1 citations · 1 across the 1 of their papers we have counts for
Showing math.NAShow all
2 papers · 1 filter
math.NA2026
Optimizing Irreversible Perturbations of the Unadjusted Langevin Algorithm
Qianyu Julie Zhu, Youssef Marzouk, Konstantinos Spiliopoulos +1
Irreversible perturbations accelerate the convergence of Langevin dynamics, breaking detailed balance while preserving the invariant measure. The design of optimal irreversible per…
math.NA2021★ 1 cited
Computing eigenfunctions of the multidimensional Ornstein-Uhlenbeck operator
Benjamin J. Zhang, Tuhin Sahai, Youssef M. Marzouk
We discuss approaches to computing eigenfunctions of the Ornstein--Uhlenbeck (OU) operator in more than two dimensions. While the spectrum of the OU operator and theoretical proper…