Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Ramil Mouad"'
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
We consider kinetic SDEs with low regularity coefficients in the setting recently introduced in [6]. For the solutions to such equations, we first prove a Harnack inequality. Using the abstract approach of [5], this inequality then allows us to prove
Externí odkaz:
http://arxiv.org/abs/2410.01042
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:
http://arxiv.org/abs/2305.15915
Autor:
Ramil, Mouad
We prove explicit and sharp two-sided estimates for the transition density of the Langevin process with quadratic potential, killed outside of the position interval (0,1). The long-time asymptotics of this transition density are also obtained. In par
Externí odkaz:
http://arxiv.org/abs/2209.02378
In molecular dynamics, statistics of transitions, such as the mean transition time, are macroscopic observables which provide important dynamical information on the underlying microscopic stochastic process. A direct estimation using simulations of m
Externí odkaz:
http://arxiv.org/abs/2206.13264
Autor:
Monmarché, Pierre, Ramil, Mouad
In this note, we establish that the stationary distribution of a possibly non-equilibrium Langevin diffusion converges, as the damping parameter goes to infinity (or equivalently in the Smoluchowski-Kramers vanishing mass limit), toward a tensor prod
Externí odkaz:
http://arxiv.org/abs/2110.01238
Autor:
Ramil, Mouad
Consider the Langevin process, described by a vector (positions and momenta) in $\mathbb{R}^{d}\times\mathbb{R}^d$. Let $\mathcal O$ be a $\mathcal{C}^2$ open bounded and connected set of $\mathbb{R}^d$. Recent works showed the existence of a unique
Externí odkaz:
http://arxiv.org/abs/2103.00338
Consider the Langevin process, described by a vector (position,momentum) in $\mathbb{R}^{d}\times\mathbb{R}^d$. Let $\mathcal O$ be a $\mathcal{C}^2$ open bounded and connected set of $\mathbb{R}^d$. We prove the compactness of the semigroup of the L
Externí odkaz:
http://arxiv.org/abs/2101.11999
We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with absorbing
Externí odkaz:
http://arxiv.org/abs/2010.10157
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