3 papers
math.PR2026
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…
math.NA2026
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…
math.NA2026
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…