Weak backward error analysis for Langevin process (Q906954)

The weak error analysis of 0\textit{A. Debussche} and \textit{E. Faou} [SIAM J. Numer. Anal. 50, No. 3, 1735--1752 (2012; Zbl 1256.65002)] is extended to the Langevin process described by a stochastic Hamiltonian equation. Since the ordinary Euler scheme may be unstable, in this paper two implicit schemes are suggested. For a small time step a modified vector field, the long time behavior of the modified flow, exponential mixing and the expansion of the invariant measure are analyzed.