4 citations · 5 across the 4 of their papers we have counts for
6 papers
New particle representations for ergodic McKean-Vlasov SDEs
H. AlRachid, Mireille Bossy, Cristiano Ricci +1
The aim of this paper is to introduce several new particle representations for \textit{ergodic} McKean-Vlasov SDEs. We construct new algorithms by leveraging recent progress in wea…
Variance Reduction Result for a Projected Adaptive Biasing Force Method
Houssam AlRachid, Tony Lelievre
This paper is committed to investigate an extension of the classical adaptive biasing force method, which is used to compute the free energy related to the Boltzmann-Gibbs measure…
Some Remarks on Preconditioning Molecular Dynamics
Houssam AlRachid, Letif Mones, Christoph Ortner
We consider a Preconditioned Overdamped Langevin algorithm that does not alter the invariant distribution (up to controllable discretisation errors) and ask whether preconditioning…
Local and global solution for a nonlocal Fokker-Planck equation related to the adaptive biaising force processes
Houssam Alrachid, Tony Lelièvre, Raafat Talhouk
We prove global existence, uniqueness and regularity of the mild, Lp and classical solution of a non-linear Fokker-Planck equation arising in an adaptive importance sampling method…
Long-time convergence of an adaptive biasing force method: Variance reduction by Helmholtz projection
Houssam Alrachid, Tony Lelièvre
In this paper, we propose an improvement of the adaptive biasing force (ABF) method, by projecting the estimated mean force onto a gradient. The associated stochastic process satis…
Statistical methods for critical scenarios in aeronautics
Houssam Alrachid, Virginie Ehrlacher, Alexis Marceau +1
We present numerical results obtained on the CEMRACS project Predictive SMS proposed by Safety Line. The goal of this work was to elaborate a purely statistical method in order to…