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Baptiste Huguet

Publications and source records attributed to Baptiste Huguet.

5 recordsLinked to original sources
arXiv2026

Law of large numbers for stochastic multiscale spatial gene networks

We study a stochastic multiscale spatial gene network. These naturally arise in molecular biology. In our model, the reactants are subject to on-site reactions on both scales and diffusion on the continuous scale only, although diffusion on both scales could easily be handled. We obtain, under a light condition on the scales between the total population size and the mesh discretisation, the convergence of the stochastic system to a deterministic system consisting of a PDE coupled to a ODE. This is in contrast with the well-stirred case where jumps remain at the limit. In order to prove this convergence result, we develop some moments control for martingales in discrete Sobolev topologies and use products rule in discrete Sobolev spaces.

math.PR↗
arXiv2025

High order integration of stochastic dynamics on Riemannian manifolds with frozen flow methods

We present a new class of numerical methods for solving stochastic differential equations with additive noise on general Riemannian manifolds with high weak order of accuracy. In opposition to the popular approach with projection methods, the proposed methods are intrinsic: they only rely on geometric operations and avoid coordinates and embeddings. We provide a robust and general convergence analysis and an algebraic formalism of exotic planar Butcher series for the computation of order conditions at any high order. To illustrate the methodology, an explicit method of second weak order is introduced, and several numerical experiments confirm the theoretical findings and extend the approach for the sampling of the invariant measure of Riemannian Langevin dynamics.

math.NA↗
arXiv2024

The Brenier-Schrödinger problem with respect to Feller semimartingales and non-local Hamilton-Jacobi-Bellman equations

Motivated by a problem from incompressible fluid mechanics of Brenier (JAMS 1989), and its recent entropic relaxation by Arnaudo, Cruizero, Léonard & Zambrini (AIHP PS 2020), we study a problem of entropic minimization on the path space when the reference measure is a generic Feller semimartingale. We show that, under some regularity condition, our problem connects naturally with a, possibly non-local, version of the Hamilton-Jacobi-Bellman equation. Additionally, we study existence of minimizers when the reference measure in a Ornstein-Uhlenbeck process.

math.PR↗
arXiv2021

Brenier-Schr{ö}dinger problem on compact manifold with boundary

We consider the Brenier-Schr{ö}dinger problem on compact manifolds with boundary. In the spirit of a work by Arnaudon, Cruzeiro, L{é}onard and Zambrini, we study the kinetic property of regular solutions and obtain a link to the Navier-Stokes equations with an impermeability condition. We also enhance the class of models for which the problem admits a unique solution. This involves a method of taking quotients by reflection groups for which we give several examples.

math.PR↗