Related papers: Hypocoercive Langevin dynamics on the Lie group $\…
The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…
As well known, the generalized Langevin equation with a memory kernel decreasing at large times as an inverse power law of time describes the motion of an anomalously diffusing particle. Here, we focus attention on some new aspects of the…
In a viscoelastic environment, the diffusion of a particle becomes non-Markovian due to the memory effect. An open question is to quantitatively explain how self-propulsion particles with directional memory diffuse in such a medium. Based…
In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…
The purpose of this paper is to describe geometrically discrete Lagrangian and Hamiltonian Mechanics on Lie groupoids. From a variational principle we derive the discrete Euler-Lagrange equations and we introduce a symplectic 2-section,…
We introduce a stochastic equation for the microscopic motion of a tagged particle in the single file model. This equation provides a compact representation of several of the system's properties such as Fluctuation-Dissipation and Linear…
We study the relaxation process in normal and anomalous diffusion regimes for systems described by a generalized Langevin equation (GLE). We demonstrate the existence of a very general correlation function which describes the relaxation…
In this article we study both left-invariant (convection-)diffusions and left-invariant Hamilton-Jacobi equations on the space SE(3)/({0} \times SO(2)) of 3D-positions and orientations naturally embedded in the group SE(3) of 3D-rigid body…
For a simple real Lie group $G$ with Heisenberg parabolic subgroup $P$, we study the corresponding degenerate principal series representations. For a certain induction parameter the kernel of the conformally invariant system of second order…
We present a novel method for drawing samples from Gibbs distributions with densities of the form $\pi(x) \propto \exp(-U(x))$. The method accelerates the unadjusted Langevin algorithm by introducing an inertia term similar to Polyak's…
We study analytically the equilibrium and near-equilibrium properties of a model of surfaces relaxing via linear surface diffusion and subject to a lattice potential. We employ the variational mean field formalism introduced by Saito for…
In this lectures given at the Morning side center of Mathematics in October 2016, we present in a very simple framework Hilbertian hypocoercive methods in the case of 1d kinetic inhomogeneous equations, and some illustrations concerning…
We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and…
In this note, we consider the underdamped Langevin dynamics with invariant measure $\mu(\mathrm{d}x\,\mathrm{d}v) \propto e^{-U(x)-|v|^2/2}\,\mathrm{d}x\,\mathrm{d}v$. Assume that the position marginal $\mu_x(\mathrm{d}x)\propto…
Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describing the predominant motion of a localized region through a…
We propose a solution for linear inverse problems based on higher-order Langevin diffusion. More precisely, we propose pre-conditioned second-order and third-order Langevin dynamics that provably sample from the posterior distribution of…
The usefulness in control theory of the geometric theory of motion on Lie groups and homogeneous spaces will be shown. We quickly review some recent results concerning two methods to deal with these systems, namely, a generalization of the…
A discrete version of Lagrangian reduction is developed in the context of discrete time Lagrangian systems on $G\times G$, where $G$ is a Lie group. We consider the case when the Lagrange function is invariant with respect to the action of…
We associate with each simple Lie algebra a system of second-order differential equations invariant under a non-compact real form of the corresponding Lie group. In the limit of a contraction to a Schr\"odinger algebra, these equations…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…