In Ergodic Theory it is natural to consider the pointwise convergence of finite time averages of functions with respect to the flow of dynamical systems. Since the pointwise convergence is too weak for applications to Hamiltonian Perturbation Theory, requiring differentiability, we first introduce regularized averages obtained through a stochastic perturbation of an integrable Hamiltonian flow, and then we provide detailed estimates. In particular, for a special vanishing limit of the stochastic perturbation, we obtain convergence even in a Sobolev norm taking into account the derivatives
We present exponential error estimates and demonstrate an algebraic convergence rate for the homogen...
Gassiat P, Gess B. Regularization by noise for stochastic Hamilton-Jacobi equations. PROBABILITY THE...
We survey an area of recent development, relating dynamics to theoretical computer science. We disc...
We investigate the effective behaviour of a small transversal perturbation of order epsilon to a com...
We consider a process on T2, which consists of fast motion along the stream lines of an incompressib...
In this work we use the stochastic flow decomposition technique to get components that represent the...
International audienceThe main objective of the paper is to study the long-time behavior of general ...
Consider a stochastic differential equation whose diffusion vector fields are formed from an integra...
International audienceThe main objective of the paper is to study the long-time behavior of general ...
Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is con...
AbstractIn this note we present a unified approach, based on pde methods, for the study of averaging...
119 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2005.We study certain operators de...
119 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2005.We study certain operators de...
International audienceMotivated by studies of indirect measurements in quantum mechanics, we investi...
International audienceMotivated by studies of indirect measurements in quantum mechanics, we investi...
We present exponential error estimates and demonstrate an algebraic convergence rate for the homogen...
Gassiat P, Gess B. Regularization by noise for stochastic Hamilton-Jacobi equations. PROBABILITY THE...
We survey an area of recent development, relating dynamics to theoretical computer science. We disc...
We investigate the effective behaviour of a small transversal perturbation of order epsilon to a com...
We consider a process on T2, which consists of fast motion along the stream lines of an incompressib...
In this work we use the stochastic flow decomposition technique to get components that represent the...
International audienceThe main objective of the paper is to study the long-time behavior of general ...
Consider a stochastic differential equation whose diffusion vector fields are formed from an integra...
International audienceThe main objective of the paper is to study the long-time behavior of general ...
Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is con...
AbstractIn this note we present a unified approach, based on pde methods, for the study of averaging...
119 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2005.We study certain operators de...
119 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2005.We study certain operators de...
International audienceMotivated by studies of indirect measurements in quantum mechanics, we investi...
International audienceMotivated by studies of indirect measurements in quantum mechanics, we investi...
We present exponential error estimates and demonstrate an algebraic convergence rate for the homogen...
Gassiat P, Gess B. Regularization by noise for stochastic Hamilton-Jacobi equations. PROBABILITY THE...
We survey an area of recent development, relating dynamics to theoretical computer science. We disc...