21 citations · 72 across the 6 of their papers we have counts for
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math.NA2021★ 9 cited
Structure-preserving numerical schemes for Lindblad equations
Yu Cao, Jianfeng Lu
We study a family of structure-preserving deterministic numerical schemes for Lindblad equations. This family of schemes has a simple form and can systemically achieve arbitrary hi…
math.NA2020★ 21 cited
Complexity of randomized algorithms for underdamped Langevin dynamics
Yu Cao, Jianfeng Lu, Lihan Wang
We establish an information complexity lower bound of randomized algorithms for simulating underdamped Langevin dynamics. More specifically, we prove that the worst strong er…
math.NA2018★ 9 cited
Stochastic dynamical low-rank approximation method
Yu Cao, Jianfeng Lu
In this paper, we extend the dynamical low-rank approximation method to the space of finite signed measures. Under this framework, we derive stochastic low-rank dynamics for stocha…