4 papers
Accelerating sampling via asymptotic relaxation enhancing flows
Yuanyuan Feng, Lei Li, Jian-Guo Liu +1
In this paper, we accelerate Langevin Monte Carlo sampling from Gibbs measures by adding a large drift that preserves the invariant measure. For warm-start init…
Some Grönwall inequalities for a class of discretizations of time fractional equations on nonuniform meshes
Yuanyuan Feng, Lei Li, Jian-Guo Liu +1
We consider the completely positive discretizations of fractional ordinary differential equations (FODEs) on nonuniform meshes. Making use of the resolvents for nonuniform meshes,…
On the completely positive kernels for nonuniform meshes
Yuanyuan Feng, Lei Li
The complete positivity, i.e., positivity of the resolvent kernels, for convolutional kernels is an important property for the positivity property and asymptotic behaviors of Volte…
A class of monotonicity-preserving variable-step discretizations for Volterra integral equations and time fractional ordinary differential equations
Yuanyuan Feng, Lei Li
We study in this paper the monotonicity properties of the numerical solutions to Volterra integral equations with nonincreasing completely positive kernels on nonuniform meshes. Th…