16 citations · 46 across the 33 of their papers we have counts for
38 papers
Large deviations for long-time occupation measures of stochastic evolution equations with small, asymptotically rough noise
Amarjit Budhiraja, Sandra Cerrai
We study the long-time, small-noise behavior of a class of dissipative stochastic evolution equations in a separable Hilbert space, driven by a cylindrical Wiener process whose cov…
Exponential decay of mass for inertial coalescing particles with Hamiltonian noise
Sandra Cerrai, Franco Flandoli, Mengzi Xie
We study a system of inertial particles on a two-dimensional torus $\T^2$, evolving under a second-order stochastic dynamics with position-dependent friction and noise ampl…
The inertial Itô drift and its applications to particle collision
Sandra Cerrai, Franco Flandoli, Mengzi Xie
The small mass limit of an inertial system driven by an Ornstein Uhlenbeck fluid force, with correlation time going to zero, leads to a first order system with an additiona…
Stochastic Modified Equations for Stochastic Gradient Descent in Infinite-Dimensional Hilbert Spaces
Sandra Cerrai, Qin Li, Anjali Nair +1
Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent…
Parabolic scaling of a stochastic wave map with co-normal noise: limit and fluctuations
Sandra Cerrai, Mengzi Xie
This paper investigates the parabolic scaling limit of a damped stochastic wave map from the real line into the two-dimensional sphere, perturbed by multiplicative Gaussian noise o…
The small-mass limit for some constrained wave equations with nonlinear conservative noise
Sandra Cerrai, Mengzi Xie
We study the small-mass limit, also known as the Smoluchowski-Kramers diffusion approximation (see \cite{kra} and \cite{smolu}), for a system of stochastic damped wave equations, w…