2 citations · 3 across the 8 of their papers we have counts for
10 papers
On uniform in time propagation of chaos in metastable cases: the Curie-Weiss model
Lucas Journel, Pierre Le Bris
Many low temperature particle systems in mean-field interaction are ergodic with respect to a unique invariant measure, while their (non-linear) mean-field limit may possess severa…
The particle approximation of quasi-stationary distributions: concentration bounds in the uniform case
Lucas Journel, Mathias Rousset
We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stabilit…
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…
Condensation in Fleming--Viot particle systems with fast selection mechanism
Lucas Journel, Tony Lelièvre, Julien Reygner
We study the Fleming--Viot particle system in a discrete state space, in the regime of a fast selection mechanism, namely with killing rates which grow to infinity. This asymptotic…
Weak error expansion of a stopped numerical scheme for singular Langevin process
Lucas Journel
We show expansion \textit{à la Talay-Tubaro} of a stopped numerical scheme for the Langevin process in the case of a singular potential. In order to achieve this, we provide estima…
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…
Switched diffusion processes for non-convex optimization and saddle points search
Lucas Journel, Pierre Monmarché
We introduce and investigate stochastic processes designed to find local minimizers and saddle points of non-convex functions, exploring the landscape more efficiently than the sta…
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…
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…
Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: uniform estimates in a compact soft case
Lucas Journel, Pierre Monmarché
We establish the convergences (with respect to the simulation time ; the number of particles ; the timestep ) of a Moran/Fleming-Viot type particle scheme toward the quasi…