3 citations · 6 across the 6 of their papers we have counts for
9 papers
A Lyapunov-tamed Euler method for singular SDEs
Tim Johnston, Pierre Monmarché
Many applications, such as systems of interacting particles in physics, require the simulation of diffusion processes with singular coefficients. Standard Euler schemes are then no…
Some remarks on the effect of the Random Batch Method on phase transition
Arnaud Guillin, Pierre Le Bris, Pierre Monmarché
In this article, we focus on two toy models : the Curie-Weiss model and the system of particles in linear interactions in a double well confining potential. Both models, which…
On systems of particles in singular repulsive interaction in dimension one : log and Riesz gas
Arnaud Guillin, Pierre Le Bris, Pierre Monmarché
In this article, we prove the first quantitative uniform in time propagation of chaos for a class of systems of particles in singular repulsive interaction in dimension one that co…
Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases
Arnaud Guillin, Pierre Le Bris, Pierre Monmarché
We prove the existence of a contraction rate for Vlasov-Fokker-Planck equation in Wasserstein distance, provided the interaction potential is (locally) Lipschitz continuous and the…
Discrete sticky couplings of functional autoregressive processes
Alain Durmus, Andreas Eberle, Aurélien Enfroy +2
In this paper, we provide bounds in Wasserstein and total variation distances between the distributions of the successive iterates of two functional autoregressive processes with i…
Piecewise Deterministic Markov Processes and their invariant measures
Alain Durmus, Arnaud Guillin, Pierre Monmarché
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling bet…