Data-driven efficient solvers for Langevin dynamics on manifold in high dimensions (Q2105115)

scientific article; zbMATH DE number 7628781

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English	Data-driven efficient solvers for Langevin dynamics on manifold in high dimensions	scientific article; zbMATH DE number 7628781

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instance of

scholarly article

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title

Data-driven efficient solvers for Langevin dynamics on manifold in high dimensions (English)

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Applied and Computational Harmonic Analysis

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publication date

8 December 2022

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full work available at URL

https://arxiv.org/abs/2005.12787

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zbMATH Keywords

diffusion map

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reaction coordinates

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Voronoi tessellation

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unconditionally stable explicit finite volume scheme

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random walk on point clouds

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exponential convergence

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MaRDI profile type

Publication

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cites work

Analysis and Geometry of Markov Diffusion Operators

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The embedding dimension of Laplacian eigenfunction maps

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Pseudo-Riemannian Manifolds with Totally Geodesic Bisectors

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Embedding Riemannian manifolds by their heat kernel

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Eigen-convergence of Gaussian kernelized graph Laplacian by manifold heat interpolation

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Fokker-Planck equations for a free energy functional or Markov process on a graph

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Diffusion maps

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Q4702909

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Gradient flows of the entropy for jump processes

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A note on parametric Bayesian inference via gradient flows

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Revisit of macroscopic dynamics for some non-equilibrium chemical reactions from a Hamiltonian viewpoint

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Elliptic Partial Differential Equations of Second Order

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Stochastic analysis on manifolds

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Manifold parametrizations by eigenfunctions of the Laplacian and heat kernels

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Point Cloud Discretization of Fokker--Planck Operators for Committor Functions

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Large time behaviors of upwind schemes and $B$-schemes for Fokker-Planck equations on $\mathbb {R}$ by jump processes

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On the rate of convergence of empirical measure in $\infty $-Wasserstein distance for unbounded density function

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Gradient flows of the entropy for finite Markov chains

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Transition Path Theory for Markov Jump Processes

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On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion

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Diffusion maps, spectral clustering and reaction coordinates of dynamical systems

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Embeddings of Riemannian manifolds with heat kernels and eigenfunctions

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Spectral convergence of the connection Laplacian from random samples

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Error estimates for spectral convergence of the graph Laplacian on random geometric graphs toward the Laplace-Beltrami operator

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On the Rate of Convergence of Empirical Measures in ∞-transportation Distance

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Think globally, fit locally under the manifold setup: asymptotic analysis of locally linear embedding

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A continuum limit for the PageRank algorithm

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Identifiers

Mathematics Subject Classification ID

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10.1016/J.ACHA.2022.09.003

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Sitelinks

Mathematics(1 entry)

mardi Publication:2105115