3 papers
math.PR2026
Exponential Contraction for Underdamped Langevin Diffusions with Superlinear Forces
Shan Huang, Xiaoyue Li
We establish exponential contraction for underdamped Langevin diffusions with nonconvex confining potentials and possibly superlinear forces. The force satisfies a polynomial local…
math.NA2026
An explicit finite-memory scheme for approximating and sampling invariant measures of stochastic functional differential equations with infinite delay
Guozhen Li, Shan Huang, Xiaoyue Li +1
Efficient sampling and numerical approximation of invariant probability measures (IPMs) on infinite-dimensional function spaces are important problems in scientific computing. In t…
math.NA2025
Discretization, Uniform-in-Time Estimations and Approximation of Invariant Measures for Nonlinear Stochastic Differential Equations with Non-Uniform Dissipativity
Shan Huang, Xiaoyue Li
The approximation of invariant measures for nonlinear ergodic stochastic differential equations (SDEs) is a central problem in scientific computing, with important applications in…