Characterization of the convergence of stationary Fokker-Planck learning

The convergence properties of the stationary Fokker-Planck algorithm for the estimation of the asymptotic density of stochastic search processes is studied. Theoretical and empirical arguments for the characterization of convergence of the estimation in the case of separable and nonseparable nonlinear optimization problems are given. Some implications of the convergence of stationary Fokker-Planck learning for the inference of parameters in artificial neural network models are outlined

q-Gaussian based Smoothed Functional Algorithm for Stochastic Optimization

The q-Gaussian distribution results from maximizing certain generalizations of Shannon entropy under some constraints. The importance of q-Gaussian distributions stems from the fact that they exhibit power-law behavior, and also generalize Gaussian distributions. In this paper, we propose a Smoothed Functional (SF) scheme for gradient estimation using q-Gaussian distribution, and also propose an algorithm for optimization based on the above scheme. Convergence results of the algorithm are presented. Performance of the proposed algorithm is shown by simulation results on a queuing model.Comment: 5 pages, 1 figur

Ground states of 2d +-J Ising spin glasses via stationary Fokker-Planck sampling

We investigate the performance of the recently proposed stationary Fokker-Planck sampling method considering a combinatorial optimization problem from statistical physics. The algorithmic procedure relies upon the numerical solution of a linear second order differential equation that depends on a diffusion-like parameter D. We apply it to the problem of finding ground states of 2d Ising spin glasses for the +-J-Model. We consider square lattices with side length up to L=24 with two different types of boundary conditions and compare the results to those obtained by exact methods. A particular value of D is found that yields an optimal performance of the algorithm. We compare this optimal value of D to a percolation transition, which occurs when studying the connected clusters of spins flipped by the algorithm. Nevertheless, even for moderate lattice sizes, the algorithm has more and more problems to find the exact ground states. This means that the approach, at least in its standard form, seems to be inferior to other approaches like parallel tempering.Comment: v1: 13 pages, 7 figures; v2: extended tex

The instanton method and its numerical implementation in fluid mechanics

A precise characterization of structures occurring in turbulent fluid flows at high Reynolds numbers is one of the last open problems of classical physics. In this review we discuss recent developments related to the application of instanton methods to turbulence. Instantons are saddle point configurations of the underlying path integrals. They are equivalent to minimizers of the related Freidlin-Wentzell action and known to be able to characterize rare events in such systems. While there is an impressive body of work concerning their analytical description, this review focuses on the question on how to compute these minimizers numerically. In a short introduction we present the relevant mathematical and physical background before we discuss the stochastic Burgers equation in detail. We present algorithms to compute instantons numerically by an efficient solution of the corresponding Euler-Lagrange equations. A second focus is the discussion of a recently developed numerical filtering technique that allows to extract instantons from direct numerical simulations. In the following we present modifications of the algorithms to make them efficient when applied to two- or three-dimensional fluid dynamical problems. We illustrate these ideas using the two-dimensional Burgers equation and the three-dimensional Navier-Stokes equations