2 citations · 2 across the 5 of their papers we have counts for
5 papers
Convergence to the uniform distribution of moderately self-interacting diffusions on compact Riemannian manifolds
Simon Holbach, Olivier Raimond
We consider a self-interacting diffusion on a smooth compact Riemannian manifold , described by the stochastic differential equation \[ dX_t = \sqrt{2} dW_t(X_t)- β(…
Sampling Rare Event Energy Landscapes via Birth-Death Augmented Dynamics
Benjamin Pampel, Simon Holbach, Lisa Hartung +1
A common problem that affects simulations of complex systems within the computational physics and chemistry communities is the so-called sampling problem or rare event problem wher…
Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input
Simon Holbach
We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-d…
Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables
Simon Holbach
Taking a multidimensional time-homogeneous dynamical system and adding a randomly perturbed time-dependent deterministic signal to some of its components gives rise to a high-dimen…
Local Asymptotic Normality for Shape and Periodicity in the Drift of a Time Inhomogeneous Diffusion
Simon Holbach
We consider a one-dimensional diffusion whose drift contains a deterministic periodic signal with unknown periodicity and carrying some unknown -dimensional shape parameter…