Particle Motions in Absorbing Medium with Hard and Soft Obstacles

DOI10.1081/SAP-200026444zbMath1071.60100OpenAlexW2017946961WikidataQ55950848 ScholiaQ55950848MaRDI QIDQ3158175

Pierre Del Moral, Arnaud Doucet

Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-200026444

zbMATH Keywords

Lyapunov exponentapproximation by interacting particle systemsBoltzmann-Gibbs transformationhard and soft obstaclesnonlinear Feynman-Kac operator

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic approximation (62L20) Processes in random environments (60K37) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Related Items (17)

Particle methods: An introduction with applications ⋮ Exponential convergence to quasi-stationary distribution and \(Q\)-process ⋮ The Alive Particle Filter and Its Use in Particle Markov Chain Monte Carlo ⋮ Inference for dynamic and latent variable models via iterated, perturbed Bayes maps ⋮ On the stability of positive semigroups ⋮ Stationary Averaging for Multiscale Continuous Time Markov Chains Using Parallel Replica Dynamics ⋮ Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae ⋮ A note on random walks with absorbing barriers and sequential Monte Carlo methods ⋮ Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions ⋮ On the Foundations and the Applications of Evolutionary Computing ⋮ Concentration inequalities for mean field particle models ⋮ A backward particle interpretation of Feynman-Kac formulae ⋮ Diffusion Monte Carlo method: Numerical Analysis in a Simple Case ⋮ A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces ⋮ On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering ⋮ Feynman-Kac Particle Integration with Geometric Interacting Jumps ⋮ On the Hill relation and the mean reaction time for metastable processes

Cites Work

• On the stability of interacting processes with applications to filtering and genetic algorithms
• A Fleming-Viot particle representation of the Dirichlet Laplacian

This page was built for publication: Particle Motions in Absorbing Medium with Hard and Soft Obstacles