3 papers
math.PR2025
Non-asymptotic convergence bounds of modified EM schemes for non-dissipative SDEs
Jianhai Bao, Jiaqing Hao, Panpan Ren
In this paper, we address the issue on non-asymptotic convergence bounds of Euler-type schemes associated with non-dissipative SDEs. On the one hand, for non-degenerate SDEs with s…
math.PR2025
Exponential Ergodicity in Relative Entropy and -Wasserstein Distance for non-equilibrium partially dissipative Kinetic SDEs
Xing Huang, Eva Kopfer, Pierre Monmarché +1
In this paper, we derive exponential ergodicity in relative entropy for general kinetic SDEs under a partially dissipative condition. It covers non-equilibrium situations where the…
math.PR2025
Log-Sobolev Inequalities and Exponential Ergodicity for Non-degenerate and Degenerate McKean-Vlasov SDEs
Xing Huang, Eva Kopfer, Panpan Ren
The exponential ergodicity of partially dissipative McKean-Vlasov SDEs in the \(L^1\)-Wasserstein distance has been extensively studied using asymptotic reflection coupling. Howeve…