List of Publications
- Journal Publications
- Diffusion Limit for the Random Walk Metropolis Algorithm out of stationarity (with J. Kuntz and A.M. Stuart)
PDF - to appear in Ann. Inst. Henri Poincare
- Non-stationary phase of the MALA algorithm (with J. Kuntz and A.M. Stuart) PDF - to appear in SPDE
- Pointwise gradient bounds for degenerate semigroups (of UFG type). Proc. Royal Soc. Series A (with D. Crisan)
PDF
- Bounding stationary averages of diffusions via
semidefinite programming. To appear, SIAM Journal on Scientific Computing (with M. Barahona, J. Kuntz and G.B. Stan) arxiv 1606.01153
- Markov semigroups with hypocoercive-type generator in Infinite Dimensions: Ergodicity and Smoothing,
J.Func. Anal. 270 ,no. 9, 3173-3223 (2016) (with V. Kontis and B. Zegarlinski) PDF
- Long- and short-time behaviour of hypocoercive-type operators in
infinite dimensions: an analytic approach. To appear in Infinite Dimensional Analysis, Quantum Probability and Related topics (with V. Kontis and B. Zegarlinski)
- A function space HMC algorithm with second order Langevin diffusion limit. Bernoulli 22, (2016), no. 1, 60-106.
(with F. Pinski, N. Pillai, A.M. Stuart) PDF
- Some remarks on degenerate hypoelliptic Ornstein-Uhlenbeck operators. J. Math. Anal. Appl. 429 (2015),
no. 2, 676-712. (with G. Pavliotis and K. Pravda-Starov) arxiv 1411.6223
- Markov Chain Monte Carlo and Irreversibility, Reports on Math. Phys. (2016) PDF
- Exponential return to equilibrium for hypoelliptic quadratic systems. J. Funct. Anal.
262 (2012), no. 9, 4000-4039. (with G. Pavliotis and K. Pravda-Starov) arxiv 1106.2326
- Asymptotic analysis for the generalized Langevin equation. (with G. Pavliotis) Nonlinearity 24 (2011), no. 5, 1629-1653.
PDF
- Long time asymptotics of a Brownian particle coupled with a random environment
with non-diffusive feedback force. Stochastic Process. Appl. 122 (2012), no. 3, 844-884. PDF
- Preprints
- Long-time behaviour of Degenerate diffusions: UFG-type SDE and time-inhomogeneous hypoelliptic processes (with T. Cass, D. Crisan, P. Dobson)
arxiv 1805.01350
- A non-linear kinetic model of self-propelled particles with multiple equilibria (with. P.Butta, F.Flandoli and B. Zegarlinski)
arxiv 1804.01247
- Optimal Scaling of the MALA algorithm with irreversible proposals for Gaussian targets (with N. Pillai and K. Spiliopoulos)
arxiv 1702.01777
- Proceedings/Book Sections
- Markovian Approximation of classical open systems, AIP Conf. Proc. 1479, 912 (2012)
- Co-authored Section in book: Hypoellipticity and Hypocoercivity , in Stochastic processes and
applications, by G. Pavliotis, Springer (2014)