161 citations · 2k across the 112 of their papers we have counts for
17 papers · 1 filter
Reversible Stratonovich perturbations for accelerating convergence to equilibrium of Langevin dynamics
Guillaume Louis, Grigorios A. Pavliotis, Gilles Vilmart
In this paper, we study the problem of sampling from a probability distribution using Langevin-type dynamics. We consider overdamped Langevin dynamics perturbed by adding a Straton…
Cluster formation for weakly interacting kinetic Langevin dynamics
Benedict Leimkuhler, René Lohmann, Grigorios A. Pavliotis +1
In this paper, we study the formation of clusters for stochastic interacting particle systems (IPS) that interact through short-range attractive potentials in a periodic domain. We…
Neural network approaches for variance reduction in fluctuation formulas
Grigorios Pavliotis, Renato Spacek, Gabriel Stoltz +1
We propose a method utilizing physics-informed neural networks (PINNs) to solve Poisson equations that serve as control variates in the computation of transport coefficients via fl…
Optimizing the diffusion coefficient of overdamped Langevin dynamics
Tony Lelièvre, Grigorios A. Pavliotis, Geneviève Robin +2
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones ap…
Filtered data based estimators for stochastic processes driven by colored noise
Grigorios A. Pavliotis, Sebastian Reich, Andrea Zanoni
We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes…
A method of moments estimator for interacting particle systems and their mean field limit
Grigorios A. Pavliotis, Andrea Zanoni
We study the problem of learning unknown parameters in stochastic interacting particle systems with polynomial drift, interaction and diffusion functions from the path of one singl…