@ARTICLE{2019arXiv190405973G, author = {{Gomes}, S.~N. and {Pavliotis}, G.~A. and {Vaes}, U.}, title = "{Mean-field limits for interacting diffusions with colored noise: phase transitions and spectral numerical methods}", journal = {arXiv e-prints}, keywords = {Mathematics - Numerical Analysis, Condensed Matter - Statistical Mechanics, 35Q70, 35Q83, 35Q84, 65N35, 65M70, 82B26}, year = "2019", month = "Apr", commenteid = {arXiv:1904.05973}, commentpages = {arXiv:1904.05973}, archivePrefix = {arXiv}, eprint = {1904.05973}, primaryClass = {math.NA}, adsurl = {https://ui.adsabs.harvard.edu/abs/2019arXiv190405973G}, adsnote = {Provided by the SAO/NASA Astrophysics Data System} } @article {abdulle2017spectral, AUTHOR = {Abdulle, A. and Pavliotis, G. A. and Vaes, U.}, TITLE = {Spectral methods for multiscale stochastic differential equations}, JOURNAL = {SIAM/ASA J. Uncertain. Quantif.}, FJOURNAL = {SIAM/ASA Journal on Uncertainty Quantification}, VOLUME = {5}, YEAR = {2017}, NUMBER = {1}, PAGES = {720--761}, } @article {paper_gle, AUTHOR = {Pavliotis, G. A. and Vaes, U.}, TITLE = {Effective diffusion for the generalized {L}angevin equation in a periodic potential}, YEAR = {2019, in preparation}, } @article {MR3390380, AUTHOR = {Mohammadi, Masoumeh and Borzi, Alfio}, TITLE = {A {H}ermite spectral method for a {F}okker-{P}lanck optimal control problem in an unbounded domain}, JOURNAL = {Int. J. Uncertain. 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Anal.}, FJOURNAL = {IMA Journal of Numerical Analysis}, VOLUME = {8}, YEAR = {1988}, NUMBER = {1}, PAGES = {141--148}, ISSN = {0272-4979}, MRCLASS = {65K05}, MRNUMBER = {967848}, DOI = {10.1093/imanum/8.1.141}, URL = {https://doi.org/10.1093/imanum/8.1.141}, } @article {MR2793823, AUTHOR = {Ottobre, M. and Pavliotis, G. A.}, TITLE = {Asymptotic analysis for the generalized {L}angevin equation}, JOURNAL = {Nonlinearity}, FJOURNAL = {Nonlinearity}, VOLUME = {24}, YEAR = {2011}, NUMBER = {5}, PAGES = {1629--1653}, ISSN = {0951-7715}, MRCLASS = {60H10 (35H10 35R60 60F17 60J60 82C31)}, MRNUMBER = {2793823}, MRREVIEWER = {Dora Sele\v{s}i}, COMMENTDOI = {10.1088/0951-7715/24/5/013}, COMMENTURL = {https://doi.org/10.1088/0951-7715/24/5/013}, } @article{roussel2018spectral, title={Spectral methods for {L}angevin dynamics and associated error estimates}, commentauthor={Roussel, Julien and Stoltz, Gabriel}, author={Roussel, J. and Stoltz, G.}, commentjournal={ESAIM: Mathematical Modelling and Numerical Analysis}, journal={ESAIM: Math. Model. Numer. Anal.}, volume={52}, number={3}, pages={1051--1083}, year={2018}, publisher={EDP Sciences} } @article {MR3509213, AUTHOR = {Leli\`evre, T. and Stoltz, G.}, TITLE = {Partial differential equations and stochastic methods in molecular dynamics}, JOURNAL = {Acta Numer.}, FJOURNAL = {Acta Numerica}, VOLUME = {25}, YEAR = {2016}, PAGES = {681--880}, } @article {hairer2004periodic, AUTHOR = {Hairer, M. and Pavliotis, G. A.}, TITLE = {Periodic homogenization for hypoelliptic diffusions}, JOURNAL = {J. Statist. Phys.}, FJOURNAL = {Journal of Statistical Physics}, VOLUME = {117}, YEAR = {2004}, NUMBER = {1-2}, PAGES = {261--279}, ISSN = {0022-4715}, MRCLASS = {82C31}, MRNUMBER = {2098568}, MRREVIEWER = {Luc Rey-Bellet}, } @book {pavliotis2011applied, AUTHOR = {Pavliotis, G. A.}, TITLE = {Stochastic processes and applications}, SERIES = {Texts in Applied Mathematics}, VOLUME = {60}, PUBLISHER = {Springer, New York}, YEAR = {2014}, PAGES = {xiv+339}, } @article {MR2562709, AUTHOR = {Villani, C\'{e}dric}, TITLE = {Hypocoercivity}, JOURNAL = {Mem. Amer. Math. Soc.}, FJOURNAL = {Memoirs of the American Mathematical Society}, VOLUME = {202}, YEAR = {2009}, NUMBER = {950}, PAGES = {iv+141}, ISSN = {0065-9266}, ISBN = {978-0-8218-4498-4}, MRCLASS = {35Q84 (35H10 76N10 76P05 82C70)}, MRNUMBER = {2562709}, MRREVIEWER = {Andr\'{a}s Domokos}, DOI = {10.1090/S0065-9266-09-00567-5}, URL = {https://doi.org/10.1090/S0065-9266-09-00567-5}, } @article {MR3324910, AUTHOR = {Dolbeault, Jean and Mouhot, Cl\'{e}ment and Schmeiser, Christian}, TITLE = {Hypocoercivity for linear kinetic equations conserving mass}, JOURNAL = {Trans. Amer. Math. Soc.}, FJOURNAL = {Transactions of the American Mathematical Society}, VOLUME = {367}, YEAR = {2015}, NUMBER = {6}, PAGES = {3807--3828}, ISSN = {0002-9947}, MRCLASS = {35F10 (35B40 35H10 82C31)}, MRNUMBER = {3324910}, MRREVIEWER = {Ingrid Alma Belti\c{t}\u{a}}, DOI = {10.1090/S0002-9947-2015-06012-7}, URL = {https://doi.org/10.1090/S0002-9947-2015-06012-7}, } @article {MR2576899, AUTHOR = {Dolbeault, Jean and Mouhot, Cl\'{e}ment and Schmeiser, Christian}, TITLE = {Hypocoercivity for kinetic equations with linear relaxation terms}, JOURNAL = {C. R. Math. Acad. Sci. Paris}, FJOURNAL = {Comptes Rendus Math\'{e}matique. Acad\'{e}mie des Sciences. Paris}, VOLUME = {347}, YEAR = {2009}, NUMBER = {9-10}, PAGES = {511--516}, ISSN = {1631-073X}, MRCLASS = {35F20 (82C40)}, MRNUMBER = {2576899}, DOI = {10.1016/j.crma.2009.02.025}, URL = {https://doi.org/10.1016/j.crma.2009.02.025}, } @ARTICLE{2018arXiv180804299D, author = {{Deligiannidis}, George and {Paulin}, Daniel and {Bouchard-C{\^o}t{\'e}}, Alexandre and {Doucet}, Arnaud}, title = "{Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates}", journal = {arXiv e-prints}, keywords = {Statistics - Computation, Mathematics - Probability}, year = "2018", month = "Aug", pages = {arXiv:1808.04299}, archivePrefix = {arXiv}, eprint = {1808.04299}, primaryClass = {stat.CO}, adsurl = {https://ui.adsabs.harvard.edu/abs/2018arXiv180804299D}, adsnote = {Provided by the SAO/NASA Astrophysics Data System} } @article {MR2294477, AUTHOR = {H\'{e}rau, Fr\'{e}d\'{e}ric}, TITLE = {Short and long time behavior of the {F}okker-{P}lanck equation in a confining potential and applications}, JOURNAL = {J. Funct. Anal.}, FJOURNAL = {Journal of Functional Analysis}, VOLUME = {244}, YEAR = {2007}, NUMBER = {1}, PAGES = {95--118}, ISSN = {0022-1236}, MRCLASS = {47D06 (35B40 35K55 82C05)}, MRNUMBER = {2294477}, MRREVIEWER = {Silvia Totaro}, DOI = {10.1016/j.jfa.2006.11.013}, URL = {https://doi.org/10.1016/j.jfa.2006.11.013}, } @article {MR3262508, AUTHOR = {Hairer, Martin and Stuart, Andrew M. and Vollmer, Sebastian J.}, TITLE = {Spectral gaps for a {M}etropolis-{H}astings algorithm in infinite dimensions}, JOURNAL = {Ann. Appl. Probab.}, FJOURNAL = {The Annals of Applied Probability}, VOLUME = {24}, YEAR = {2014}, NUMBER = {6}, PAGES = {2455--2490}, ISSN = {1050-5164}, MRCLASS = {60J22 (37A30 60B12 60J05 65C05 65C40)}, MRNUMBER = {3262508}, MRREVIEWER = {Laurent Miclo}, DOI = {10.1214/13-AAP982}, URL = {https://doi.org/10.1214/13-AAP982}, } @article {MR2427108, AUTHOR = {Pavliotis, G. A. and Vogiannou, A.}, TITLE = {Diffusive transport in periodic potentials: underdamped dynamics}, JOURNAL = {Fluct. Noise Lett.}, FJOURNAL = {Fluctuation and Noise Letters (FNL). An Interdisciplinary Scientific Journal on Random Processes in Physical, Biological and Technological Systems}, VOLUME = {8}, YEAR = {2008}, NUMBER = {2}, PAGES = {L155--L173}, ISSN = {0219-4775}, MRCLASS = {82C41 (60J65 82C44)}, MRNUMBER = {2427108}, DOI = {10.1142/S0219477508004453}, URL = {https://doi.org/10.1142/S0219477508004453}, } @article {MR1941990, AUTHOR = {Metafune, G. and Pallara, D. and Priola, E.}, TITLE = {Spectrum of {O}rnstein-{U}hlenbeck operators in {$L^p$} spaces with respect to invariant measures}, JOURNAL = {J. Funct. Anal.}, FJOURNAL = {Journal of Functional Analysis}, VOLUME = {196}, YEAR = {2002}, NUMBER = {1}, PAGES = {40--60}, ISSN = {0022-1236}, MRCLASS = {47D07}, MRNUMBER = {1941990}, MRREVIEWER = {Vladimir I. Bogachev}, DOI = {10.1006/jfan.2002.3978}, URL = {https://doi.org/10.1006/jfan.2002.3978}, } @Article{Kopec2015, author="Kopec, Marie", title="Weak backward error analysis for {L}angevin process", journal="BIT Numer. Math.", year="2015", month="Dec", day="01", volume="55", number="4", pages="1057--1103", abstract="We consider numerical approximations of stochastic Langevin equations by implicit methods. We show a weak backward error analysis result in the sense that the generator associated with the numerical solution coincides with the solution of a modified Kolmogorov equation up to high order terms with respect to the stepsize. This implies that every measure of the numerical scheme is close to a modified invariant measure obtained by asymptotic expansion. Moreover, we prove that, up to negligible terms, the dynamics associated with the considered implicit scheme is exponentially mixing: The law of the scheme converges exponentially fast to a constant up to an error that we can optimize.", issn="1572-9125", doi="10.1007/s10543-015-0546-0", url="https://doi.org/10.1007/s10543-015-0546-0" } @article {MR2394704, AUTHOR = {Hairer, M. and Pavliotis, G. A.}, TITLE = {From ballistic to diffusive behavior in periodic potentials}, JOURNAL = {J. Stat. Phys.}, FJOURNAL = {Journal of Statistical Physics}, VOLUME = {131}, YEAR = {2008}, NUMBER = {1}, PAGES = {175--202}, ISSN = {0022-4715}, MRCLASS = {82C31 (37H10 60H10 82C80)}, MRNUMBER = {2394704}, MRREVIEWER = {Kiyomasa Narita}, COMMENTDOI = {10.1007/s10955-008-9493-3}, COMMENTURL = {https://doi.org/10.1007/s10955-008-9493-3}, } @article {GPGSUV_2020, AUTHOR = {Pavliotis, G. A. and Stoltz, G. and Vaes, U.}, TITLE = {Scaling limits for the generalized {L}angevin equation}, JOURNAL = {J. Nonlinear Sci.}, FJOURNAL = {Journal of Nonlinear Science}, VOLUME = {31}, YEAR = {2021}, NUMBER = {1}, PAGES = {Paper No. 8}, ISSN = {0938-8974}, MRCLASS = {Prelim}, MRNUMBER = {4195749}, DOI = {10.1007/s00332-020-09671-4}, URL = {https://doi-org.extranet.enpc.fr/10.1007/s00332-020-09671-4}, } @book {pavliotis2008multiscale, AUTHOR = {Pavliotis, G. A. and Stuart, A. M.}, TITLE = {Multiscale methods}, SERIES = {Texts in Applied Mathematics}, VOLUME = {53}, NOTE = {Averaging and homogenization}, PUBLISHER = {Springer, New York}, YEAR = {2008}, PAGES = {xviii+307}, ISBN = {978-0-387-73828-4}, MRCLASS = {60-02 (34E13 35R60 60H10 74Q05 76M50)}, MRNUMBER = {2382139}, MRREVIEWER = {Bogdan Iftimie}, } @ARTICLE{2022arXiv220609781P, author = {{Pavliotis}, G.~A. and {Stoltz}, G. and {Vaes}, U.}, title = "{Mobility estimation for Langevin dynamics using control variates}", journal = {arXiv preprint}, year = 2022, volume = {2206.09781}, adsurl = {https://ui.adsabs.harvard.edu/abs/2022arXiv220609781P}, adsnote = {Provided by the SAO/NASA Astrophysics Data System}, % note = "(Submitted)" } @Article{Braun02, Title = {Role of long jumps in surface diffusion}, Author = {Braun, O. M. and Ferrando, R.}, Journal= {Phys. Rev. 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Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {15}, YEAR = {1987}, NUMBER = {2}, PAGES = {690--707}, ISSN = {0091-1798}, MRCLASS = {58G32 (60J60)}, MRNUMBER = {885138}, MRREVIEWER = {Uwe R\"{o}sler}, URL = {http://links.jstor.org.extranet.enpc.fr/sici?sici=0091-1798(198704)15:2<690:RAIMFD>2.0.CO;2-Z&origin=MSN}, } @article {MR663900, AUTHOR = {Bhattacharya, R. N.}, TITLE = {On the functional central limit theorem and the law of the iterated logarithm for {M}arkov processes}, JOURNAL = {Z. Wahrsch. Verw. Gebiete}, FJOURNAL = {Zeitschrift f\"{u}r Wahrscheinlichkeitstheorie und Verwandte Gebiete}, VOLUME = {60}, YEAR = {1982}, NUMBER = {2}, PAGES = {185--201}, ISSN = {0044-3719}, MRCLASS = {60J25 (60F17)}, MRNUMBER = {663900}, MRREVIEWER = {Yves Derriennic}, DOI = {10.1007/BF00531822}, URL = {https://doi-org.extranet.enpc.fr/10.1007/BF00531822}, } @incollection {MR2857021, AUTHOR = {Hairer, Martin and Mattingly, Jonathan C.}, TITLE = {Yet another look at {H}arris' ergodic theorem for {M}arkov chains}, BOOKTITLE = {Seminar on {S}tochastic {A}nalysis, {R}andom {F}ields and {A}pplications {VI}}, SERIES = {Progr. Probab.}, VOLUME = {63}, PAGES = {109--117}, PUBLISHER = {Birkh\"{a}user/Springer Basel AG, Basel}, YEAR = {2011}, ISBN = {978-3-0348-0020-4}, MRCLASS = {60J05 (37A30 37A50 47D07)}, MRNUMBER = {2857021}, MRREVIEWER = {Wojciech\ Bartoszek}, DOI = {10.1007/978-3-0348-0021-1\_7}, URL = {https://doi.org/10.1007/978-3-0348-0021-1_7}, }