Long time accuracy of Lie-Trotter splitting methods for Langevin dynamics (Q2946194)
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scientific article; zbMATH DE number 6482618
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| English | Long time accuracy of Lie-Trotter splitting methods for Langevin dynamics |
scientific article; zbMATH DE number 6482618 |
Statements
Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics (English)
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16 September 2015
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stochastic differential equations
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splitting method
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Langevin dynamics
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weak convergence
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modified differential equations
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backward error analysis
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invariant measure
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ergodicity
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0.8243238925933838
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0.7804820537567139
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0.7420295476913452
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0.7175636887550354
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0.717383623123169
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