Zobrazeno 1 - 10
of 115
pro vyhledávání: '"Grigorios A. Pavliotis"'
Publikováno v:
Physical Review Research, Vol 5, Iss 1, p 013078 (2023)
We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally, nonequilibrium set
Externí odkaz:
https://doaj.org/article/ab9de832768345e3abf9b79ebb896144
Publikováno v:
Stochastic Processes and their Applications. 162:481-546
We analyse the problem of online parameter estimation for a stochastic McKean–Vlasov equation, and the associated system of weakly interacting particles. We propose an online estimator for the parameters of the McKean–Vlasov SDE, or the interacti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::849e40461b22ed9d3a52f32bd8e0267a
https://doi.org/10.1016/j.spa.2023.05.002
https://doi.org/10.1016/j.spa.2023.05.002
Publikováno v:
SIAM/ASA Journal on Uncertainty Quantification. 11:139-167
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9156a741f5b1e989703c5e4a903128fe
https://doi.org/10.1137/21m1462970
https://doi.org/10.1137/21m1462970
Publikováno v:
IMA Journal of Applied Mathematics. 85:951-979
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The problem ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d29a3927a2c6fb5df63979fe6a0c86a8
https://doi.org/10.1093/imamat/hxaa035
https://doi.org/10.1093/imamat/hxaa035
In this article, we study the mean field limit of weakly interacting diffusions for confining and interaction potentials that are not necessarily convex. We explore the relationship between the large $N$ limit of the constant in the logarithmic Sobol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a94c2bc127ad124cb1699e39cb04e049
http://arxiv.org/abs/2112.06304
http://arxiv.org/abs/2112.06304
This paper develops a Bayesian mechanics for adaptive systems. Firstly, we model the interface between a system and its environment with a Markov blanket. This affords conditions under which states internal to the blanket encode information about ext
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cc33a75649ff9c5cd6d8a55a08051573
http://hdl.handle.net/10044/1/93417
http://hdl.handle.net/10044/1/93417
We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating the drift c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::035d628573d73d57ea93f66978fc17ff
https://resolver.caltech.edu/CaltechAUTHORS:20201109-141017891
https://resolver.caltech.edu/CaltechAUTHORS:20201109-141017891
Publikováno v:
Archive for Rational Mechanics and Analysis. 235:635-690
We study the McKean-Vlasov equation \[ \partial_t \varrho= \beta^{-1} \Delta \varrho + \kappa \nabla \cdot (\varrho \nabla (W \star \varrho)) \, , \] with periodic boundary conditions on the torus. We first study the global asymptotic stability of th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a42a444d6adaafe883961ad052a27c5a
https://doi.org/10.1007/s00205-019-01430-4
https://doi.org/10.1007/s00205-019-01430-4
We propose a novel method for drift estimation of multiscale diffusion processes when a sequence of discrete observations is given. For the Langevin dynamics in a two-scale potential, our approach relies on the eigenvalues and the eigenfunctions of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6975388c68553660181a66975df0c80c
http://arxiv.org/abs/2104.10587
http://arxiv.org/abs/2104.10587
Publikováno v:
Journal of Nonlinear Science
Journal of Nonlinear Science, Springer Verlag, 2021, 31, pp.8. ⟨10.1007/s00332-020-09671-4⟩
Journal of Nonlinear Science, 2021, 31, pp.8. ⟨10.1007/s00332-020-09671-4⟩
Springer Link
Journal of Nonlinear Science, Springer Verlag, 2021, 31, pp.8. ⟨10.1007/s00332-020-09671-4⟩
Journal of Nonlinear Science, 2021, 31, pp.8. ⟨10.1007/s00332-020-09671-4⟩
Springer Link
In this paper, we study the diffusive limit of solutions to the generalized Langevin equation (GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp longtime equilibration estimates for the GLE using techniques fro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d9a52570e6768c539f32509d3b1a4f4f
https://hal.archives-ouvertes.fr/hal-02911852
https://hal.archives-ouvertes.fr/hal-02911852