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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…