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math.PR2024
Sensitivity analysis of colored noise-driven interacting particle systems
Josselin Garnier, Harry L. F. Ip, Laurent Mertz
We propose an efficient sensitivity analysis method for a wide class of colored noise-driven interacting particle systems (IPS). Our method is based on unperturbed simulations and…
math.OC2024
Exponential mixing of constrained random dynamical systems via controllability conditions
Laurent Mertz, Vahagn Nersesyan, Manuel Rissel
We provide deterministic controllability conditions that imply exponential mixing properties for randomly forced constrained dynamical systems with possibly unbounded state space.…