2 papers
math.PR2026
Long term convergence rate of Smoluchowski-Kramers approximation by Stein's method
Shiyu Liu, Wei Liu, Lihu Xu
We consider the following second-order stochastic differential equation on : \begin{equation*} dX_t^m=Y_t^mdt, \quad mdY_t^m=b(X_t^m)dt+Ï(X_t^m)dB_t-Y^m_tdt, \end…
math.NA2025
Solving McKean-Vlasov Equation by deep learning particle method
Jingyuan Li, Wei Liu
We introduce a novel meshless simulation method for the McKean-Vlasov Stochastic Differential Equation (MV-SDE) utilizing deep learning, applicable to both self-interaction and int…