Measuring the Irreversibility of Numerical Schemes for Reversible Stochastic Differential Equations (Q2925703)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the Irreversibility of Numerical Schemes for Reversible Stochastic Differential Equations |
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Measuring the Irreversibility of Numerical Schemes for Reversible Stochastic Differential Equations (English)
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17 October 2014
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stochastic differential equations
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detailed balance
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reversibility
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relative entropy
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entropy production
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numerical integration
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(overdamped) Langevin process
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Euler-Maruyama method
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Milstein method
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