14 citations · 14 across the 5 of their papers we have counts for
4 papers · 1 filter
Variance reduction for irreversible Langevin samplers and diffusion on graphs
Luc Rey-Bellet, Konstantinos Spiliopoulos
In recent papers it has been demonstrated that sampling a Gibbs distribution from an appropriate time-irreversible Langevin process is, from several points of view, advantageous wh…
Reaction Diffusion Equations with Nonlinear Boundary Conditions in Narrow Domains
Mark Freidlin, Konstantinos Spiliopoulos
Second initial boundary problem in narrow domains of width for linear second order differential equations with nonlinear boundary conditions is considered in this paper. U…
A Note on the Smoluchowski-Kramers Approximation for the Langevin Equation with Reflection
Konstantinos Spiliopoulos
According to the Smoluchowski-Kramers approximation, the solution of the equation converges to the so…
Wiener Process with Reflection in Non-Smooth Narrow Tubes
Konstantinos Spiliopoulos
Wiener process with instantaneous reflection in narrow tubes of width ε<<1 around axis x is considered in this paper. The tube is assumed to be (asymptotically) non-smooth in the f…