21 citations · 61 across the 5 of their papers we have counts for
4 papers · 1 filter
Quantitative Propagation of Chaos in the bimolecular chemical reaction-diffusion model
Tau Shean Lim, Yulong Lu, James Nolen
We study a stochastic system of interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle carries two attributes: the spatial…
An operator splitting scheme for the fractional kinetic Fokker-Planck equation
Manh Hong Duong, Yulong Lu
In this paper, we develop an operator splitting scheme for the fractional kinetic Fokker-Planck equation (FKFPE). The scheme consists of two phases: a fractional diffusion phase an…
Exponential decay of Rényi divergence under Fokker-Planck equations
Yu Cao, Jianfeng Lu, Yulong Lu
We prove the exponential convergence to the equilibrium, quantified by Rényi divergence, of the solution of the Fokker-Planck equation with drift given by the gradient of a strictl…
Scaling limit of the Stein variational gradient descent: the mean field regime
Jianfeng Lu, Yulong Lu, James Nolen
We study an interacting particle system in motivated by Stein variational gradient descent [Q. Liu and D. Wang, NIPS 2016], a deterministic algorithm for sampling fr…