127 citations · 236 across the 18 of their papers we have counts for
22 papers
Asymptotically unbiased approximation of the QSD of diffusion processes with a decreasing time step Euler scheme
Fabien Panloup, Julien Reygner
We build and study a recursive algorithm based on the occupation measure of an Euler scheme with decreasing step for the numerical approximation of the quasistationary distribution…
Probabilistic formulation of Miner's rule and application to structural fatigue
Francois-Baptiste Cartiaux, Alain Ehrlacher, Frederic Legoll +2
The standard stress-based approach to fatigue is based on the use of S-N curves. They are obtained by applying cyclic loading of constant amplitude to identical and standardise…
Label noise (stochastic) gradient descent implicitly solves the Lasso for quadratic parametrisation
Loucas Pillaud-Vivien, Julien Reygner, Nicolas Flammarion
Understanding the implicit bias of training algorithms is of crucial importance in order to explain the success of overparametrised neural networks. In this paper, we study the rol…
Estimation of statistics of transitions and Hill relation for Langevin dynamics
Tony Lelièvre, Mouad Ramil, Julien Reygner
In molecular dynamics, statistics of transitions, such as the mean transition time, are macroscopic observables which provide important dynamical information on the underlying micr…
Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations
Freddy Bouchet, Julien Reygner
For many non-equilibrium dynamics driven by small noise, in physics, chemistry, biology, or economy, rare events do matter. Large deviation theory then explains that the leading or…
Quasi-stationary distribution for the Langevin process in cylindrical domains, part I: existence, uniqueness and long-time convergence
Tony Lelièvre, Mouad Ramil, Julien Reygner
Consider the Langevin process, described by a vector (position,momentum) in . Let be a open bounded and connected set…