4 papers
Exponential Contraction for Underdamped Langevin Diffusions with Superlinear Forces
Shan Huang, Xiaoyue Li
Underdamped Langevin diffusions model kinetic sampling and thermally driven inertial dynamics, but quantitative convergence becomes difficult when degenerate noise is coupled with…
Adaptive Time-Stepping Euler--Maruyama Scheme for SDEs with Non-Globally Lipschitz Coefficients: Uniform Convergence, Stability and Ergodicity
Xueqi Wen, Shan Huang, Xiaoyue Li
This paper develops an adaptive time-stepping Euler--Maruyama scheme for stochastic differential equations (SDEs) with non-globally Lipschitz drift and diffusion coefficients. By d…
Discretization, Uniform-in-Time Estimations and Approximation of Invariant Measures for Nonlinear Stochastic Differential Equations with Non-Uniform Dissipativity
Shan Huang, Xiaoyue Li
The approximation of invariant measures for nonlinear ergodic stochastic differential equations (SDEs) is a central problem in scientific computing, with important applications in…
An explicit finite-memory scheme for approximating and sampling invariant measures of stochastic functional differential equations with infinite delay
Guozhen Li, Shan Huang, Xiaoyue Li +1
Efficient sampling and numerical approximation of invariant probability measures (IPMs) on infinite-dimensional function spaces are important problems in scientific computing. In t…