57 citations · 115 across the 4 of their papers we have counts for
4 papers
Privacy Risk for anisotropic Langevin dynamics using relative entropy bounds
Anastasia Borovykh, Nikolas Kantas, Panos Parpas +1
The privacy preserving properties of Langevin dynamics with additive isotropic noise have been extensively studied. However, the isotropic noise assumption is very restrictive: (a)…
Corrections to Einstein's relation for Brownian motion in a tilted periodic potential
J. C. Latorre, G. A. Pavliotis, P. R. Kramer
In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the e…
Modulation Equations: Stochastic Bifurcation in Large Domains
D. Blömker, M. Hairer, G. A. Pavliotis
We consider the stochastic Swift-Hohenberg equation on a large domain near its change of stability. We show that, under the appropriate scaling, its solutions can be approximated b…
Periodic Homogenization for Hypoelliptic Diffusions
M. Hairer, G. A. Pavliotis
We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the part…