A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics (Q5043369)

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A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics

scientific article; zbMATH DE number 7605328

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English	A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics	scientific article; zbMATH DE number 7605328

Statements

instance of

scholarly article

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title

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

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author

Adrien Laurent

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published in

SIAM Journal on Scientific Computing

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publication date

21 October 2022

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full work available at URL

https://arxiv.org/abs/2110.03222

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zbMATH Keywords

constrained stochastic differential equations

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penalized Langevin dynamics

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manifolds

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uniform accuracy

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invariant measure

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describes a project that uses

RODAS

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

DOI

10.1137/21M1455188

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics