Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics (Q2946194): Difference between revisions

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Latest revision as of 14:32, 19 March 2024

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Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics
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    Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics (English)
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    16 September 2015
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    stochastic differential equations
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    splitting method
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    Langevin dynamics
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    weak convergence
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    modified differential equations
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    backward error analysis
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    invariant measure
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    ergodicity
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