77 citations · 329 across the 29 of their papers we have counts for
3 papers · 1 filter
Operator-splitting schemes for degenerate, non-local, conservative-dissipative systems
Daniel Adams, Manh Hong Duong, Goncalo dos Reis
In this paper, we develop a natural operator-splitting variational scheme for a general class of non-local, degenerate conservative-dissipative evolutionary equations. The splittin…
A flexible split-step scheme for solving McKean-Vlasov Stochastic Differential Equations
Xingyuan Chen, Goncalo dos Reis
We present an implicit Split-Step explicit Euler type Method (dubbed SSM) for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of superlinear…
Entropic regularisation of non-gradient systems
Daniel Adams, Manh Hong Duong, Goncalo dos Reis
The theory of Wasserstein gradient flows in the space of probability measures has made an enormous progress over the last twenty years. It constitutes a unified and powerful framew…