3 papers
math.DS2023
Essential barrier height and a probabilistic approach in characterizing potential landscape
Yao Li, Molei Tao, Shirou Wang
This paper proposes a probabilistic approach to investigate the shape of landscapes of multi-dimensional potential functions. Under a suitable coupling scheme, two copies of the ov…
math.NA2019
Using coupling methods to estimate sample quality for stochastic differential equations
Matthew Dobson, Jiayu Zhai, Yao Li
A probabilistic approach for estimating sample qualities for stochastic differential equations is introduced in this paper. The aim is to provide a quantitative upper bound of the…
math.NA2015
A fast exact simulation method for a class of Markov jump processes
Yao Li, Lili Hu
A new method of the stochastic simulation algorithm (SSA), named the Hashing-Leaping method (HLM), for exact simulations of a class of Markov jump processes, is presented in this p…