Spectral methods for Langevin dynamics and associated error estimates

DOI10.1051/m2an/2017044zbMath1404.82050arXiv1702.04718OpenAlexW2963087995MaRDI QIDQ4561152

Gabriel Stoltz, Julien Roussel

Publication date: 10 December 2018

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.04718

zbMATH Keywords

error estimatesPoisson equationLangevin dynamicsspectral methods

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Hypoelliptic equations (35H10)

Related Items (15)

On explicit \(L^2\)-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms ⋮ Hypocoercivity with Schur complements ⋮ Longtime convergence of the temperature-accelerated molecular dynamics method ⋮ On explicit \(L^2\)-convergence rate estimate for underdamped Langevin dynamics ⋮ Convergence rates for nonequilibrium Langevin dynamics ⋮ Hypocoercivity Properties of Adaptive Langevin Dynamics ⋮ Mobility Estimation for Langevin Dynamics Using Control Variates ⋮ Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions ⋮ Numerical computations of geometric ergodicity for stochastic dynamics ⋮ Langevin Dynamics With General Kinetic Energies ⋮ Scaling limits for the generalized Langevin equation ⋮ A Perturbative Approach to Control Variates in Molecular Dynamics ⋮ Constructing Sampling Schemes via Coupling: Markov Semigroups and Optimal Transport ⋮ Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates ⋮ Weighted L ²-contractivity of Langevin dynamics with singular potentials

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