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The anelastic and pseudo-incompressible equations are two well-known soundproof approximations of compressible flows useful for both theoretical and numerical analysis in meteorology, atmospheric science, and ocean studies. In this paper,…
Inf-sup stable FEM applied to time-dependent incompressible Navier-Stokes flows are considered. The focus lies on robust estimates for the kinetic and dissipation energies in a twofold sense. Firstly, pressure-robustness ensures the…
We obtain new quantitative estimates of the vanishing viscosity approximation for time-dependent, degenerate, Hamilton-Jacobi equations that are neither concave nor convex in the gradient and Hessian entries of the form $\partial_t…
In this work, we take a step towards understanding overdamped Langevin dynamics for the minimization of a general class of objective functions $\mathcal{L}$. We establish well-posedness and regularity of the law $\rho_t$ of the process…
In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…
Consider the following stochastic differential equation for $(X_t)_{t\ge 0}$ on $\mathbb R^d$ and its Euler-Maruyama (EM) approximation $(Y_{t_n})_{n\in \mathbb Z^+}$: \begin{align*} &d X_t=b( X_t) d t+\sigma(X_t) d B_t, \\ &…
This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…
The convergence of the kinetic Langevin simulated annealing is proven under mild assumptions on the potential $U$ for slow logarithmic cooling schedules. Moreover, non-convergence for fast logarithmic and non-logarithmic cooling schedules…
We study in this paper a forward-backward-forward dynamical system for solving a mixed variational inequality problem in a real Hilbert space. For the convergence analysis of our proposed system, we apply the Lyapunov analysis to obtain the…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
Langevin diffusions are rapidly convergent under appropriate functional inequality assumptions. Hence, it is natural to expect that with additional smoothness conditions to handle the discretization errors, their discretizations like the…
A new (unadjusted) Langevin Monte Carlo (LMC) algorithm with improved rates in total variation and in Wasserstein distance is presented. All these are obtained in the context of sampling from a target distribution $\pi$ that has a density…
We consider perturbed nonlinear ill-posed equations in Hilbert spaces, with operators that are monotone on a given closed convex subset. A simple stable approach is Lavrentiev regularization, but existence of solutions of the regularized…
The recovery of unknown signals from quadratic measurements finds extensive applications in fields such as phase retrieval, power system state estimation, and unlabeled distance geometry. This paper investigates the finite sample properties…
This paper considers mean square error (MSE) analysis for stochastic gradient sampling algorithms applied to underdamped Langevin dynamics under a global convexity assumption. A novel discrete Poisson equation framework is developed to…
We consider the problem of approximating the Langevin dynamics of inertial particles being transported by a background flow. In particular, we study an acceleration corrected advection-diffusion approximation to the Langevin dynamics, a…
We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…
We consider the 3D incompressible hypodissipative Navier-Stokes equations, when the dissipation is given as a fractional Laplacian $(-\Delta )^s$ for $s\in (\frac34,1)$, and we provide a new bootstrapping scheme that makes it possible to…
We study sampling from a target distribution $\nu_* = e^{-f}$ using the unadjusted Langevin Monte Carlo (LMC) algorithm when the potential $f$ satisfies a strong dissipativity condition and it is first-order smooth with a Lipschitz…
The scaling of the mobility of two-dimensional Langevin dynamics in a periodic potential as the friction vanishes is not well understood for non-separable potentials. Theoretical results are lacking, and numerical calculation of the…