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math.NA2025
Multimodal sampling via Schrödinger-Föllmer samplers with temperatures
Xiaojie Wang, Xiaoyan Zhang
Generating samples from complex and high-dimensional distributions is ubiquitous in various scientific fields of statistical physics, Bayesian inference, scientific computing and m…
math.NA2025
Non-asymptotic Error Analysis of Explicit Modified Euler Methods for Superlinear and Non-contractive SODEs
Zhihui Liu, Xiaojie Wang, Xiaoming Wu +1
A family of explicit modified Euler methods (MEMs) is constructed for long-time approximations of super-linear SODEs driven by multiplicative noise. The proposed schemes can preser…