20 citations · 25 across the 10 of their papers we have counts for
4 papers · 1 filter
A piecewise deterministic Markov process approach modeling a dry friction problem with noise
Josselin Garnier, Ziyu Lu, Laurent Mertz
Understanding and predicting the dynamical properties of systems involving dry friction is a major concern in physics and engineering. It abounds in many mechanical processes, from…
A control variate method driven by diffusion approximation
Josselin Garnier, Laurent Mertz
In this paper we examine a control variate estimator for a quantity that can be expressed as the expectation of a functional of a random process, that is itself the solution of a d…
Penalization of non-smooth dynamical systems with noise : ergodicity and asymptotic formulae for threshold crossings probabilities
Mathieu Lauriere, Laurent Mertz
The purpose of this paper is to prove ergodicity and provide asymptotic formulae for probabilities of threshold crossing related to smooth approximations of three fundamental nonli…
A Feynman-kac Formula Approach for Computing Expectations and Threshold Crossing Probabilities of Non-smooth Stochastic Dynamical Systems
Laurent Mertz, Georg Stadler, Jonathan Wylie
We present a computational alternative to probabilistic simulations for non-smooth stochastic dynamical systems that are prevalent in engineering mechanics. As examples, we target…