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

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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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