2 papers
math.NA2025
Ergodicity and error estimate of laws for a random splitting Langevin Monte Carlo
Lei Li, Chen Wang, Mengchao Wang
The random splitting Langevin Monte Carlo could mitigate the first order bias in Langevin Monte Carlo with little extra work compared other high order schemes. We develop in this w…
math.NA2025
Convergence of random splitting method for the Allen-Cahn equation in a background flow
Lei Li, Chen Wang
We study in this paper the convergence of the random splitting method for Allen-Cahn equation in a background flow that plays as a simplified model for phase separation in multipha…