1 citations · 1 across the 1 of their papers we have counts for
4 papers
Fast non mean-field networks: uniform in time averaging
Julien Barré, Paul Dobson, Michela Ottobre +1
We study a population of particles, which evolve according to a diffusion process and interact through a dynamical network. In turn, the evolution of the network is coupled to…
Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups
D. Crisan, P. Dobson, M. Ottobre
We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential dec…
Reversible and non-reversible Markov Chain Monte Carlo algorithms for reservoir simulation problems
P. Dobson, I. Fursov, G. Lord +1
We compare numerically the performance of reversible and non-reversible Markov Chain Monte Carlo algorithms for high dimensional oil reservoir problems; because of the nature of th…
Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes
T. Cass, D. Crisan, P. Dobson +1
We study the long time behaviour of a large class of diffusion processes on , generated by second order differential operators of (possibly) degenerate type. The operators tha…