Error estimates and variance reduction for nonequilibrium stochastic dynamics
From MaRDI portal
Cites work
- A Perturbative Approach to Control Variates in Molecular Dynamics
- A Theory of Statistical Models for Monte Carlo Integration
- Computation of sensitivities for the invariant measure of a parameter dependent diffusion
- Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states
- Couplings and quantitative contraction rates for Langevin dynamics
- Emerging frontiers in nonlinear science
- Ergodic Properties of Markov Processes
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Expansion of the global error for numerical schemes solving stochastic differential equations
- Exponential rate of convergence to equilibrium for a model describing fiber lay-down processes
- Extending the Regime of Linear Response with Synthetic Forcings
- Free energy computations. A mathematical perspective
- Hilbert space hypocoercivity for the Langevin dynamics revisited
- scientific article; zbMATH DE number 947416 (Why is no real title available?)
- scientific article; zbMATH DE number 1851000 (Why is no real title available?)
- scientific article; zbMATH DE number 6789886 (Why is no real title available?)
- Hypocoercivity
- Hypocoercivity and exponential time decay for the linear inhomogeneous relaxation Boltzmann equation
- Hypocoercivity for kinetic equations with linear relaxation terms
- Hypocoercivity for linear kinetic equations conserving mass
- Hypocoercivity with Schur complements
- Hypoelliptic second order differential equations
- Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics
- Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- Long time accuracy of Lie-Trotter splitting methods for Langevin dynamics
- Martingale product estimators for sensitivity analysis in computational statistical physics
- Mobility Estimation for Langevin Dynamics Using Control Variates
- Molecular dynamics. With deterministic and stochastic numerical methods
- On a Likelihood Approach for Monte Carlo Integration
- On explicit L^2-convergence rate estimate for underdamped Langevin dynamics
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Partial differential equations and stochastic methods in molecular dynamics
- Rational construction of stochastic numerical methods for molecular sampling
- Recurrence and invariant measures for degenerate diffusions
- Short and long time behavior of the Fokker-Planck equation in a confining potential and applications
- Spectral properties of hypoelliptic operators
- Statistical Mechanics of Nonequilibrium Liquids
- Statistical mechanics: theory and molecular simulation.
- Sticky couplings of multidimensional diffusions with different drifts
- The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
- Time averages for kinetic Fokker-Planck equations
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
This page was built for publication: Error estimates and variance reduction for nonequilibrium stochastic dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7012122)