection-free regions. Secondly, we introduce an $H^2$ fidelity term, which preserves fine detail while enforcing global colour similarity. We show that this combination allows us to mitigate some major drawbacks of the existing methods for reflection removal. We demonstrate, through numerical and visual experiments, that our method is able to outperform the state-of-the-art methods and compete with recent deep-learning approaches.

cs.CV

Peekaboo - Where are the Objects? Structure Adjusting Superpixels

This paper addresses the search for a fast and meaningful image segmentation in the context of $k$-means clustering. The proposed method builds on a widely-used local version of Lloyd's algorithm, called Simple Linear Iterative Clustering (SLIC). We propose an algorithm which extends SLIC to dynamically adjust the local search, adopting superpixel resolution dynamically to structure existent in the image, and thus provides for more meaningful superpixels in the same linear runtime as standard SLIC. The proposed method is evaluated against state-of-the-art techniques and improved boundary adherence and undersegmentation error are observed, whilst still remaining among the fastest algorithms which are tested.

cs.CV

Pathwise Convergence of the Hard Spheres Kac Process

We derive two estimates for the deviation of the $N$-particle, hard-spheres Kac process from the corresponding Boltzmann equation, measured in expected Wasserstein distance. Particular care is paid to the long-time properties of our estimates, exploiting the stability properties of the limiting Boltzmann equation at the level of realisations of the interacting particle system. As a consequence, we obtain an estimate for the propagation of chaos, uniformly in time and with polynomial rates, as soon as the initial data has a $k^\mathrm{th}$ moment, $k>2$. Our approach is similar to Kac's proposal of relating the long-time behaviour of the particle system to that of the limit equation. Along the way, we prove a new estimate for the continuity of the Boltzmann flow measured in Wasserstein distance.

math.PR