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math.NA2025
Relative entropy estimate and geometric ergodicity for implicit Langevin Monte Carlo
Lei Li, Jian-Guo Liu, Yuliang Wang
We study the implicit Langevin Monte Carlo (iLMC) method, which simulates the overdamped Langevin equation via an implicit iteration rule. In many applications, iLMC is favored ove…
math.NA2025
Asymptotic uniform estimate of random batch method with replacement for the Cucker-Smale model
Shi Jin, Yuelin Wang, Yuliang Wang
The Random Batch Method (RBM) [S. Jin, L. Li and J.-G. Liu, Random Batch Methods (RBM) for interacting particle systems, J. Comput. Phys. 400 (2020) 108877] is not only an efficien…