4 papers
The velocity jump Langevin process and its splitting scheme: long time convergence and numerical accuracy
Nicolaï Gouraud, Lucas Journel, Pierre Monmarché
The Langevin dynamics is a diffusion process extensively used, in particular in molecular dynamics simulations, to sample Gibbs measures. Some alternatives based on (piecewise dete…
Long-time propagation of chaos and exit times for metastable mean-field particle systems
Pierre Monmarché
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase trans…
L2 geometric ergodicity for the kinetic Langevin process with non-equilibrium steady states
Pierre Monmarché
In non-equilibrium statistical physics models, the invariant measure of the process does not have an explicit density. In particular the adjoint in of the gene…
Uniform convergence of the Fleming-Viot process in a hard killing metastable case
Lucas Journel, Pierre Monmarché
We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a co…