Cover Image

Kalman-Langevin dynamics : exponential convergence, particle approximation and numerical approximation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ringh, Axel, Sharma, Akash
Format:	Preprint
Published:	2025
Subjects:	Probability Numerical Analysis Statistics Theory 65C30, 60H35, 60H10, 37H10, 35Q84
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Numerical integrators for confined Langevin dynamics
by: Leimkuhler, B., et al.
Published: (2024)

Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
by: Leimkuhler, B., et al.
Published: (2020)

Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
by: Guo, Yujia, et al.
Published: (2025)

Sampling from mixture distributions based on regime-switching diffusions
by: Tretyakov, M. V.
Published: (2024)

A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
by: Guo, Yujia, et al.
Published: (2024)

Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
by: Cazacu, Nicoleta
Published: (2025)

Long-time behavior of exact and numerical solutions of stochastic evolution equations on the sphere
by: Cohen, David, et al.
Published: (2026)

Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
by: Cox, Sonja, et al.
Published: (2019)

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
by: Becker, Sebastian, et al.
Published: (2017)

Bicausal optimal transport for SDEs with irregular coefficients
by: Hitz, Michaela, et al.
Published: (2024)

An exponential map free implicit midpoint method for stochastic Lie-Poisson systems
by: Ephrati, Sagy, et al.
Published: (2024)

Score-based constrained generative modeling via Langevin diffusions with boundary conditions
by: Nordenhög, Adam, et al.
Published: (2025)

Well-posedness of Kolmogorov-Fokker-Planck equations with unbounded drift
by: Anceschi, Francesca, et al.
Published: (2024)

On well-posedness of stable-driven McKean-Vlasov stochastic differential equations with Besov interaction kernel of non-positive regularity
by: Bahrii, Anna
Published: (2025)

An $L^0$-approach to stochastic evolution equations
by: Auestad, Øyvind Stormark
Published: (2025)

Quantitative approximation of stochastic kinetic equations: from discrete to continuum
by: Hao, Zimo, et al.
Published: (2024)

Stochastic search with space-dependent diffusivity
by: Tung, Hwai-Ray, et al.
Published: (2026)

Yet another look at narrow escape through a tube
by: Richardson, Victorya, et al.
Published: (2026)

Diffusive flux into a stochastically gated tube
by: Lawley, Sean D
Published: (2026)

Escape from heterogeneous diffusion
by: Tung, Hwai-Ray, et al.
Published: (2025)

Channel transport: gating, geometry, and heterogeneous diffusion
by: Lawley, Sean D
Published: (2026)

On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients
by: Tran, Ngoc Khue, et al.
Published: (2024)

Geometric Ergodicity and Strong Error Estimates for Tamed Schemes of Super-linear SODEs
by: Liu, Zhihui, et al.
Published: (2024)

Boundary-preserving Lamperti-splitting schemes for some Stochastic Differential Equations
by: Ulander, Johan
Published: (2023)

Numerical Methods for Dynamical Low-Rank Approximations of Stochastic Differential Equations -- Part I: Time discretization
by: Kazashi, Yoshihito, et al.
Published: (2026)

Stochastic conformal integrators for linearly damped stochastic Poisson systems
by: Bréhier, Charles-Edouard, et al.
Published: (2025)

Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$-stable processes
by: Ling, Chengcheng
Published: (2024)

Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Wu, Xiaoming, et al.
Published: (2024)

Strong solutions to degenerate SDEs and uniqueness for degenerate Fokker-Planck equations
by: Grube, Sebastian
Published: (2024)

From Consensus-Based Optimization to Evolution Strategies: Proof of Global Convergence
by: Fornasier, Massimo, et al.
Published: (2026)

Higher-order spring-coupled multilevel Monte Carlo method for invariant measures
by: Ragunathan, Sankarasubramanian, et al.
Published: (2024)

Strong uniform Wong--Zakai approximations of Lévy-driven Marcus SDEs
by: Pavlyukevich, Ilya, et al.
Published: (2025)

First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient
by: Vashistha, Divyanshu, et al.
Published: (2025)

Mean-square Stability and Bifurcations for Dissipative SDEs
by: Kelly, C., et al.
Published: (2026)

Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
by: Bhar, Suprio, et al.
Published: (2025)

Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics
by: Chen, Fan, et al.
Published: (2023)

Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise
by: Wang, Yibo, et al.
Published: (2024)

Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
by: Bao, Jianhai, et al.
Published: (2025)

Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
by: Pang, Chenxu, et al.
Published: (2023)

Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
by: Leobacher, Gunther, et al.
Published: (2020)