5 papers
Mean Field Limits for Stochastic, Underdamped Reactive Langevin Dynamics Models
Samuel A Isaacson, Qianhan Liu, Konstantinos Spiliopoulos
We rigorously derive the effective large-population, mean-field dynamics of particle-based reactive Langevin dynamics (PBRLD) models. These models extend particle-based stochastic…
Uniform-in-time quantitative fluctuations of large scale interacting particle systems
Solesne Bourguin, Konstantinos Spiliopoulos
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem fo…
Uniform attraction and exit problems for stochastic damped wave equations
Ioannis Gasteratos, Michael Salins, Konstantinos Spiliopoulos
We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are def…
Uniform-in-time bounds for a stochastic hybrid system with fast periodic sampling and small white-noise
Shivam Singh Dhama, Konstantinos Spiliopoulos
We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period and small white noise of si…
On the large-time behaviour of affine Volterra processes
Antoine Jacquier, Alexandre Pannier, Konstantinos Spiliopoulos
We show the existence of a stationary measure for a class of multidimensional stochastic Volterra systems of affine type. These processes are in general not Markovian, a shortcomin…