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…
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…
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 s…
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…