In this case both have the same meaning, ''Follow'' may be used in several situations, for instance: -Following the rules. -Following the rythm. Following someone's twitter. On the other hand, ''Keep up'' it's like not falling behind, staying updated, or following the rate of stadistics, facts, numbers, etc. Also there is an expression that makes use of ''keep up'', it is ''keep it up'' that means like you are doing great or you have accomplished a goal, it could be defined as an expression of congratulations.