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Some applications of irreversibility
Multi angle
Authors : Rey-Bellet, Luc (Author of the conference)
CIRM (Publisher )
60H10 - Stochastic ordinary differential equations
65C30 - Stochastic differential and integral equations
CIRM (Publisher )
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Abstract :
MSC Codes : 60H10 - Stochastic ordinary differential equations
65C30 - Stochastic differential and integral equations
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Information on the Video
Film maker : Hennenfent, GuillaumeLanguage : English Available date : 27/05/15 Conference Date : 14/05/15 Subseries : Research talks arXiv category : Numerical Analysis ; Probability Mathematical Area(s) : Numerical Analysis & Scientific Computing ; Probability & Statistics Format : MP4 (.mp4) - HD Video Time : 00:44:08 Targeted Audience : Researchers Download : https://videos.cirm-math.fr/2015-05-14_Rey_Bellet.mp4 
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Information on the Event
Event Title : Averaging and homogenization in deterministic and stochastic systems / Moyennisation et homogénéisation dans les systèmes déterministes et stochastiquesEvent Organizers : Liverani, Carlangelo ; Melbourne, Ian ; Pavliotis, Grigorios ; Olla, Stefano Dates : 11/05/2015 - 15/05/15 Event Year : 2015 Event URL : http://conferences.cirm-math.fr/1198.html
Citation Data
DOI : 10.24350/CIRM.V.18763903Cite this video as: Rey-Bellet, Luc (2015). Some applications of irreversibility. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.18763903 URI : http://dx.doi.org/10.24350/CIRM.V.18763903 |
Bibliography
- [1] Jaksic, V., Pillet, C.-A., & Rey-Bellet, L. (2011). Entropic fluctuations in statistical mechanics. I: Classical dynamical systems. Nonlinearity 24(3), 699-763 - http://dx.doi.org/10.1088/0951-7715/24/3/003
- [2] Katsoulakis, M., Pantazis, Y. & Rey-Bellet, L. (2014). Measuring the irreversibility of numerical schemes for reversible stochastic differential equations. ESAIM: Mathematical Modelling and Numerical Analysis 48(5), 1351-1379 - http://dx.doi.org/10.1051/m2an/2013142
- [3] Rey-Bellet, L., & Spiliopoulos, K. (2015). Irreversible Langevin samplers and variance reduction: a large deviation approach. Nonlinearity 28(7), 2081-2103 - http://dx.doi.org/10.1088/0951-7715/28/7/2081
- [4] Rey-Bellet, L. and Spiliopoulos, K. (2015). Variance reduction for irreversible Langevin samplers and diffusion on graphs. Electronic Communications in Probability, 20 - http://dx.doi.org/10.1214/ECP.v20-3855
