Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration (Q4555226): Difference between revisions

Latest revision as of 11:00, 17 July 2024

scientific article; zbMATH DE number 6981322

Language	Label	Description	Also known as
English	Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration	scientific article; zbMATH DE number 6981322

Statements

instance of

scholarly article

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title

Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration (English)

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author

Assyr Abdulle

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published in

Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology

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publication date

19 November 2018

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zbMATH Keywords

accurate stochastic integrators

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stochastic differential equations

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ergodic stochastic systems

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-319-62627-7_4

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cites work

Numerical methods for stochastic partial differential equations with multiple scales

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High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

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The heterogeneous multiscale method

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High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs

0 references

Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics

0 references

Spectral Methods for Multiscale Stochastic Differential Equations

0 references

Long-Run Accuracy of Variational Integrators in the Stochastic Context

0 references

Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs

0 references

High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise

0 references

Multiscale stochastic simulation algorithm with stochastic partial equilibrium assumption for chemically reacting systems

0 references

Numerical integrators based on modified differential equations

0 references

Weak Backward Error Analysis for SDEs

0 references

Analysis of multiscale methods for stochastic differential equations

0 references

Nested stochastic simulation algorithms for chemical kinetic systems with multiple time scales

0 references

Handbook of stochastic methods for physics, chemistry and the natural sciences.

0 references

Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation

0 references

Geometric Numerical Integration

0 references

\(A\)-stability and stochastic mean-square stability

0 references

Q4004325

0 references

Weak backward error analysis for Langevin process

0 references

Weak backward error analysis for overdamped Langevin processes

0 references

Rational Construction of Stochastic Numerical Methods for Molecular Sampling

0 references

Molecular dynamics. With deterministic and stochastic numerical methods

0 references

The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics

0 references

Q3406162

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Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.

0 references

Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations

0 references

Weak Approximation of Solutions of Systems of Stochastic Differential Equations

0 references

Q4826106

0 references

Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients

0 references

Computing ergodic limits for Langevin equations

0 references

Multiscale Methods

0 references

Q3487919

0 references

Exponential convergence of Langevin distributions and their discrete approximations

0 references

Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations

0 references

Q3331110

0 references

Second-order discretization schemes of stochastic differential systems for the computation of the invariant law

0 references

Numerical techniques for multi-scale dynamical systems with stochastic effects

0 references

Postprocessed Integrators for the High Order Integration of Ergodic SDEs

0 references

On the Existence and the Applications of Modified Equations for Stochastic Differential Equations

0 references

Identifiers

zbMATH Open document ID

1402.65011

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DOI

10.1007/978-3-319-62627-7_4

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4555226

@@ Property / cites work @@
+Numerical methods for stochastic partial differential equations with multiple scales
+Normal rank
@@ Property / cites work @@
+High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
+Normal rank
@@ Property / cites work @@
+The heterogeneous multiscale method
@@ Property / cites work: The heterogeneous multiscale method / rank @@
+Normal rank
@@ Property / cites work @@
+High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs
+Normal rank
@@ Property / cites work @@
+Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics
+Normal rank
@@ Property / cites work @@
+Spectral Methods for Multiscale Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Long-Run Accuracy of Variational Integrators in the Stochastic Context
+Normal rank
@@ Property / cites work @@
+Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs
+Normal rank
@@ Property / cites work @@
+High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise
+Normal rank
@@ Property / cites work @@
+Multiscale stochastic simulation algorithm with stochastic partial equilibrium assumption for chemically reacting systems
+Normal rank
@@ Property / cites work @@
+Numerical integrators based on modified differential equations
+Normal rank
@@ Property / cites work @@
+Weak Backward Error Analysis for SDEs
@@ Property / cites work: Weak Backward Error Analysis for SDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of multiscale methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Nested stochastic simulation algorithms for chemical kinetic systems with multiple time scales
+Normal rank
@@ Property / cites work @@
+Handbook of stochastic methods for physics, chemistry and the natural sciences.
+Normal rank
@@ Property / cites work @@
+Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation
+Normal rank
@@ Property / cites work @@
+Geometric Numerical Integration
@@ Property / cites work: Geometric Numerical Integration / rank @@
+Normal rank
@@ Property / cites work @@
+\(A\)-stability and stochastic mean-square stability
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak backward error analysis for Langevin process
@@ Property / cites work: Weak backward error analysis for Langevin process / rank @@
+Normal rank
@@ Property / cites work @@
+Weak backward error analysis for overdamped Langevin processes
+Normal rank
@@ Property / cites work @@
+Rational Construction of Stochastic Numerical Methods for Molecular Sampling
+Normal rank
@@ Property / cites work @@
+Molecular dynamics. With deterministic and stochastic numerical methods
+Normal rank
@@ Property / cites work @@
+The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
+Normal rank
@@ Property / cites work @@
+Q3406162
@@ Property / cites work: Q3406162 / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
+Normal rank
@@ Property / cites work @@
+Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations
+Normal rank
@@ Property / cites work @@
+Weak Approximation of Solutions of Systems of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients
+Normal rank
@@ Property / cites work @@
+Computing ergodic limits for Langevin equations
@@ Property / cites work: Computing ergodic limits for Langevin equations / rank @@
+Normal rank
@@ Property / cites work @@
+Multiscale Methods
@@ Property / cites work: Multiscale Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Q3487919
@@ Property / cites work: Q3487919 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential convergence of Langevin distributions and their discrete approximations
+Normal rank
@@ Property / cites work @@
+Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q3331110
@@ Property / cites work: Q3331110 / 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 @@
+Numerical techniques for multi-scale dynamical systems with stochastic effects
+Normal rank
@@ Property / cites work @@
+Postprocessed Integrators for the High Order Integration of Ergodic SDEs
+Normal rank
@@ Property / cites work @@
+On the Existence and the Applications of Modified Equations for Stochastic Differential Equations
+Normal rank