Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics (Q2946194): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics |
scientific article |
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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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