Computing ergodic limits for Langevin equations (Q885910): Difference between revisions
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English | Computing ergodic limits for Langevin equations |
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Computing ergodic limits for Langevin equations (English)
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14 June 2007
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quasi-symplectic numerical methods
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nonglobally Lipschitz conditions
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ergodic limits
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gradient systems with noise
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Gibbs distribution
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Monte Carlo technique
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numerical examples
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Van der Pol's equation
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