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André de Oliveira Gomes

Publications and source records attributed to André de Oliveira Gomes.

6 recordsLinked to original sources
arXiv2022

Moderate averaged deviations for a multi-scale system with jumps and memory

This work studies a two-time-scale functional system given by two jump-diffusions under the scale separation by a small parameter $\varepsilon \rightarrow 0$. The coefficients of the equations that govern the dynamics of the system depend on the segment process of the slow variable (responsible for capturing delay effects on the slow component) and on the state of the fast variable. We derive a moderate deviations principle for the slow component of the system in the small noise limit using the weak convergence approach. The rate function is written in terms of the averaged dynamics associated to the multi-scale system. The core of the proof of the moderate deviations principle is the establishment of an averaging principle for the controlled processes associated to the slow variable in the framework of the weak convergence approach. The controlled version of the averaging principle for jump multi-scale diffusions relies on the classical Khasminkii's technique.

math.PR↗
arXiv2022

Large Deviations for Lévy Diffusions in small regime

This article concerns the large deviations regime and the consequent solution of the Kramers problem for a two-time scale stochastic system driven by a common jump noise signal perturbed in small intensity $\varepsilon>0$ and with accelerated jumps by intensity $\frac{1}{\varepsilon}$. We establish Freidlin-Wentzell estimates for the slow process of the multiscale system in the small noise limit $\varepsilon \rightarrow 0$ using the weak convergence approach to large deviations theory. The core of our proof is the reduction of the large deviations principle to the establishment of a stochastic averaging principle for auxiliary controlled processes. As consequence we solve the first exit time/ exit locus problem from a bounded domain containing the stable state of the averaged dynamics for the family of the slow processes in the small noise limit.

math.PR↗
arXiv2020

The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps

We establish Freidlin-Wentzell results for a nonlinear ordinary differential equation starting close to the stable state $0$, say, subject to a perturbation by a stochastic integral which is driven by an $\varepsilon$-small and $(1/\varepsilon)$-accelerated Lévy process with exponentially light jumps. For this purpose we derive a large deviations principle for the stochastically perturbed system using the weak convergence approach developed by Budhiraja, Dupuis, Maroulas and collaborators in recent years. In the sequel we solve the associated asymptotic first escape problem from the bounded neighborhood of $0$ in the limit as $\varepsilon \rightarrow 0$ which is also known as the Kramers problem in the literature.

math.PR↗
arXiv2017

Orthogonal foliations on riemannian manifolds

In this work, we find an equation that relates the Ricci curvature of a riemannian manifold $M$ and the second fundamental forms of two orthogonal foliations of complementary dimensions, $\mathcal{F}$ and $\mathcal{F}^{\bot}$, defined on $M$. Using this equation, we show a sufficient condition for the manifold M to be locally a riemannian product of the leaves of $\mathcal{F}$ and $\mathcal{F}^{\bot}$, if one of the foliations is totally umbilical. We also prove an integral formula for such foliations.

math.DG↗