Related papers: Sharp spectral gap of adaptive Langevin dynamics
Kinetic equations are difficult to solve numerically due to their high dimensionality. A promising approach for reducing computational cost is the dynamical low-rank algorithm, which decouples the dimensions of the phase space by proposing…
We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…
We provide a framework to analyze the convergence of discretized kinetic Langevin dynamics for $M$-$\nabla$Lipschitz, $m$-convex potentials. Our approach gives convergence rates of $\mathcal{O}(m/M)$, with explicit stepsize restrictions,…
The Gaussian sequence model is a canonical model in nonparametric estimation. In this study, we introduce a multivariate version of the Gaussian sequence model and investigate adaptive estimation over the multivariate Sobolev ellipsoids,…
We study the spectrum of low-lying eigenmodes of the kinetic operator for scalar particles, in the color adjoint representation of Yang-Mills theory. The kinetic operator is the covariant Laplacian, plus a constant which serves to…
In this paper, we obtain new Carleman estimates for a class of variable coefficient degenerate elliptic operators whose constant coefficient model at one point is the so called Baouendi-Grushin operator. This generalizes the results…
In previous work, we introduced a method for determining convergence rates for integration methods for the kinetic Langevin equation for $M$-$\nabla$Lipschitz $m$-log-concave densities [arXiv:2302.10684, 2023]. In this article, we exploit…
We study in this paper a weak approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations in Wasserstein-1 distance, and obtain a uniform error bound. Our approach is via a refined…
This paper establishes several sharp spectral results for analytic quasiperiodic Schrodinger operators. Key contributions include: (1) exact exponential decay rates for spectral gaps of the almost Mathieu operator, addressing a question…
This article is dedicated to the estimation of the regression function when the explanatory variable is a weakly dependent process whose correlation coefficient exhibits exponential decay and has a known bounded density function. The…
This article is devoted to analytic (in the sense of Boutet de Monvel-Sj\"ostrand) estimates in $\hbar$, of the Bohr-Sommerfeld expansion of the eigenvalues of self-adjoint pseudodifferential operators acting on $L^2(R)$ in the regular…
Using our recently proposed covariant algebraic approach the heat kernel for a Laplace-like differential operator in low-energy approximation is studied. Neglecting all the covariant derivatives of the gauge field strength (Yang-Mills…
We study real resonances and embedded eigenvalues of the Kramers--Fokker--Planck operator with a long-range potential. We prove that thresholds are only possible accumulation points of eigenvalues and that the limiting absorption principle…
We present, for the isospectral family of oscillator Hamiltonians, a systematic procedure for constructing raising and lowering operators satisfying any prescribed `distorted' Heisenberg algebra (including the $q$-generalization). This is…
We consider a particle trapped by a generic external potential and under the influence of a quantum-thermal Ohmic bath. Starting from the Langevin equation, we derive the corresponding Schwinger-Keldysh action. Then, within the…
The (classical) Lagrange spectrum is a closed subset of the positive real numbers defined in terms of diophantine approximation. Its structure is quite involved. This article describes a polynomial time algorithm to approximate it in…
For the discrete Laguerre operators we compute explicitly the corresponding heat kernels by expressing them with the help of Jacobi polynomials. This enables us to show that the heat semigroup is ultracontractive and to compute the…
This paper presents a primal-dual weak Galerkin (PD-WG) finite element method for a class of second order elliptic equations of Fokker-Planck type. The method is based on a variational form where all the derivatives are applied to the test…
Inspired by the recent results of C. Landim, G. Panizo and H.-T. Yau [LPY] on spectral gap and logarithmic Sobolev inequalities for unbounded conservative spin systems, we study uniform bounds in these inequalities for Glauber dynamics of…
We consider numerical approximations of overdamped Langevin stochastic differential equations by implicit methods. We show a weak backward error analysis result in the sense that the generator associated with the numerical solution…