Computing ergodic limits for Langevin equations (Q885910): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.physd.2007.03.011
+Normal rank
@@ Property / OpenAlex ID @@
+W2041141176
@@ Property / OpenAlex ID: W2041141176 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4692311
@@ Property / cites work: Q4692311 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3308798
@@ Property / cites work: Q3308798 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3852977
@@ Property / cites work: Q3852977 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+An adaptive Euler-Maruyama scheme for SDEs: convergence and stability
+Normal rank
@@ Property / cites work @@
+Q3997202
@@ Property / cites work: Q3997202 / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
+Normal rank
@@ Property / cites work @@
+Symplectic Integration of Hamiltonian Systems with Additive Noise
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Stochastic Systems Preserving Symplectic Structure
+Normal rank
@@ Property / cites work @@
+Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise
+Normal rank
@@ Property / cites work @@
+Quasi-symplectic methods for Langevin-type equations
+Normal rank
@@ Property / cites work @@
+Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients
+Normal rank
@@ Property / cites work @@
+Practical Variance Reduction via Regression for Simulating Diffusions
+Normal rank
@@ Property / cites work @@
+Q5552132
@@ Property / cites work: Q5552132 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4828566
@@ Property / cites work: Q4828566 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential convergence of Langevin distributions and their discrete approximations
+Normal rank
@@ Property / cites work @@
+Q2722512
@@ Property / cites work: Q2722512 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4938348
@@ Property / cites work: Q4938348 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4308904
@@ Property / cites work: Q4308904 / rank @@
+Normal rank
@@ Property / cites work @@
+Second-order discretization schemes of stochastic differential systems for the computation of the invariant law
+Normal rank
@@ Property / cites work @@
+Q4786851
@@ Property / cites work: Q4786851 / rank @@
+Normal rank
@@ Property / cites work @@
+Criteria for the selection of stochastic models of particle trajectories in turbulent flows
+Normal rank
@@ Property / cites work @@
+Ergodic and quasideterministic properties of finite-dimensional stochastic systems
+Normal rank