Zobrazeno 1 - 10
of 114
pro vyhledávání: '"Monmarche Pierre"'
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 75, Pp 60-85 (2023)
We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on the analogous question for the particle systems used in practice to samp
Externí odkaz:
https://doaj.org/article/1e33a2fa3f864b10b4afd096fd714534
Autor:
Fathi Max, Le Bris Pierre, Menegaki Angeliki, Monmarche Pierre, Reygner Julien, Tomasevic Milica
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 75, Pp 2-23 (2023)
This article presents a selection of recent results in the mathematical study of physical systems described by a large number of particles, with various types of interactions (mean-field, moderate, nearest-neighbor). Limit theorems are obtained conce
Externí odkaz:
https://doaj.org/article/3545c1f9a29e4664a86e8a2a1ab025a9
The Langevin dynamics is a diffusion process extensively used, in particular in molecular dynamics simu-lations, to sample Gibbs measures. Some alternatives based on (piecewise deterministic) kinetic velocity jumpprocesses have gained interest over t
Externí odkaz:
http://arxiv.org/abs/2410.08846
In molecular dynamics, transport coefficients measure the sensitivity of the invariant probability measure of the stochastic dynamics at hand with respect to some perturbation. They are typically computed using either the linear response of nonequili
Externí odkaz:
http://arxiv.org/abs/2410.00212
Autor:
Monmarché, Pierre
In the nice recent work [48], S. Wang established uniform log-Sobolev inequalities for mean field particles when the energy is flat convex. In this note we comment how to extend his proof to some semi-convex energies provided the curvature lower-boun
Externí odkaz:
http://arxiv.org/abs/2409.17901
The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave poorly for hig
Externí odkaz:
http://arxiv.org/abs/2409.09800
We examine to what extent the tempo and mode of environmental fluctuations matter for the growth of structured populations. The models are switching, linear ordinary differential equations $x'(t)=A(\sigma(\omega t))x(t)$ where $x(t)=(x_1(t),\dots,x_d
Externí odkaz:
http://arxiv.org/abs/2408.11179
Autor:
Monmarché, Pierre, Reygner, Julien
Non-linear versions of log-Sobolev inequalities, that link a free energy to its dissipation along the corresponding Wasserstein gradient flow (i.e. corresponds to Polyak-Lojasiewicz inequalities in this context), are known to provide global exponenti
Externí odkaz:
http://arxiv.org/abs/2404.15725
Time-uniform log-Sobolev inequalities (LSI) satisfied by solutions of semi-linear mean-field equations have recently appeared to be a key tool to obtain time-uniform propagation of chaos estimates. This work addresses the more general settings of tim
Externí odkaz:
http://arxiv.org/abs/2401.07966
Autor:
Monmarché, Pierre
In the recent [3], Cesbron and Herda study a Vlasov-Fokker-Planck (VFP) equation with non-symmetric interaction, introduced in physics to model the distribution of electrons in a synchrotron particle accelerator. We make four remarks in view of their
Externí odkaz:
http://arxiv.org/abs/2311.05747