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Fluctuation analysis for particle-based stochastic reaction-diffusion models
Max Heldman, Samuel Isaacson, Jingwei Ma +1
Recent works have derived and proven the large-population mean-field limit for several classes of particle-based stochastic reaction-diffusion (PBSRD) models. These limits correspo…
Moderate deviation principle for multiscale systems driven by fractional Brownian motion
Solesne Bourguin, Thanh Dang, Konstantinos Spiliopoulos
In this paper we study the moderate deviations principle (MDP) for slow-fast stochastic dynamical systems where the slow motion is governed by small fractional Brownian motion (fBm…
Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime
Ioannis Gasteratos, Michael Salins, Konstantinos Spiliopoulos
We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighbo…
Rate of homogenization for fully-coupled McKean-Vlasov SDEs
Zachary Bezemek, Konstantinos Spiliopoulos
We consider a fully-coupled slow-fast system of McKean-Vlasov SDEs with full dependence on the slow and fast component and on the law of the slow component and derive convergence r…