77 citations · 161 across the 14 of their papers we have counts for
15 papers · 1 filter
Freidlin-Wentzell collision-laws between self-stabilizing diffusions
Jean-François Jabir, Julian Tugaut
The present work investigates the asymptotic behaviours at the zero-noise limit of the first near collision-time and first near collision-location between a pair of independent …
Multi-species McKean-Vlasov dynamics in non-convex landscapes
Manh Hong Duong, Grigorios A. Pavliotis, Julian Tugaut
In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. Und…
Measure-dependent non-linear diffusions with superlinear drifts: asymptotic behaviour of the first exit-times
Ashot Aleksian, Julian Tugaut
In this paper, we study McKean-Vlasov SDE living in in the reversible case without assuming any type of convexity assumptions for confinement or interaction potentia…
Exit-problem for a class of non-Markov processes with path dependency
Ashot Aleksian, Aline Kurtzmann, Julian Tugaut
We study the exit-time of a self-interacting diffusion from an open domain . In particular, we consider the equation $d{X_t} = - \left( \nabla V(X_t) + \fra…
Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
Ashot Aleksian, Pierre del Moral, Aline Kurtzmann +1
We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficien…
A Kramers' type law for the first collision-time of two self-stabilizing diffusions and of their particle approximations
Jean-Francois Jabir, Julian Tugaut
The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diff…
On the exit-problem for self-interacting diffusions
Ashot Aleksian, Pierre Del Moral, Aline Kurtzmann +1
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by for a constant . The first part of this work consists in sh…
Reducing exit-times of diffusions with repulsive interactions
Paul-Eric Chaudru de Raynal, Manh Hong Duong, Pierre Monmarché +2
In this work we prove a Kramers' type law for the low-temperature behavior of the exit-times from a metastable state for a class of self-interacting nonlinear diffusion processes.…
Large Deviations and Exit-times for reflected McKean-Vlasov equations with self-stabilizing terms and superlinear drifts
Daniel Adams, Gonçalo dos Reis, Romain Ravaille +2
We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wassers…
Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the Functional Iterated Logarithm Law
Goncalo Dos Reis, William Salkeld, Julian Tugaut
We show two Freidlin-Wentzell type Large Deviations Principles (LDP) in path space topologies (uniform and Hölder) for the solution process of McKean-Vlasov Stochastic Differential…
On the stability and the uniform propagation of chaos of a class of Extended Ensemble Kalman-Bucy filters
Pierre Del Moral, Aline Kurtzmann, Julian Tugaut
This article is concerned with the exponential stability and the uniform propagation of chaos properties of a class of Extended Ensemble Kalman-Bucy filters with respect to the tim…
On the Stability and the Exponential Concentration of Extended Kalman-Bucy filters
Pierre Del Moral, Aline Kurtzmann, Julian Tugaut
The exponential stability and the concentration properties of a class of extended Kalman-Bucy filters are analyzed. New estimation concentration inequalities around partially obser…
On the stability and the uniform propagation of chaos properties of Ensemble Kalman-Bucy filters
Pierre Del Moral, Julian Tugaut
The Ensemble Kalman filter is a sophisticated and powerful data assimilation method for filtering high dimensional problems arising in fluid mechanics and geophysical sciences. Thi…
Mean-field limit versus small-noise limit for some interacting particle systems
Samuel Herrmann, Julian Tugaut
In the nonlinear diffusion framework, stochastic processes of McKean-Vlasov type play an important role. In some cases they correspond to processes attracted by their own probabili…
Convergence to the equilibria for self-stabilizing processes in double-well landscape
Julian Tugaut
We investigate the convergence of McKean-Vlasov diffusions in a nonconvex landscape. These processes are linked to nonlinear partial differential equations. According to our previo…