Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Michela Ottobre"'
Publikováno v:
Buttà, P, Goddard, B D, Hodgson, T, Ottobre, M & Painter, K J 2023, ' Non-mean-field Vicsek-type models for collective behaviour ', Mathematical Models and Methods in Applied Sciences, vol. 32, no. 14, pp. 2763-2816 . https://doi.org/10.1142/S0218202522500646
We consider interacting particle dynamics with Vicsek type interactions, and their macroscopic PDE limit, in the non-mean-field regime; that is, we consider the case in which each particle/agent in the system interacts only with a prescribed subset o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::70a44dd34667fbdce3e4035fed76988b
https://www.pure.ed.ac.uk/ws/files/348572495/2206.06776.pdf
https://www.pure.ed.ac.uk/ws/files/348572495/2206.06776.pdf
Publikováno v:
Stochastics and Partial Differential Equations: Analysis and Computations. 8:311-361
It is well known in many settings that reversible Langevin diffusions in confining potentials converge to equilibrium exponentially fast. Adding irreversible perturbations to the drift of a Langevin diffusion that maintain the same invariant measure
We study a population of $N$ particles, which evolve according to a diffusion process and interact through a dynamical network. In turn, the evolution of the network is coupled to the particles' positions. In contrast with the mean-field regime, in w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::462939834f8d144bab327038b0581bb4
http://arxiv.org/abs/2003.14230
http://arxiv.org/abs/2003.14230
Publikováno v:
Stochastic Partial Differential Equations
The Metropolis-Adjusted Langevin Algorithm (MALA) is a Markov Chain Monte Carlo method which creates a Markov chain reversible with respect to a given target distribution, pi^N, with Lebesgue density on R^N; it can hence be used to approximately samp
We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential decay in time of the space-derivatives of the semigroup associated with t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::df36c0caf4322e88857b935568ab7762
http://arxiv.org/abs/1905.03524
http://arxiv.org/abs/1905.03524
Autor:
Michela Ottobre
Publikováno v:
Reports on Mathematical Physics. 77:267-292
Markov Chain Monte Carlo (MCMC) methods are statistical methods designed to sample from a given measure π by constructing a Markov chain that has π as invariant measure and that converges to π. Most MCMC algorithms make use of chains that satisfy
Publikováno v:
Electronic Journal of Probability, 26
We study the long time behaviour of a large class of diffusion processes on $R^N$, generated by second order differential operators of (possibly) degenerate type. The operators that we consider {\em need not} satisfy the H\"ormander condition. Instea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d573a0e4ef97f89a9d1f054adba98ea5
We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single particle ph
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::48d93b9d5bf2da3cbcdfe25dcfb9a6e9
Publikováno v:
Journal of Mathematical Analysis and applications
Journal of Mathematical Analysis and applications, Elsevier, 2015, 429 (2), pp.676-712. 〈10.1016/j.jmaa.2015.04.019〉
Journal of Mathematical Analysis and Applications
Journal of Mathematical Analysis and Applications, Elsevier, 2015, 429 (2), pp.676-712. ⟨10.1016/j.jmaa.2015.04.019⟩
Journal of Mathematical Analysis and Applications, 2015, 429 (2), pp.676-712. ⟨10.1016/j.jmaa.2015.04.019⟩
Journal of Mathematical Analysis and applications, Elsevier, 2015, 429 (2), pp.676-712. 〈10.1016/j.jmaa.2015.04.019〉
Journal of Mathematical Analysis and Applications
Journal of Mathematical Analysis and Applications, Elsevier, 2015, 429 (2), pp.676-712. ⟨10.1016/j.jmaa.2015.04.019⟩
Journal of Mathematical Analysis and Applications, 2015, 429 (2), pp.676-712. ⟨10.1016/j.jmaa.2015.04.019⟩
We study degenerate hypoelliptic Ornstein-Uhlenbeck operators in $L^2$ spaces with respect to invariant measures. The purpose of this article is to show how recent results on general quadratic operators apply to the study of degenerate hypoelliptic O
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::67c9670d3c4a58a06486b2b844595a92
https://hal.archives-ouvertes.fr/hal-01110692
https://hal.archives-ouvertes.fr/hal-01110692
Publikováno v:
Infinite Dimensional Analysis, Quantum Probability and Related Topics. 20:1750015
In this paper we provide a range of examples to illustrate the general theory developed in Ref. 19, where we studied smoothing and ergodicity for infinite dimensional Markovian systems with hypocoercive type generator. We also introduce and study new