Tootfinder

Fantasy football tips: Raiders RB on move in high-stakes drafts https://www.reviewjournal.com/sports/betting/fantasy-football-tips-raiders-rb-on-move-in-high-stakes-drafts-3422174/

Mehr junge Ukrainer suchen Schutz in Deutschland
Die Zahl der in Deutschland Schutzsuchenden aus der Ukraine ist in den vergangenen Wochen einem Medienbericht zufolge deutlich gestiegen. Die Aufhebung des Ausreiseverbots für wehrfähige ukrainische Männer zwischen 18 und 22 Jahren habe zu einer Zunahme von Schutzgesuchen dieser Gruppe "von etwa 100 pro Woche vor Inkrafttreten der Regelung auf derzeit circa 1.000 pro Woche gefü…
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Ukraine-Liveblog: ++ Stromabschaltungen in vielen Teilen der Ukraine ++
Nach erneuten russischen Angriffe auf Energieanlagen hat die Ukraine in vielen Landesteilen die Stromversorgung massiv eingeschränkt. Die Zahl junge Ukrainer, die als Schutzsuchende nach Deutschland kommen, ist im Sommer gestiegen.

Easy-to-Implement One-Step Schemes for Stochastic Integration
J. Woodfield, A. Lobbe
https://arxiv.org/abs/2510.12583 https://arxiv.org/pdf/2510.12583

Easy-to-Implement One-Step Schemes for Stochastic Integration
Convenient, easy to implement stochastic integration methods are developed on the basis of abstract one-step deterministic order $p$ integration techniques. The abstraction as an arbitrary one step map allows the inspection of easy to implement stochastic exponential time differencing Runge-Kutta (SETDRK), stochastic integrating factor Runge-Kutta (SIFRK) and stochastic RK (SRK) schemes. Such schemes require minimal modifications to existing deterministic schemes and converging to the Stratonov…

Det er ikke bare fælt i de gamle epostene mine da. Norges styggeste kirke, i norges styggeste kirke. https://kimenkulturhus.no/program/39990-stjordal-kirke-temakveld/

Navier-Stokes Equations with Fractional Dissipation and Associated Doubly Stochastic Yule Cascades
Radu Dascaliuc, Tuan N. Pham, Enrique Thomann, Edward C. Waymire
https://arxiv.org/abs/2509.10806

Navier-Stokes Equations with Fractional Dissipation and Associated Doubly Stochastic Yule Cascades
Parametric regions are identified in terms of the spatial dimension $d$ and the power $γ$ of the Laplacian that separate explosive from non-explosive regimes for the self-similar doubly stochastic Yule cascades (DSY) naturally associated with the deterministic fractional Navier-Stokes equations (FNSE) on $\mathbb{R}^d$ in the scaling-supercritical setting. Explosion and/or geometric properties of the DSY, are then used to establish non-uniqueness, local existence, and finite-time blow-up resul…

Adversarial robustness through Lipschitz-Guided Stochastic Depth in Neural Networks
Laith Nayal, Mahmoud Mousatat, Bader Rasheed
https://arxiv.org/abs/2509.10298 https://…

Adversarial robustness through Lipschitz-Guided Stochastic Depth in Neural Networks
Deep neural networks and Vision Transformers achieve state-of-the-art performance in computer vision but are highly vulnerable to adversarial perturbations. Standard defenses often incur high computational cost or lack formal guarantees. We propose a Lipschitz-guided stochastic depth (DropPath) method, where drop probabilities increase with depth to control the effective Lipschitz constant of the network. This approach regularizes deeper layers, improving robustness while preserving clean accur…

One Life to Learn: Inferring Symbolic World Models for Stochastic Environments from Unguided Exploration
Zaid Khan, Archiki Prasad, Elias Stengel-Eskin, Jaemin Cho, Mohit Bansal
https://arxiv.org/abs/2510.12088

One Life to Learn: Inferring Symbolic World Models for Stochastic Environments from Unguided Exploration
Symbolic world modeling requires inferring and representing an environment's transitional dynamics as an executable program. Prior work has focused on largely deterministic environments with abundant interaction data, simple mechanics, and human guidance. We address a more realistic and challenging setting, learning in a complex, stochastic environment where the agent has only "one life" to explore a hostile environment without human guidance. We introduce OneLife, a framework that models world…

Carleman Estimates and Controllability of Forward Stochastic Parabolic Equations with General Dynamic Boundary Conditions
Said Boulite, Abdellatif Elgrou, Lahcen Maniar, Abdelaziz Rhandi
https://arxiv.org/abs/2510.12345

Carleman Estimates and Controllability of Forward Stochastic Parabolic Equations with General Dynamic Boundary Conditions
We derive a new Carleman estimate for a general backward stochastic parabolic equation with dynamic boundary conditions, incorporating weak divergence source terms in both the bulk and surface equations. This estimate is obtained through two main steps: first, by refining a known Carleman estimate for backward stochastic parabolic equations to explicitly account for the dependence of the parameters on the final control time \(T\); second, by applying a duality technique to address weak divergen…

Geometric Phase of Stochastic Oscillators
Yangyang Du
https://arxiv.org/abs/2509.10900 https://arxiv.org/pdf/2509.10900

Geometric Phase of Stochastic Oscillators
Several definitions of phase have been proposed for stochastic oscillators, among which the mean-return-time phase and the stochastic asymptotic phase have drawn particular attention. Quantitative comparisons between these two definitions have been done in previous studies, but physical interpretations of such a relation are still missing. In this work, we illustrate this relation using the geometric phase, which is an essential concept in both classical and quantum mechanics. We use properties…

Strong convergence rates of stochastic theta methods for index 1 stochastic differential algebraic equations under non-globally Lipschitz conditions
Lin Chen, Ziheng Chen, Jing Zhao
https://arxiv.org/abs/2509.11618

Strong convergence rates of stochastic theta methods for index 1 stochastic differential algebraic equations under non-globally Lipschitz conditions
This work investigates numerical approximations of index 1 stochastic differential algebraic equations (SDAEs) with non-constant singular matrices under non-global Lipschitz conditions. Analyzing the strong convergence rates of numerical solutions in this setting is highly nontrivial, due to both the singularity of the constraint matrix and the superlinear growth of the coefficients. To address these challenges, we develop an approach for establishing mean square convergence rates of numerical …