5 papers
Convergence of Langevin AIS for multimodal distributions
Akshat Agarwal, Gautam Iyer, Aidan Jameson +2
We study convergence rates of the annealed importance sampling algorithm (Neal '01) combined with Langevin Monte Carlo when the target is a multimodal Gibbs measure. The main resul…
Rapid convergence of tempering chains to multimodal Gibbs measures
Seungjae Son
We study the spectral gaps of parallel and simulated tempering chains targeting multimodal Gibbs measures. In particular, we consider chains constructed from Metropolis random walk…
Quantitative dependence of the Pierrehumbert flow's mixing rate on the amplitude
Seungjae Son
We quantitatively study the mixing rate of randomly shifted alternating shears on the torus. This flow was introduced by Pierrehumbert '94, and was recently shown to be exponential…
Exponentially mixing flows with slow enhanced dissipation
William Cooperman, Gautam Iyer, Keefer Rowan +1
Consider a passive scalar which is advected by an incompressible flow and has small molecular diffusivity . Previous results show that if is exponentially mixing and $C…
A Harris theorem for enhanced dissipation, and an example of Pierrehumbert
William Cooperman, Gautam Iyer, Seungjae Son
In many situations, the combined effect of advection and diffusion greatly increases the rate of convergence to equilibrium -- a phenomenon known as enhanced dissipation. Here we s…