Related papers: Temporal breakdown and Borel resummation in the co…
We consider stochastic differential equations driven by Gaussian white noise on $\R^d$. % We provide applications to models for financial %markets. Particular attention is given to the kernel $p_t,\,t\geq 0$ of the transition semigroup…
Motivated by the recent CPLEAR measurement on the time-reversal non-invariance, we review the situation concerning the experimental measurements of charge conjugation, parity violation and time reversibility, in systems with non-Hermitean…
Stochastic approximation (SA) is an iterative algorithm for finding the fixed point of an operator using noisy samples and widely used in optimization and Reinforcement Learning (RL). The noise in RL exhibits a Markovian structure, and in…
We address a parametric joint detection-estimation problem for discrete signals of the form $x(t) = \sum_{n=1}^{N} \alpha_n e^{-i \lambda_n t } + \epsilon_t$, $t \in \mathbb{N}$, with an additive noise represented by independent centered…
The (classical) truncated moment problem, extensively studied by Curto and Fialkow, asks to characterize when a finite sequence of real numbers indexes by words in commuting variables can be represented with moments of a positive Borel…
A new Bayesian software package for the analysis of pulsar timing data is presented in the form of TempoNest which allows for the robust determination of the non-linear pulsar timing solution simultaneously with a range of additional…
We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive L\'evy noise. We first derive a representation formula for the error which we then…
In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance…
We study the time correlation functions of coupled linear Langevin dynamics without and with inertia effects, both analytically and numerically. The model equation represents the physical behavior of a harmonic oscillator in two or three…
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…
The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…
We investigate the impact of noise processes on high-precision pulsar timing. Our analysis focuses on the measurability of the second spin frequency derivative $\ddot{\nu}$. This $\ddot{\nu}$ can be induced by several factors including the…
We study the Langevin dynamics of a U(1) lattice gauge theory on the torus, and prove that they converge for short time in a suitable gauge to a system of stochastic PDEs driven by space-time white noises. This also yields convergence of…
A fundamental challenge in acoustic data processing is to separate a measured time series into relevant phenomenological components. A given measurement is typically assumed to be an additive mixture of myriad signals plus noise whose…
In this article we consider an inverse boundary value problem for the time-harmonic Maxwell equations. We show that the electromagnetic material parameters are determined by boundary measurements where part of the boundary data is measured…
We study sparse spikes deconvolution over the space of Radon measures on $\mathbb{R}$ or $\mathbb{T}$ when the input measure is a finite sum of positive Dirac masses using the BLASSO convex program. We focus on the recovery properties of…
Using experiments on a colloidal particle trapped in an optical tweezer, we confirm a recent proposal to increase the effective mobility or clock rate of systems described by Langevin dynamics, by simultaneously scaling deterministic forces…
We study the transition to the continuum of an initially bound quantum particle in $\RR^d$, $d=1,2,3$, subjected, for $t\ge 0$, to a time periodic forcing of arbitrary magnitude. The analysis is carried out for compactly supported…
This study proposes a time-symmetric framework for quantum measurement that restores microscopic reversibility at the level of the dynamical description while remaining compatible with causality and thermodynamic consistency. Instead of…
We analyze the detailed time dependence of the wave function $\psi(x,t)$ for one dimensional Hamiltonians $H=-\partial_x^2+V(x)$ where $V$ (for example modeling barriers or wells) and $\psi(x,0)$ are {\em compactly supported}. We show that…