Related papers: Moderate averaged deviations for a multi-scale sys…
We do shear-driven simulations of a simple model of non-Brownian particles in two dimensions. By examining the velocity distribution at different densities and shear rates we find strong evidence for the existence of two different…
We consider systems of ordinary differential equations with multiple scales in time. In general, we are interested in the long time horizon of a slow variable that is coupled to solution components that act on a fast scale. Although the…
In this paper, we present sufficient conditions and criteria to establish the large and moderate deviation principle of multivalued McKean-Vlasov stochastic differential equation by means of the weak convergence method.
We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space. We further discuss the…
Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…
In this paper, we establish a moderate deviation principle for an abstract nonlinear equation forced by random noise of L\'evy type. This type of equation covers many hydrodynamical models, including stochastic 2D Navier-Stokes equations,…
Diffusive molecular dynamics is a novel model for materials with atomistic resolution that can reach diffusive time scales. The main ideas of diffusive molecular dynamics are to first minimize an approximate variational Gaussian free energy…
We consider Piecewise Deterministic Markov Processes (PDMPs) with a finite set of discrete states. In the regime of fast jumps between discrete states, we prove a law of large number and a large deviation principle. In the regime of fast…
In this paper we prove large deviations principles for the averaged stochastic approximation method for the estimation of a regression function introduced by A. Mokkadem et al. [Revisiting R\'ev\'esz's stochastic approximation method for…
The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…
Small quantum systems can now be continuously monitored experimentally which allows for the reconstruction of quantum trajectories. A peculiar feature of these trajectories is the emergence of jumps between the eigenstates of the observable…
The large deviations principle for the empirical measure for both continuous and discrete time Markov processes is well known. Various expressions are available for the rate function, but these expressions are usually as the solution to a…
The paper is devoted to the optimal control of a system with two time-scales, in a regime when the limit equation is not of averaging type but, in the spirit of Wong-Zakai principle, it is a stochastic differential equation for the slow…
We analyze a solution method for minimization problems over a space of $\mathbb{R}^d$-valued functions of bounded variation on an interval $I$. The presented method relies on piecewise constant iterates. In each iteration the algorithm…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…
We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump…
The work concerns deviation estimates for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the large deviation principle for them by the weak convergence approach. Then the central limit theorem for them…
We do extensive simulations of a simple model of shear-driven jamming in two dimensions to analyze the velocity distribution at different densities $\phi$ around the jamming density $\phi_J$ and at different low shear strain rates,…
The objective of this dissertation is to prove a scaling limit for the exit of a domain problem of a small noise system with underlying hyperbolic dynamics. In this case, Large Deviation kind of estimates fail to provide a complete picture…
We consider a pure jump process $\{X_t\}_{t\ge 0}$ with values in a finite state space $S= \{1, \ldots, d\}$ for which the jump rates at time instant $t$ depend on the occupation measure $L_t \doteq t^{-1} \int_0^t \delta_{X_s}\,ds$. Such…