Analysis of a micro-macro acceleration method with minimum relative entropy moment matching (Q2175337)

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Analysis of a micro-macro acceleration method with minimum relative entropy moment matching
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    Analysis of a micro-macro acceleration method with minimum relative entropy moment matching (English)
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    29 April 2020
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    micro-macro simulations
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    entropy optimisation
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    stiff stochastic differential equations
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    Kullback-Leibler divergence
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    weak convergence
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