Zachary W Bezemek

Journal Article Stochastics and Partial Differential Equations Analysis and Computations · June 1, 2024 We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles’ positions in the combined limit as the number of ... Full text Cite

Importance Sampling for the Empirical Measure of Weakly Interacting Diffusions

Journal Article Applied Mathematics and Optimization · November 22, 2023 Link to item Cite

Rate of homogenization for fully-coupled McKean-Vlasov SDEs

Journal Article Stochastics and Dynamics · March 1, 2023 In this paper, we consider a fully-coupled slow-fast system of McKean-Vlasov stochastic differential equations with full dependence on the slow and fast component and on the law of the slow component and derive convergence rates to its homogenized limit. W ... Full text Cite

Large deviations for interacting multiscale particle systems

Journal Article Stochastic Processes and their Applications · January 1, 2023 We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles’ positions in the combined limit as the number of ... Full text Cite