8 citations · 12 across the 4 of their papers we have counts for
7 papers
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…
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…
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…