Metropolis Integration Schemes for Self-Adjoint Diffusions (Q5250352)
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scientific article; zbMATH DE number 6437165
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Metropolis Integration Schemes for Self-Adjoint Diffusions |
scientific article; zbMATH DE number 6437165 |
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Metropolis Integration Schemes for Self-Adjoint Diffusions (English)
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19 May 2015
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explicit integrators
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Brownian dynamics with hydrodynamic interactions
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Metropolis-Hastings algorithm
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small noise limit
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predictor-corrector schemes
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DNA simulations
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ergodicity
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fluctuation-dissipation theorem
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Runge-Kutta algorithm
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Monte Carlo scheme
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diffusion
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