Related papers: Asymptotic convergence of the partial averaging te…
I define and characterize the reweighted methods, which are techniques used in conjunction with the random series implementation of the Feynman-Kac formula. I prove several convergence results valid for all series representations and then I…
The partial averaging technique is defined and used in conjunction with the random series implementation of the Feynman-Kac formula. It enjoys certain properties such as good rates of convergence and convergence for potentials with…
In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…
We perform a thorough analysis of the relationship between discrete and series representation path integral methods, which are the main numerical techniques used in connection with the Feynman-Kac formula. First, a new interpretation of the…
The reweighted random series techniques provide finite-dimensional approximations to the quantum density matrix of a physical system that have fast asymptotic convergence. We study two special reweighted techniques that are based upon the…
This work develops further a probabilist approach to the asymptotic behavior of growth-fragmentation semigroups via the Feynman-Kac formula, which was introduced in a joint article with A.R. Watson [4]. Here, it is first shown that the…
Sequential and quantum Monte Carlo methods, as well as genetic type search algorithms can be interpreted as a mean field and interacting particle approximations of Feynman-Kac models in distribution spaces. The performance of these…
The growth-fragmentation equation describes a system of growing and dividing particles, and arises in models of cell division, protein polymerisation and even telecommunications protocols. Several important questions about the equation…
In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical Khasminskii time discretization, we…
The notion of Fej\'er monotonicity is instrumental in unifying the convergence proofs of many iterative methods, such as the Krasnoselskii-Mann iteration, the proximal point method, the Douglas-Rachford splitting algorithm, and many others.…
We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…
We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…
This article provides a new theory for the analysis of forward and backward particle approximations of Feynman-Kac models. Such formulae are found in a wide variety of applications and their numerical (particle) approximation are required…
Methods were initiated by Mark Kac and Richard Feynman to evaluate random functionals of the form $\int^t_0V(X_s)ds$ for a nonnegative $V$ and a Markov process $X_t$. Their results evolved into the well known Feynman Kac formula.…
We provide a general theorem on the asymptotic behavior of stochastic processes that conform to a relaxed supermartingale condition. The distinguishing feature of our result is that it provides quantitative convergence guarantees at a much…
We study relative dispersion of passive scalar in non-ideal cases, i.e. in situations in which asymptotic techniques cannot be applied; typically when the characteristic length scale of the Eulerian velocity field is not much smaller than…
Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…
We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of…
This is the second paper in the series to study the generic dynamics of mean curvature flows. We study the initial perturbation of mean curvature flows, whose first singularity is modeled by an asymptotically conical shrinker. The…
This article establishes sufficient conditions for a linear-in-time bound on the non-asymptotic variance of particle approximations of time-homogeneous Feynman-Kac formulae. These formulae appear in a wide variety of applications including…