4 papers · 2 filters
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…
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…
Entropy-Cost Inequalities for McKean-Vlasov SDEs with Singular Interactions
Xing Huang, Panpan Ren, Feng-Yu Wang
For a class of McKean-Vlasov stochastic differential equations with singular interactions, which include the Coulomb/Riesz/Biot-Savart kernels as typical examples (Examples 2.1 and…
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…