27 citations · 43 across the 16 of their papers we have counts for
4 papers · 1 filter
On the gap between deterministic and probabilistic Lyapunov exponents for continuous-time linear systems
Yacine Chitour, Guilherme Mazanti, Pierre Monmarché +1
Consider a non-autonomous continuous-time linear system in which the time-dependent matrix determining the dynamics is piecewise constant and takes finitely many values $A_1, \dots…
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.…
Overdamped limit at stationarity for non-equilibrium Langevin diffusions
Pierre Monmarché, Mouad Ramil
In this note, we establish that the stationary distribution of a possibly non-equilibrium Langevin diffusion converges, as the damping parameter goes to infinity (or equivalently i…
Convergence of the kinetic annealing for general potentials
Lucas Journel, Pierre Monmarché
The convergence of the kinetic Langevin simulated annealing is proven under mild assumptions on the potential for slow logarithmic cooling schedules. Moreover, non-convergence…