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20122026
most citedOn the Noisy Gradient Descent that Generalizes as SGD

37 citations · 162 across the 25 of their papers we have counts for

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Showing 2012Show all

8 papers · 1 filter

math.PR2012★ 9 cited

On diffusion in narrow random channels

Mark Freidlin, Wenqing Hu

We consider in this paper a solvable model for the motion of molecular motors. Based on the averaging principle, we reduce the problem to a diffusion process on a graph. We then ca…

math.PR2012★ 3 cited

On stochasticity in nearly-elastic systems

Mark Freidlin, Wenqing Hu

Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that inst…

math.PR2012★ 33 cited

Smoluchowski-Kramers approximation in the case of variable friction

Mark Freidlin, Wenqing Hu

We consider the small mass asymptotics (Smoluchowski-Kramers approximation) for the Langevin equation with a variable friction coefficient. The limit of the solution in the classic…

math.PR2012★ 13 cited

On perturbations of generalized Landau-Lifshitz dynamics

Mark Freidlin, Wenqing Hu

We consider deterministic and stochastic perturbations of dynamical systems with conservation laws in . The Landau-Lifshitz equation for the magnetization dynamics in ferroma…

math.PR2012★ 4 cited

On second order elliptic equations with a small parameter

Mark Freidlin, Wenqing Hu

The Neumann problem with a small parameter is considered in this paper.…

math.PR2012★ 1 cited

Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter

Wenqing Hu, Lucas Tcheuko

We study the asymptotic behavior of a diffusion process with small diffusion in a domain . This process is reflected at with respect to a co-normal direction pointi…

math.PR2012★ 3 cited

On metastability in nearly-elastic systems

Wenqing Hu

We consider a nearly-elastic model system with one degree of freedom. In each collision with the "wall", the system can either lose or gain a small amount of energy due to stochast…

math.PR2012★ 15 cited

Small mass asymptotic for the motion with vanishing friction

Mark Freidlin, Wenqing Hu, Alexander Wentzell

We consider the small mass asymptotic (Smoluchowski-Kramers approximation) for the Langevin equation with a variable friction coefficient. The friction coefficient is assumed to be…