34 citations · 212 across the 40 of their papers we have counts for
Showing 2018 · math.APShow all
3 papers · 2 filters
math.AP2018★ 1 cited
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…
math.AP2018★ 17 cited
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…
math.AP2018★ 6 cited
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…