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math.NA2025
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…
math.NA2024
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-…