Jeremiah Birrell

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math.PR2026

Sensitivity of SDE Solutions to Perturbations of the Diffusion and Drift

Jeremiah Birrell

We develop a method for bounding the sensitivity of solutions to stochastic differential equations (SDEs) to changes in the drift, $F$ , and diffusion, $I ¨ $ , by using a combination…

math.PR2025

Concentration Inequalities and UQ Bounds for Hypocoercive MCMC Samplers

Jeremiah Birrell, Luc Rey-Bellet

In this work we provide performance guarantees for hypocoercive non-reversible MCMC samplers $X_{t}$ with invariant measure $I^¼_{*}$ ; our results apply in particular to the Langevin eq…