6 papers
A spectral approach to the narrow escape problem in two-dimensional domains
Louis Carillo, Tony Lelièvre, Thomas Normand +1
We study the law of the exit time and exit point of a Brownian motion in a two-dimensional domain with reflecting boundary conditions, except on small disjoint exit windows through…
The narrow escape problem in arbitrary dimension
Louis Carillo, Tony Lelièvre, Thomas Normand +2
The narrow escape problem is a prototypical example for studying entropic metastability, motivated by the analysis of biological and chemical systems. The problem concerns the dete…
Uniform-in-time propagation of chaos for Consensus-Based Optimization
Nicolai Gerber, Franca Hoffmann, Dohyeon Kim +1
We study the derivative-free global optimization algorithm Consensus-Based Optimization (CBO), establishing uniform-in-time propagation of chaos as well as an almost uniform-in-tim…
Uniform-in-time propagation of chaos for the Cucker--Smale model
Nicolai Jurek Gerber, Urbain Vaes
This paper presents an elementary proof of quantitative uniform-in-time propagation of chaos for the Cucker--Smale model under sufficiently strong interaction. The idea is to combi…
Dynamical reweighting for estimation of fluctuation formulas
Raphaël Gastaldello, Gabriel Stoltz, Urbain Vaes
We propose a variance reduction method for calculating transport coefficients in molecular dynamics using an importance sampling method via Girsanov's theorem applied to Green--Kub…
Mean-field limits for Consensus-Based Optimization and Sampling
Nicolai Jurek Gerber, Franca Hoffmann, Urbain Vaes
For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfe…