| Publication | Date of Publication | Type |
|---|
Stochastic Mirror Descent for Convex Optimization with Consensus Constraints
(available as arXiv preprint) | N/A | Paper |
A method of moments estimator for interacting particle systems and their mean field limit
(available as arXiv preprint) | N/A | Paper |
Filtered data based estimators for stochastic processes driven by colored noise
(available as arXiv preprint) | N/A | Paper |
Optimizing the diffusion coefficient of overdamped Langevin dynamics
(available as arXiv preprint) | N/A | Paper |
Formation of clusters and coarsening in weakly interacting diffusions
Nonlinearity | 2026-08-04 | Paper |
A Fourier-based inference method for learning interaction kernels in particle systems
SIAM Journal on Applied Mathematics | 2026-04-28 | Paper |
Optimizing the diffusion coefficient of overdamped Langevin dynamics
Mathematics of Computation | 2026-04-14 | Paper |
Neural network approaches for variance reduction in fluctuation formulas
SIAM/ASA Journal on Uncertainty Quantification | 2026-04-10 | Paper |
Stability of stationary states for mean field models with multichromatic interaction potentials
IMA Journal of Applied Mathematics | 2025-10-30 | Paper |
Linearization of ergodic McKean SDEs and applications
Nonlinearity | 2025-08-09 | Paper |
A theory of generalized coordinates for stochastic differential equations
Studies in Applied Mathematics | 2025-07-14 | Paper |
Bayesian mechanics for stationary processes
Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences | 2025-05-12 | Paper |
Approximating particle-based clustering dynamics by stochastic PDEs
SIAM Journal on Applied Dynamical Systems | 2025-04-25 | Paper |
Bayesian nonparametric inference in McKean-Vlasov models
The Annals of Statistics | 2025-03-11 | Paper |
Filtered data based estimators for stochastic processes driven by colored noise
Stochastic Processes and their Applications | 2025-02-05 | Paper |
Neural parameter calibration and uncertainty quantification for epidemic forecasting
PLOS ONE | 2024-10-17 | Paper |
Stochastic mirror descent for convex optimization with consensus constraints
SIAM Journal on Applied Dynamical Systems | 2024-09-05 | Paper |
Response theory identifies reaction coordinates and explains critical phenomena in noisy interacting systems
Journal of Physics A: Mathematical and Theoretical | 2024-08-08 | Paper |
A method of moments estimator for interacting particle systems and their mean field limit
SIAM/ASA Journal on Uncertainty Quantification | 2024-06-13 | Paper |
Optimal friction matrix for underdamped Langevin sampling
ESAIM: Mathematical Modelling and Numerical Analysis | 2024-01-22 | Paper |
Approximating particle-based clustering dynamics by stochastic PDEs
(available as arXiv preprint) | 2024-01-01 | Paper |
| Machine Learning for the identification of phase-transitions in interacting agent-based systems | 2023-10-29 | Paper |
The free energy principle made simpler but not too simple
Physics Reports | 2023-09-14 | Paper |
The entropy production of stationary diffusions
Journal of Physics A: Mathematical and Theoretical | 2023-09-07 | Paper |
Mobility Estimation for Langevin Dynamics Using Control Variates
Multiscale Modeling & Simulation | 2023-09-01 | Paper |
Variational Principles on Geometric Rough Paths and the Lévy Area Correction
SIAM Journal on Applied Dynamical Systems | 2023-07-17 | Paper |
Online parameter estimation for the McKean-Vlasov stochastic differential equation
Stochastic Processes and their Applications | 2023-07-12 | Paper |
On the Generalized Langevin Equation for Simulated Annealing
SIAM/ASA Journal on Uncertainty Quantification | 2023-06-30 | Paper |
Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions
Communications in Mathematical Physics | 2023-06-23 | Paper |
Brownian motion in an \(N\)-scale periodic potential
Journal of Statistical Physics | 2023-04-27 | Paper |
Drift estimation of multiscale diffusions based on filtered data
Foundations of Computational Mathematics | 2023-02-16 | Paper |
Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit
SIAM Journal on Applied Dynamical Systems | 2022-12-08 | Paper |
| Path integrals, particular kinds, and strange things | 2022-10-23 | Paper |
| Dimension reduction of noisy interacting systems | 2022-07-16 | Paper |
Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions
Statistics and Computing | 2022-04-21 | Paper |
| The Mean Field Fokker-Planck Equation with Nonlinear No-flux Boundary Conditions | 2022-03-26 | Paper |
Geometric Methods for Sampling, Optimisation, Inference and Adaptive Agents
(available as arXiv preprint) | 2022-03-20 | Paper |
Derivative-Free Bayesian Inversion Using Multiscale Dynamics
SIAM Journal on Applied Dynamical Systems | 2022-03-04 | Paper |
Response theory and phase transitions for the thermodynamic limit of interacting identical systems
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2021-10-29 | Paper |
On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions
Archive for Rational Mechanics and Analysis | 2021-06-30 | Paper |
Scaling limits for the generalized Langevin equation
Journal of Nonlinear Science | 2021-04-29 | Paper |
Homogenization and hypocoercivity for Fokker-Planck equations driven by weakly compressible shear flows
IMA Journal of Applied Mathematics | 2021-03-18 | Paper |
Mean field limits for interacting diffusions with colored noise: phase transitions and spectral numerical methods
Multiscale Modeling & Simulation | 2021-02-09 | Paper |
Drift Estimation of Multiscale Diffusions Based on Filtered Data
(available as arXiv preprint) | 2020-09-28 | Paper |
A \(\lambda\)-convexity based proof for the propagation of chaos for weakly interacting stochastic particles
Journal of Functional Analysis | 2020-09-01 | Paper |
Manifold learning for accelerating coarse-grained optimization
Journal of Computational Dynamics | 2020-08-26 | Paper |
| Well-Posedness and Equilibrium Behaviour of Overdamped Dynamic Density Functional Theory | 2020-02-26 | Paper |
Long-time behaviour and phase transitions for the McKean-Vlasov equation on the torus
Archive for Rational Mechanics and Analysis | 2020-02-18 | Paper |
On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions
(available as arXiv preprint) | 2020-01-12 | Paper |
Constructing sampling schemes via coupling: Markov semigroups and optimal transport
SIAM/ASA Journal on Uncertainty Quantification | 2019-08-12 | Paper |
Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2019-06-14 | Paper |
| A proof of the mean-field limit for \lambda-convex potentials by \Gamma-Convergence | 2019-06-11 | Paper |
Mean field limits for non-Markovian interacting particles: convergence to equilibrium, generic formalism, asymptotic limits and phase transitions
Communications in Mathematical Sciences | 2019-04-24 | Paper |
Optimal control of thin liquid films and transverse mode effects
SIAM Journal on Applied Dynamical Systems | 2019-03-29 | Paper |
Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations
(available as arXiv preprint) | 2019-03-07 | Paper |
Instability, rupture and fluctuations in thin liquid films: theory and computations
Journal of Statistical Physics | 2019-03-06 | Paper |
Stabilizing non-trivial solutions of the generalized Kuramoto-Sivashinsky equation using feedback and optimal control
IMA Journal of Applied Mathematics | 2018-11-29 | Paper |
Stochastic modelling of urban structure
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2018-11-26 | Paper |
Efficient numerical calculation of drift and diffusion coefficients in the diffusion approximation of kinetic equations
IMA Journal of Numerical Analysis | 2018-09-26 | Paper |
Mean field limits for interacting diffusions in a two-scale potential
Journal of Nonlinear Science | 2018-07-20 | Paper |
Spectral Methods for Multiscale Stochastic Differential Equations
SIAM/ASA Journal on Uncertainty Quantification | 2018-04-19 | Paper |
Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions
Journal of Statistical Physics | 2018-03-01 | Paper |
Controlling roughening processes in the stochastic Kuramoto-Sivashinsky equation
Physica D | 2017-12-15 | Paper |
Upscaled phase-field models for interfacial dynamics in strongly heterogeneous domains
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
Three-dimensional wave evolution on electrified falling films
Journal of Fluid Mechanics | 2017-09-28 | Paper |
A new framework for extracting coarse-grained models from time series with multiscale structure
Journal of Computational Physics | 2016-12-20 | Paper |
Numerical methods for computing effective transport properties of flashing Brownian motors
Journal of Computational Physics | 2016-12-05 | Paper |
Variance reduction using nonreversible Langevin samplers
Journal of Statistical Physics | 2016-06-28 | Paper |
Brownian Motion in an N-scale periodic Potential
(available as arXiv preprint) | 2016-05-19 | Paper |
| Noise-induced transitions in rugged energy landscapes | 2016-04-14 | Paper |
Langevin dynamics with space-time periodic nonequilibrium forcing
Journal of Statistical Physics | 2015-07-24 | Paper |
A new mode reduction strategy for the generalized Kuramoto-Sivashinsky equation
IMA Journal of Applied Mathematics | 2015-06-24 | Paper |
Effective macroscopic interfacial transport equations in strongly heterogeneous environments for general homogeneous free energies
Applied Mathematics Letters | 2015-06-22 | Paper |
A multiscale analysis of diffusions on rapidly varying surfaces
Journal of Nonlinear Science | 2015-05-12 | Paper |
A multiscale analysis of diffusions on rapidly varying surfaces
Journal of Nonlinear Science | 2015-05-12 | Paper |
Optimal control of multiscale systems using reduced-order models
Journal of Computational Dynamics | 2015-01-29 | Paper |
Nonlinear interfacial dynamics in stratified multilayer channel flows
Journal of Fluid Mechanics | 2014-08-29 | Paper |
Stochastic processes and applications. Diffusion processes, the Fokker-Planck and Langevin equations
Texts in Applied Mathematics | 2014-07-04 | Paper |
Mapping multiplicative to additive noise
Journal of Physics A: Mathematical and Theoretical | 2014-06-06 | Paper |
Semiparametric drift and diffusion estimation for multiscale diffusions
Multiscale Modeling & Simulation | 2014-05-21 | Paper |
Derivation of effective macroscopic Stokes-Cahn-Hilliard equations for periodic immiscible flows in porous media
Nonlinearity | 2014-03-26 | Paper |
Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
Journal of Statistical Physics | 2013-09-23 | Paper |
Corrections to Einstein's relation for Brownian motion in a tilted periodic potential
Journal of Statistical Physics | 2013-04-09 | Paper |
| Some remarks on stabilization by additive noise | 2013-04-03 | Paper |
Parameter estimation for multiscale diffusions: an overview
Statistical Methods for Stochastic Differential Equations | 2013-04-03 | Paper |
Additive noise effects in active nonlinear spatially extended systems
European Journal of Applied Mathematics | 2013-03-13 | Paper |
The overdamped limit of dynamic density functional theory: rigorous results
Multiscale Modeling & Simulation | 2012-09-21 | Paper |
Multiscale modelling and inverse problems
Lecture Notes in Computational Science and Engineering | 2012-08-21 | Paper |
Multiscale modelling and inverse problems
Lecture Notes in Computational Science and Engineering | 2012-08-21 | Paper |
Exponential return to equilibrium for hypoelliptic quadratic systems
Journal of Functional Analysis | 2012-05-30 | Paper |
Numerical methods for stochastic partial differential equations with multiple scales
Journal of Computational Physics | 2012-05-18 | Paper |
| Generalized dynamical density functional theory for classical fluids and the significance of inertia and hydrodynamic interactions | 2012-02-15 | Paper |
Contact lines over random topographical substrates. I: Statics
Journal of Fluid Mechanics | 2011-11-10 | Paper |
Contact lines over random topographical substrates. II: Dynamics
Journal of Fluid Mechanics | 2011-11-10 | Paper |
Asymptotic analysis for foreign exchange derivatives with stochastic volatility
International Journal of Theoretical and Applied Finance | 2011-01-13 | Paper |
Calculating effective diffusivities in the limit of vanishing molecular diffusion
Journal of Computational Physics | 2009-03-09 | Paper |
Calculating effective diffusivities in the limit of vanishing molecular diffusion
Journal of Computational Physics | 2009-03-09 | Paper |
Optimizing the source distribution in fluid mixing
Physica D | 2008-06-10 | Paper |
Multiscale Methods
Texts Applied in Mathematics | 2008-04-14 | Paper |
Homogenization for inertial particles in a random flow
Communications in Mathematical Sciences | 2008-02-15 | Paper |
Parameter estimation for multiscale diffusions
Journal of Statistical Physics | 2007-06-21 | Paper |
| Monte Carlo studies of effective diffusivities for inertial particles | 2006-08-28 | Paper |
Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
Multiscale Modeling & Simulation | 2005-10-06 | Paper |
Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
Multiscale Modeling & Simulation | 2005-10-06 | Paper |
