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math.NA2026
A Kernel Formula for Kinetic Fokker-Planck Equations
Fuqun Han, Wuchen Li
We derive an explicit one-step kernel formula for the kinetic Fokker-Planck equation. The construction begins with a reference dynamics admitting an explicit transition kernel and…
math.NA2025
Convergence of Noise-Free Sampling Algorithms with Regularized Wasserstein Proximals
Fuqun Han, Stanley Osher, Wuchen Li
In this work, we investigate the convergence properties of the backward regularized Wasserstein proximal (BRWP) method for sampling a target distribution. The BRWP approach can be…