Non-Equilibrium Statistical Mechanics
Systèmes Mécaniques
Couplés à des Bains Thermiques de Températures Différentes
Diploma Thesis, Univ. of Geneva (1998) Under the direction of J.-P. Eckmann
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Non-Equilibrium Statistical Mechanics of Strongly Anharmonic
Chains of Oscillators
Written in collaboration with
J.-P. Eckmann.
Commun. Math. Phys. 212 (2000), no 1, pp. 105-164 Published version
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Spectral Properties of Hypoelliptic Operators
Written in collaboration with
J.-P. Eckmann.
Commun. Math. Phys.
235 (2003), no 2, pp. 233-253 Published version
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Slow Energy Dissipation in Chains of Anharmonic Oscillators
Written in collaboration with
J. Mattingly.
Commun. Pure Appl. Math.
62 (2009), no 8, pp. 999-1032 Published version
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How hot can a heat bath get?
Commun. Math. Phys.
292 (2009), no 1, pp. 131-177 Published version
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A simple framework to justify linear response theory
Written in collaboration with
A. J. Majda.
Nonlinearity 23 (2010), no 4, pp. 909-922
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A chain of interacting particles under strain
Written in collaboration with
M. Allman and V. Betz.
Stoch. Proc. Appl. 121 (2011), no 9,
pp. 2014-2042 Published version
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Markov processes
Yet another look at Harris' ergodic theorem
for Markov chains
Written in collaboration with
J. Mattingly.
Seminar on Stochastic Analysis, Random Fields and Applications VI, Progr. Probab. 63 (2011), pp. 109–117
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Stationary distributions for diffusions with inert drift
Written in collaboration with
R. Bass,
K. Burdzy, and
Z.-Q. Chen.
Prob. Theory Rel. Fields 146 (2010), no 1, pp. 1-47
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Non-asymptotic mixing of the MALA algorithm
Written in collaboration with
N. Bou-Rabee.
IMA Jour. Num. Anal. 33 (2013), pp. 80-110
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On Malliavin's proof of Hörmander's theorem
Bull. Sci. Math. 135 (2011), no 6-7, pp. 650-666
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Spectral Gaps for a Metropolis-Hastings Algorithm in Infinite Dimensions
Written in collaboration with
A. Stuart and S. Vollmer.
Preprint, 2010 (to appear in Ann. Appl. Probab.)
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Improved Diffusion Monte Carlo
Written in collaboration with
J. Weare.
Preprint, 2012 (to appear in Commun. Pure Appl. Math.)
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The Brownian Fan
Written in collaboration with
J. Weare.
Preprint, 2012 (to appear in Commun. Pure Appl. Math.)
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Exponential ergodicity for Markov processes with random switching
Written in collaboration with
B. Cloez.
Preprint, 2013 (to appear in Bernoulli)
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Non-Markovian Processes
Ergodicity of stochastic differential equations driven by
fractional Brownian motion
Ann. Probab. 33 (2005), no 3, pp. 703-758
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Ergodic theory for SDEs with extrinsic memory
Written in collaboration with A. Ohashi
Ann. Probab. 35 (2007), no 5, pp. 1950-1977
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A version of Hörmander's theorem for the fractional Brownian motion
Written in collaboration with F. Baudoin
Prob. Theory Rel. Fields 139 (2007), no 3-4, pp. 373-395
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Ergodic properties of a class of non-Markovian processes
in Trends in Stochastic Analysis, LMS Lecture Notes Series 353, pp. 65-98
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Asymptotic coupling and a weak form of Harris' theorem
with applications to stochastic delay equations
Written in collaboration with
J. Mattingly and M. Scheutzow.
Prob. Theory Rel. Fields 149 (2011), no 1, p. 223
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Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
Written in collaboration with
N. S. Pillai.
Annals of IHP 47 (2011), no 2, pp. 601-628
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Regularity of Laws and Ergodicity of Hypoelliptic SDEs Driven by Rough Paths
Written in collaboration with
N. S. Pillai.
Ann. Probab. 41 (2013), no 4, pp. 2544-2598
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Smoothness of the density for solutions to Gaussian rough differential equations
Written in collaboration with
T. Cass, C. Litterer and S. Tindel.
Ann. Probab. 43 (2015), no 1, pp. 188-239
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Stochastic Differential Equations
Periodic Homogenization for Hypoelliptic Diffusions
Written in collaboration with G. Pavliotis
J. Stat. Phys. 117 (2004), no 1, pp. 261-279
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On the Controllability of Conservative Systems
Unpublished Note, 2005
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Homogenization of periodic linear degenerate PDEs
Written in collaboration with E. Pardoux
J. Funct. Anal. 255 (2008), no 9,
pp. 2462--2487
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From ballistic to diffusive behavior in periodic potentials
Written in collaboration with G. Pavliotis
J. Stat. Phys. 131 (2008), no 1,
pp. 175-202
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Ornstein-Uhlenbeck Processes on Lie Groups
Written in collaboration with J. Teichmann
and F. Baudoin
J. Funct. Anal. 255 (2008), no 4,
pp. 877-890
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Periodic homogenization with an interface: the one-dimensional case
Written in collaboration with C. Manson
Stoch. Proc. Appl. 120 (2010), no 8,
pp. 1589-1605
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Periodic homogenization with an interface: the multi-dimensional case
Written in collaboration with C. Manson
Ann. Probab. 39 (2011), no 2, pp. 648-682
Published version
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Periodic homogenization with an interface
Written in collaboration with C. Manson
Proceedings of ISAAC 09 (2009)
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Loss of regularity for Kolmogorov equations
Written in collaboration with M. Hutzenthaler
and A. Jentzen.
Preprint (2012)
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Geometric versus non-geometric rough paths
Written in collaboration with D. Kelly.
Preprint (2013)
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Implementation of Numerical Algorithms
GniCodes - Matlab programs for geometric numerical integration.
Written in collaboration with
E. Hairer.
Frontiers in Numerical Analysis (Durham 2002), 199--240, Springer, Berlin, 2003.
The Matlab codes can be downloaded by clicking on this link
The Fortran codes can be downloaded by clicking on this link
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Short notes
Ergodic theory for infinite-dimensional stochastic processes.
To be published in Oberwolfach Reports, 2008.
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