Related papers: Accelerating sampling via asymptotic relaxation en…
For a given target density, there exist an infinite number of diffusion processes which are ergodic with respect to this density. As observed in a number of papers, samplers based on nonreversible diffusion processes can significantly…
The paper is concerned with the development of Lyapunov methods for the analysis of equilibrium stability in a dynamical system on the space of probability measures driven by a non-local continuity equation. We derive sufficient conditions…
We present a method for sampling microscopic configurations of a physical system distributed according to a canonical (Boltzmann-Gibbs) measure, with a constraint holding in average. Assuming that the constraint can be controlled by the…
This work analyzes accelerating and decelerating wall-driven flows by quantifying the upper bound of transient energy growth using a Lyapunov-type approach. By formulating the linearized Navier-Stokes equations as a linear time-varying…
We present a robust method which translates information on the speed of coming down from infinity of a genealogical tree into sampling formulae for the underlying population. We apply these results to population dynamics where the genealogy…
We establish convergence in the diffusive limit from entropy weak solutions of the equations of compressible gas dynamics with friction to the porous media equation away from vacuum. The result is based on a Lyapunov type of functional…
We propose and analyze a new candidate Lyapunov function for relaxation towards general nonequilibrium steady states. The proposed functional is obtained from the large time asymptotics of time-symmetric fluctuations. For driven Markov jump…
We study the three-dimensional Navier--Stokes equations of rotating incompressible viscous fluids with periodic boundary conditions. The asymptotic expansions, as time goes to infinity, are derived in all Gevrey spaces for any Leray-Hopf…
It has been shown by various authors under different assumptions that the diameter of a bounded non-trivial set $\gamma$ under the action of a stochastic flow grows linearly in time. We show that the asymptotic linear expansion speed if…
In the absence of impurities and boundary effects, first order phase transitions are initiated by the nucleation of critical bubbles. In thermally driven transitions many systems can remain metastable for an extended time, possibly tens of…
This paper is concerned with the numerical approximation of the isothermal Euler equations for charged particles subject to the Lorentz force. When the magnetic field is large, the so-called drift-fluid approximation is obtained. In this…
In the paper the flow in a thin tubular structure is considered. The velocity of the flow stands for a coefficient in the diffusion-convection equation set in the thin structure. An asymptotic expansion of solution is constructed. This…
We study the Reflect-Reflect-Relax (RRR) algorithm in its small-step (flow-limit) regime. In the smooth transversal setting, we show that the transverse dynamics form a hyperbolic sink, yielding exponential decay of a natural gap measure.…
In this paper we apply techniques from nonstandard analysis to study expansive dynamical systems. Among other results, we provide a necessary and sufficient condition for an expansive homeomorphism on a compact metric space to admit…
In this paper, we study ergodic optimization of continuous functions for flows by concentrating on the entropy spectrum of their maximizing measures. Precisely, over a wide family of flows with non-uniformly hyperbolic structure, we obtain…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
A statistical treatment of finite unbound systems in the presence of collective motions is presented and applied to a classical Lennard-Jones Hamiltonian, numerically simulated through molecular dynamics. In the ideal gas limit, the flow…
Asynchronous Gibbs sampling has been recently shown to be fast-mixing and an accurate method for estimating probabilities of events on a small number of variables of a graphical model satisfying Dobrushin's condition~\cite{DeSaOR16}. We…
We develop a direct Lyapunov method for the almost sure open-loop stabilizability and asymptotic stabilizability of controlled degenerate diffusion processes. The infinitesimal decrease condition for a Lyapunov function is a new form of…
Sampling from multimodal distributions is a central challenge in Bayesian inference and machine learning. In light of hardness results for sampling -- classical MCMC methods, even with tempering, can suffer from exponential mixing times --…