A consistent and asymptotically efficient Strang splitting estimator is introduced for nonlinear SDEs with Pearson multiplicative noise, along with the new Student Kramers oscillator model, validated on simulations and Greenland ice core data.
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UNVERDICTED 3representative citing papers
Tempering chains achieve polynomial spectral gap lower bounds of order 11-12 for multimodal Gibbs measures without explicit energy landscape structure.
New proof via Lyapunov exponents that the largest decay rate Γ_max in a d-dimensional quantum master equation satisfies Γ_max ≤ κ_d times the sum of the other d²-1 decay rates, with κ_d depending only on d and the map class.
citing papers explorer
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Strang splitting estimator for nonlinear multivariate stochastic differential equations with Pearson-type multiplicative noise
A consistent and asymptotically efficient Strang splitting estimator is introduced for nonlinear SDEs with Pearson multiplicative noise, along with the new Student Kramers oscillator model, validated on simulations and Greenland ice core data.
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Rapid convergence of tempering chains to multimodal Gibbs measures
Tempering chains achieve polynomial spectral gap lower bounds of order 11-12 for multimodal Gibbs measures without explicit energy landscape structure.
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Universal bound on the Lyapunov spectrum of quantum master equations
New proof via Lyapunov exponents that the largest decay rate Γ_max in a d-dimensional quantum master equation satisfies Γ_max ≤ κ_d times the sum of the other d²-1 decay rates, with κ_d depending only on d and the map class.