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Miguel Martinez

Publications and source records attributed to Miguel Martinez.

At least 19 recordsLinked to original sources
arXiv2026

Large Gravitational Wave Phase Shifts from Strong 3-body Interactions in Dense Stellar Clusters

The phase evolution of gravitational waves (GWs) can be modulated by the astrophysical environment surrounding the source, which provides a probe for the origin of individual binary black holes (BBHs) using GWs alone. We here study the evolving phase of the GW waveform derived from a large set of simulations of BBH mergers forming in dense stellar clusters through binary-single interactions. We uncover that a well-defined fraction of the assembled eccentric GW sources will have a notable GW phase shift induced by the remaining third object. The magnitude of the GW phase shift often exceeds conservative analytical estimates due to strong 3-body interactions, which occasionally results in GW sources with clearly shifted and perturbed GW waveforms. This opens up promising opportunities for current and future GW detectors, as observing such a phase shift can identify the formation environment of a BBH, as well as help to characterise the local properties of its surrounding environment.

astro-ph.HE↗
arXiv2025

On spider diffusions having a spinning measure selected from their own local time

The aim of this article is to give several results related to Walsh's spider diffusions living on a star-shaped network that have a spinning measure selected from the own local time of the motion at the vertex (cf.[17]). We prove the corresponding Itô's formula and give some global trajectory properties such as $L^1$-approximation of the local time and the Markov property. Regarding the behavior of the process at the vertex, we show that that the distribution of the process is non atomic at the junction point and we characterize the instantaneous scattering distribution along some ray with the aid of the probability coefficients of diffraction. We obtain also a Feynmann-Kac representation for linear parabolic systems posed on star-shaped networks that where introduced in [18] possessing a so-called local-time Kirchhoff's boundary condition.

math.PR↗
arXiv2024

Well posedness of linear parabolic partial differential equations posed on a star-shaped network with local time Kirchhoff's boundary condition at the vertex

The main purpose of this work is to provide an existence and uniqueness result for the solution of a linear parabolic system posed on a star-shaped network, which presents a new type of Kirchhoff's boundary transmission condition at the junction. This new type of Kirchhoff's condition-that we decide to call here local-time Kirchhoff 's condition-induces a dynamical behavior with respect to an external variable that may be interpreted as a local time parameter, designed to drive the system only at the singular point of the network. The seeds of this study point towards a forthcoming theoretical inquiry of a particular generalization of Walsh's random spider motions, whose spinning measures would select the available directions according to the local time of the motion at the junction of the network.

math.AP↗
arXiv2024

Nemotron-4 340B Technical Report

We release the Nemotron-4 340B model family, including Nemotron-4-340B-Base, Nemotron-4-340B-Instruct, and Nemotron-4-340B-Reward. Our models are open access under the NVIDIA Open Model License Agreement, a permissive model license that allows distribution, modification, and use of the models and its outputs. These models perform competitively to open access models on a wide range of evaluation benchmarks, and were sized to fit on a single DGX H100 with 8 GPUs when deployed in FP8 precision. We believe that the community can benefit from these models in various research studies and commercial applications, especially for generating synthetic data to train smaller language models. Notably, over 98% of data used in our model alignment process is synthetically generated, showcasing the effectiveness of these models in generating synthetic data. To further support open research and facilitate model development, we are also open-sourcing the synthetic data generation pipeline used in our model alignment process.

cs.CL↗
arXiv2024

Nemotron-4 15B Technical Report

We introduce Nemotron-4 15B, a 15-billion-parameter large multilingual language model trained on 8 trillion text tokens. Nemotron-4 15B demonstrates strong performance when assessed on English, multilingual, and coding tasks: it outperforms all existing similarly-sized open models on 4 out of 7 downstream evaluation areas and achieves competitive performance to the leading open models in the remaining ones. Specifically, Nemotron-4 15B exhibits the best multilingual capabilities of all similarly-sized models, even outperforming models over four times larger and those explicitly specialized for multilingual tasks.

cs.CL↗
arXiv2024

A probabilistic representation of the solution to a 1D evolution equation in a medium with negative index

In this work we investigate a 1D evolution equation involving a divergence form operator where the diffusion coefficient inside the divergence is changing sign, as in models for metamaterials.We focus on the construction of a fundamental solution for the evolution equation,which does not proceed as in the case of standard parabolic PDE's, since the associatedsecond order operator is not elliptic. We show that a spectral representation of the semigroup associated to the equation can be derived, which leads to a first expression of the fundamental solution. We also derive a probabilistic representation in terms of a pseudo Skew Brownian Motion (SBM).This construction generalizes that derived from the killed SBM when the diffusion coefficientis piecewise constant but remains positive.We show that the pseudo SBM can be approached by a rescaled pseudo asymmetric random walk,which allows us to derive several numerical schemes for the resolution of the PDEand we report the associated numerical test results.

math-ph↗
arXiv2023

Martingale problem for a Walsh spider process with spinning measure selected from its own local time

The objective of this article is to prove existence and weak uniqueness of a Walsh spider diffusion process, whose spinning measure and coefficients are allowed to depend on the local time spent at the junction vertex. The methodology is to show carefully that an effectively designed martingale problem is well-posed. Exploiting fully the results coming from the pioneering work of [16], the construction of the solution is performed using a concatenation procedure, as introduced in the seminal reference [26]. Uniqueness is shown by making use of the recent results obtained in [25] for the solution of the corresponding parabolic PDE that involves a new class of transmission condition called local time Kirchhoff 's transmission condition. As a byproduct of our main result, we manage to compute the explicit law of the diffusion when it behaves as a standard Brownian motion on each branch. The case I = 2 permits us to derive also that there is existence and uniqueness for solutions of generalized SDE on the real line that involve the local time of the unknown process in all its coefficients.

math.PR↗
arXiv2022

Stochastic processes associated to multidimensional parabolic transmission problems in divergence form

In this note we define and study the stochastic process $X$ in link with a parabolic transmission operator $(A,D(A))$ in divergence form. The transmission operator involves a diffraction condition along a transmission boundary. To that aim we gather and clarify some results coming from the theory of Dirichlet forms as exposed in [6] and [14] for general divergence form operators. We show that $X$ is a semimartingale and that it is solution of a stochastic differential equation involving partial reflections in the co-normal directions along the transmission boundary.

math.AP↗
arXiv2020

A transformed stochastic Euler scheme for multidimensional transmission PDE

In this paper we consider multi-dimensional partial differential equations of parabolic type involving divergence form operators that possess a discontinuous coefficient matrix along some smooth interface. The solution of the equation is assumed to present a compatibility transmission condition of its conormal derivatives at this interface (multi-dimensional diffraction problem). We prove an existence and uniqueness result for the solution and construct a low complexity numerical Monte Carlo stochastic Euler scheme to approximate the solution of the parabolic partial differential equation in divergence form. In particular, we give new estimates for the partial derivatives of the solution. Using these estimates, we prove a convergence rate for our stochastic numerical method when the initial condition belongs to an iterated domain of the divergence form operator. Our method presents the same convergence rate as the stochastic numerical schemes elaborated for the same problem in the one-dimensional context. Finally, we compare our results to classical deterministic numerical approximations and illustrate the accuracy of our method.

math.PR↗
arXiv2019

Unsupervised Context Retrieval for Long-tail Entities

Monitoring entities in media streams often relies on rich entity representations, like structured information available in a knowledge base (KB). For long-tail entities, such monitoring is highly challenging, due to their limited, if not entirely missing, representation in the reference KB. In this paper, we address the problem of retrieving textual contexts for monitoring long-tail entities. We propose an unsupervised method to overcome the limited representation of long-tail entities by leveraging established entities and their contexts as support information. Evaluation on a purpose-built test collection shows the suitability of our approach and its robustness for out-of-KB entities.

cs.IR↗
arXiv2019

Orphaned Exomoons: Tidal Detachment and Evaporation Following an Exoplanet-Star Collision

Gravitational perturbations on an exoplanet from a massive outer body, such as the Kozai-Lidov mechanism, can pump the exoplanet's eccentricity up to values that will destroy it via a collision or strong interaction with its parent star. During the final stages of this process, any exomoons orbiting the exoplanet will be detached by the star's tidal force and placed into orbit around the star. Using ensembles of three and four-body simulations, we demonstrate that while most of these detached bodies either collide with their star or are ejected from the system, a substantial fraction, ~10%, of such "orphaned" exomoons (with initial properties similar to those of the Galilean satellites in our own solar system) will outlive their parent exoplanet. The detached exomoons generally orbit inside the ice line, so that strong radiative heating will evaporate any volatile-rich layers, producing a strong outgassing of gas and dust, analogous to a comet's perihelion passage. Small dust grains ejected from the exomoon may help generate an opaque cloud surrounding the orbiting body but are quickly removed by radiation blow-out. By contrast, larger solid particles inherit the orbital properties of the parent exomoon, feeding an eccentric disk of solids that drains more gradually onto the star via Poynting-Robertson drag, and which could result in longer-timescale dimming of the star. For characteristic exomoon evaporation times of ~ 1e5-1e6 yr, attenuation of the stellar light arising from one or more out-gassing exomoons provides a promising explanation for both the dipping and secular dimming behavior observed from KIC 8462852 (Boyajian's Star).

astro-ph.SR↗
arXiv2017

Time inhomogeneous Stochastic Differential Equations involving the local time of the unknown process, and associated parabolic operators

In this paper we study time-inhomogeneous versions of one-dimensional Stochastic Differential Equations (SDE) involving the Local Time of the unknown process on curves. After proving existence and uniqueness for these SDE under mild assumptions, we explore their link with Parabolic Differential Equations (PDE) with transmission conditions. We study the regularity of solutions of such PDE and ensure the validity of a Feynman-Kac representation formula. These results are then used to characterize the solutions of these SDE as time-inhomogeneous Markov Feller processes.

math.PR↗
arXiv2015

A Piecewise Deterministic Markov Toy Model for Traffic/Maintenance and Associated Hamilton-Jacobi Integrodifferential Systems on Networks

We study optimal control problems in infinite horizon when the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (inspired by traffic models). We adapt the results in [H. M. Soner. Optimal control with state-space constraint. II. SIAM J. Control Optim., 24(6):1110.1122, 1986] to prove the regularity of the value function and the dynamic programming principle. Extending the networks and Krylov's ''shaking the coefficients'' method, we prove that the value function can be seen as the solution to a linearized optimization problem set on a convenient set of probability measures. The approach relies entirely on viscosity arguments. As a by-product, the dual formulation guarantees that the value function is the pointwise supremum over regular subsolutions of the associated Hamilton-Jacobi integrodifferential system. This ensures that the value function satisfies Perron's preconization for the (unique) candidate to viscosity solution. Finally, we prove that the same kind of linearization can be obtained by combining linearization for classical (unconstrained) problems and cost penalization. The latter method works for very general near-viable systems (possibly without further controllability) and discontinuous costs.

math.OC↗
arXiv2015

Algebraic Invariance Conditions in the Study of Approximate (Null-)Controllability of Markov Switch Processes

We aim at studying approximate null-controllability properties of a particular class of piecewise linear Markov processes (Markovian switch systems). The criteria are given in terms of algebraic invariance and are easily computable. We propose several necessary conditions and a sufficient one. The hierarchy between these conditions is studied via suitable counterexamples. Equivalence criteria are given in abstract form for general dynamics and algebraic form for systems with constant coefficients or continuous switching. The problem is motivated by the study of lysis phenomena in biological organisms and price prediction on spike-driven commodities.

math.OC↗
arXiv2013

Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift

In this note we propose an exact simulation algorithm for the solution of dX_t=dW_t+b(X_t)dt (1) where b is a smooth real function except at point 0 where b(0+)\neq b(0-). The main idea is to sample an exact skeleton of X using an algorithm deduced from the convergence of the solutions of the skew perturbed equation dX^β_t=dW_t+b(X^β_t)dt + βdL^0_t {X^β} (2) towards X solution of (1) as βtends to 0. In this note, we show that this convergence induces the convergence of exact simulation algorithms proposed by the authors in \cite{etoremartinez1} for the solutions of (2) towards a limit algorithm. Thanks to stability properties of the rejection procedures involved as βtends to 0, we prove that this limit algorithm is an exact simulation algorithm for the solution of the limit equation (1). Numerical examples are shown to illustrate the performance of this exact simulation algorithm.

math.PR↗
arXiv2013

Exact Simulation of One-dimensional Stochastic Differential Equations involving the local time at zero of the unknown process

In this article we extend the exact simulation methods of Beskos et al. to the solutions of one-dimensional stochastic differential equations involving the local time of the unknown process at point zero. In order to perform the method we compute the law of the skew Brownian motion with drift. The method presented in this article covers the case where the solution of the SDE with local time corresponds to a divergence form operator with a discontinuous coefficient at zero. Numerical examples are shown to illustrate the method and the performances are compared with more traditional discretization schemes.

math.PR↗
arXiv2011

Distance between two skew Brownian motions as a SDE with jumps and law of the hitting time

In this paper, we consider two skew Brownian motions, driven by the same Brownian motion, with different starting points and different skewness coefficients. We show that we can describe the evolution of the distance between the two processes with a stochastic differential equation. This S.D.E. possesses a jump component driven by the excursion process of one of the two skew Brownian motions. Using this representation, we show that the local time of two skew Brownian motions at their first hitting time is distributed as a simple function of a Beta random variable. This extends a result by Burdzy and Chen (2001), where the law of coalescence of two skew Brownian motions with the same skewness coefficient is computed.

math.PR↗