3 papers
math.ST2026
Accelerated Schrödinger-Föllmer samplers
Haotian Lin, Xiaojie Wang, Xiaoyan Zhang
Sampling is a fundamental algorithmic task in wide-ranging applications across multiple disciplines such as scientific computing, statistics and machine learning. In this paper, an…
math.NA2025
An explicit splitting SAV scheme for the kinetic Langevin dynamics
Lei Dai, Yingsong Jiang, Xiaojie Wang
The kinetic Langevin dynamics finds diverse applications in various disciplines such as molecular dynamics and Hamiltonian Monte Carlo sampling. In this paper, a novel splitting sc…
math.NA2025
Perturbation estimates for order-one strong approximations of SDEs without globally monotone coefficients
Lei Dai, Xiaojie Wang
To obtain strong convergence rates of numerical schemes, an overwhelming majority of existing works impose a global monotonicity condition on coefficients of SDEs. Nevertheless, th…