27 citations · 43 across the 16 of their papers we have counts for
19 papers
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 genera…
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…
Recent advances in the long-time analysis of killed degenerate processes and their particle approximation
Bertrand Cloez, Lucas Journel, Pierre Monmarché +2
We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on th…
An entropic approach for Hamiltonian Monte Carlo: the idealized case
Pierre Monmarché
Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian…
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…