math.NA · 2026-09-11 · No. 112
Numerical Analysis, 2026-09-11.
1 new papers in math.NA. Titles, authors,
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01 — The papers
1 entries-
01
Deep operator learning for efficient sampling from invariant measures of stochastic differential equations
Lin Guo, Li Lei, Jingtong Zhang
math.NA · cs.LG
We introduce an amortized neural sampler that combines operator learning with flow methods for sampling. It maps SDE coefficient functions to pushforwards from a reference measure to the invariant measures, enabling efficient sampling across families of stochastic differential equations. Our framework shifts traditional sampling cost to an initial training phase, after which new SDE instances require only one encoder pass and a few ODE solver...
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