Urbain Vaes

15
Documents

Publications

Publications

Deposit thumbnail

A Spectral Approach to Optimal Control of the Fokker–Planck Equation

Dante Kalise , Lucas Moschen , Grigorios Pavliotis , Urbain Vaes

IEEE Control Systems Letters, 2025, 9, pp.504-509. ⟨10.1109/LCSYS.2025.3573604⟩

Article dans une revue hal-05453409v1

Uniform-in-time propagation of chaos for the Cucker-Smale model

Nicolai Jurek Gerber , Urbain Vaes

Kinetic and Related Models , 2025, 20, pp.56-79. ⟨10.3934/krm.2025021⟩

Article dans une revue hal-04917206v1

The Ensemble Kalman Filter in the Near-Gaussian Setting

Jose Antonio Carrillo , Franca Hoffmann , Andrew M. Stuart , Urbain Vaes

SIAM Journal on Numerical Analysis, 2024, 62 (6), pp.2549-2587. ⟨10.1137/24M1628207⟩

Article dans une revue hal-03913934v1

CBX: Python and Julia packages for consensus-based interacting particle methods

Rafael Bailo , Alethea Barbaro , Susana Gomes , Konstantin Riedl , Tim Roith et al.

Journal of Open Source Software, 2024, 9 (98), pp.6611. ⟨10.21105/joss.06611⟩

Article dans une revue hal-04517041v1
Deposit thumbnail

Sharp Propagation of Chaos for the Ensemble Langevin Sampler

Urbain Vaes

Journal of the London Mathematical Society, 2024, 110 (5), ⟨10.1112/jlms.13008⟩

Article dans une revue hal-04518506v3

Mobility estimation for Langevin dynamics using control variates

Grigorios A. Pavliotis , Gabriel Stoltz , Urbain Vaes

Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 2023, 21 (2), pp.680-715. ⟨10.1137/22M1504378⟩

Article dans une revue hal-03701412v1
Deposit thumbnail

Mean-field limits for Consensus-Based Optimization and Sampling

Nicolai Jurek Gerber , Franca Hoffmann , Urbain Vaes

ESAIM: Control, Optimisation and Calculus of Variations, 2023, 31, pp.74. ⟨10.1051/cocv/2025060⟩

Article dans une revue hal-04346646v3

Derivative-free Bayesian Inversion Using Multiscale Dynamics

Grigorios A. Pavliotis , Andrew M. Stuart , Urbain Vaes

SIAM Journal on Applied Dynamical Systems, 2022, 21 (1), pp.284-326. ⟨10.1137/21M1397416⟩

Article dans une revue hal-03211852v1

Consensus Based Sampling

Jose Antonio Carrillo , Franca Hoffmann , Andrew M Stuart , Urbain Vaes

Studies in Applied Mathematics, 2022, 148 (3), pp.1069-1140. ⟨10.1111/sapm.12470⟩

Article dans une revue hal-03425993v1

Statistical Accuracy of Approximate Filtering Methods

José Antonio Carrillo , Franca Hoffmann , Andrew M. Stuart , Urbain Vaes

S. Oishi; H. Okamoto; K. Hayami. Recent Developments in Industrial and Applied Mathematics, 1, Springer Nature Singapore; Springer Nature Singapore, pp.295-306, 2024, ICIAM2023 Springer Series, ⟨10.1007/978-981-95-1446-5_14⟩

Chapitre d'ouvrage hal-04439444v1