A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics (Q5043369)

scientific article; zbMATH DE number 7605328

Language	Label	Description	Also known as
English	A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics	scientific article; zbMATH DE number 7605328

Statements

instance of

scholarly article

0 references

title

A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics (English)

0 references

author

Adrien Laurent

0 references

published in

SIAM Journal on Scientific Computing

0 references

publication date

21 October 2022

0 references

full work available at URL

https://arxiv.org/abs/2110.03222

0 references

zbMATH Keywords

constrained stochastic differential equations

0 references

penalized Langevin dynamics

0 references

manifolds

0 references

uniform accuracy

0 references

invariant measure

0 references

describes a project that uses

RODAS

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

0 references

High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs

0 references

Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics

0 references

Uniformly accurate schemes for drift-oscillatory stochastic differential equations

0 references

RATTLE: A ''velocity'' version of the SHAKE algorithm for molecular dynamics calculations

0 references

Long-Run Accuracy of Variational Integrators in the Stochastic Context

0 references

On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes

0 references

Approximate compositions of a near identity map by multi-revolution Runge-Kutta methods

0 references

On explicit multi-revolution Runge-Kutta schemes

0 references

Uniformly accurate numerical schemes for highly oscillatory Klein-Gordon and nonlinear Schrödinger equations

0 references

A new class of uniformly accurate numerical schemes for highly oscillatory evolution equations

0 references

A uniformly accurate numerical method for a class of dissipative systems

0 references

Multi-revolution composition methods for highly oscillatory differential equations

0 references

Projection of diffusions on submanifolds: Application to mean force computation

0 references

Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations

0 references

Weak Backward Error Analysis for SDEs

0 references

Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods

0 references

Geometric Numerical Integration

0 references

Solving Ordinary Differential Equations II

0 references

Q3883249

0 references

Monte Carlo sampling methods using Markov chains and their applications

0 references

Q4898285

0 references

Weak backward error analysis for Langevin process

0 references

Weak backward error analysis for overdamped Langevin processes

0 references

Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs

0 references

Multirevolution Integrators for Differential Equations with Fast Stochastic Oscillations

0 references

Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds

0 references

Rational Construction of Stochastic Numerical Methods for Molecular Sampling

0 references

The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics

0 references

Analysis of some discretization schemes for constrained stochastic differential equations

0 references

Q3560913

0 references

Langevin dynamics with constraints and computation of free energy differences

0 references

Hybrid Monte Carlo methods for sampling probability measures on submanifolds

0 references

Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.

0 references

A new approach to the construction of multirevolution methods and their implementation

0 references

Equation of State Calculations by Fast Computing Machines

0 references

Q4826106

0 references

Implicit Mass-matrix Penalization of Hamiltonian Dynamics with Application to Exact Sampling of Stiff Systems

0 references

Expansion of the global error for numerical schemes solving stochastic differential equations

0 references

Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise

0 references

Postprocessed Integrators for the High Order Integration of Ergodic SDEs

0 references

Monte Carlo on Manifolds: Sampling Densities and Integrating Functions

0 references

Ergodic SDEs on submanifolds and related numerical sampling schemes

0 references

On the Existence and the Applications of Modified Equations for Stochastic Differential Equations

0 references

Identifiers

DOI

10.1137/21M1455188

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5043369