Zobrazeno 1 - 10
of 90
pro vyhledávání: '"Reygner Julien"'
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
We extend the Gibbs conditioning principle to an abstract setting combining infinitely many linear equality constraints and non-linear inequality constraints, which need not be convex. A conditional large large deviation principle (LDP) is proved in
Externí odkaz:
http://arxiv.org/abs/2410.20858
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 study the Fleming--Viot particle system in a discrete state space, in the regime of a fast selection mechanism, namely with killing rates which grow to infinity. This asymptotics creates a time scale separation which results in the formation of a
Externí odkaz:
http://arxiv.org/abs/2407.02054
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
This article addresses the probabilistic nature of fatigue life in structures subjected to cyclic loading with variable amplitude. Drawing on the formalisation of Miner's cumulative damage rule that we introduced in the recent article [Cartiaux, Ehrl
Externí odkaz:
http://arxiv.org/abs/2403.05397
Autor:
Reygner Julien
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 60, Pp 132-143 (2017)
This article reviews a few basic features of systems of one-dimensional diffusions with rankbased characteristics. Such systems arise in particular in the modelling of financial markets, where they go by the name of Atlas models. We mostly describe t
Externí odkaz:
https://doaj.org/article/0b6d7ef11df942b3911118c0ba1e4004
Autor:
Panloup, Fabien, Reygner, Julien
We build and study a recursive algorithm based on the occupation measure of an Euler scheme with decreasing step for the numerical approximation of the quasistationary distribution (QSD) of an elliptic diffusion in a bounded domain. We prove the almo
Externí odkaz:
http://arxiv.org/abs/2308.16196
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 51, Pp 193-211 (2015)
This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE’s, physics or biology. The involved mathematical tools as propagation
Externí odkaz:
https://doaj.org/article/8b0f065c833b40dbabad070284914afa
Autor:
Cartiaux, Francois-Baptiste, Ehrlacher, Alain, Legoll, Frederic, Libal, Alex, Reygner, Julien
The standard stress-based approach to fatigue is based on the use of S-N curves. They are obtained by applying cyclic loading of constant amplitude $S$ to identical and standardised specimens until they fail. The S-N curves actually depend on a refer
Externí odkaz:
http://arxiv.org/abs/2303.14504