4 papers
PTL-Diffusion: Manifold-Aware Diffusion with Periodic Terminal Laws
Danqi Zhuang, Jisui Huang, Xiaoyue Xi +4
Standard diffusion models typically use a single time-homogeneous Gaussian terminal distribution as the reference law for generation. While this choice is analytically convenient a…
Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
Chenxu Pang, Xiaojie Wang, Yue Wu
It is of significant interest in many applications to sample from a high-dimensional target distribution with the density , bas…
Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
Yujia Guo, Xiaojie Wang, Yue Wu
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Li…
A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
Yujia Guo, Xiaojie Wang, Yue Wu
The present work introduces and investigates an explicit time discretization scheme, called the projected Euler method,to numerically approximate random periodic solutions of semi-…