20 citations · 51 across the 13 of their papers we have counts for
13 papers
Exponential Entropy dissipation for weakly self-consistent Vlasov-Fokker-Planck equations
Erhan Bayraktar, Qi Feng, Wuchen Li
We study long-time dynamical behaviors of weakly self-consistent Vlasov-Fokker-Planck equations. We introduce Hessian matrix conditions on mean-field kernel functions, which charac…
Cubature Method for Stochastic Volterra Integral Equations
Qi Feng, Jianfeng Zhang
In this paper, we introduce the cubature formula for Stochastic Volterra Integral Equations. We first derive the stochastic Taylor expansion in this setting, by utilizing a functio…
A High Order Compact Finite Difference Scheme for Elliptic Interface Problems with Discontinuous and High-Contrast Coefficients
Qiwei Feng, Bin Han, Peter Minev
The elliptic interface problems with discontinuous and high-contrast coefficients appear in many applications and often lead to huge condition numbers of the corresponding linear s…
Sixth Order Compact Finite Difference Scheme for Poisson Interface Problem with Singular Sources
Qiwei Feng, Bin Han, Peter Minev
Let be a smooth curve inside a two-dimensional rectangular region . In this paper, we consider the Poisson interface problem in with Dirichlet…
Hypoelliptic entropy dissipation for stochastic differential equations
Qi Feng, Wuchen Li
We study the convergence analysis for general degenerate and non-reversible stochastic differential equations (SDEs). We apply the Lyapunov method to analyze the Fokker-Planck equa…
Entropy dissipation via Information Gamma calculus: Non-reversible stochastic differential equations
Qi Feng, Wuchen Li
We formulate explicit bounds to guarantee the exponential dissipation for some non-gradient stochastic differential equations towards their invariant distributions. Our method exte…
Accelerating Convergence of Replica Exchange Stochastic Gradient MCMC via Variance Reduction
Wei Deng, Qi Feng, Georgios Karagiannis +2
Replica exchange stochastic gradient Langevin dynamics (reSGLD) has shown promise in accelerating the convergence in non-convex learning; however, an excessively large correction f…
Non-convex Learning via Replica Exchange Stochastic Gradient MCMC
Wei Deng, Qi Feng, Liyao Gao +2
Replica exchange Monte Carlo (reMC), also known as parallel tempering, is an important technique for accelerating the convergence of the conventional Markov Chain Monte Carlo (MCMC…
Sub-Riemannian Ricci curvature via generalized Gamma calculus
Qi Feng, Wuchen Li
We derive sub-Riemannian Ricci curvature tensor for sub-Riemannian manifolds. We provide examples including the Heisenberg group, displacement group, and Martinet sub-Riemannian st…
Entropy dissipation for degenerate stochastic differential equations via sub-Riemannian density manifold
Qi Feng, Wuchen Li
We study the dynamical behaviors of degenerate stochastic differential equations (SDEs). We select an auxiliary Fisher information functional as the Lyapunov functional. Using gene…
Density of the signature process of fBm
Fabrice Baudoin, Qi Feng, Cheng Ouyang
We study the density of the signature of fractional Brownian motions with parameter . In particular, we prove existence, smoothness, global Gaussian upper bounds and Varadha…
Harnack inequalities on totally geodesic foliations with transverse Ricci flow
Qi Feng
In the current paper,under the transverse Ricci flow on a totally geodesic Riemannian foliation, we prove two types of differential Harnack inequalities (Li-Yau gradient estimate)…
Log-Sobolev inequalities on the horizontal path space of a totally geodesic foliation
Fabrice Baudoin, Qi Feng
We develop a Malliavin calculus on the horizontal path space of a totally geodesic Riemannian foliation. As a first application, under suitable assumptions, we prove a log-Sobolev…