3 papers
math.NA2026
Deep operator learning for efficient sampling from invariant measures of stochastic differential equations
Ling Guo, Lei Li, Jingtong Zhang
We introduce an amortized neural sampler that combines operator learning with flow methods for sampling. It maps SDE coefficient functions to pushforwards from a reference measure…
math.OC2025
Solving Schrödinger bridge problem via continuous normalizing flow
Yang Jing, Lei Li, Jingtong Zhang
The Schrödinger Bridge Problem (SBP), which can be understood as an entropy-regularized optimal transport, seeks to compute stochastic dynamic mappings connecting two given distrib…
math.NA2023
Solving stationary nonlinear Fokker-Planck equations via sampling
Lei Li, Yijia Tang, Jingtong Zhang
Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making…