Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs (Q5235096)

scientific article; zbMATH DE number 7114223

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English	Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs	scientific article; zbMATH DE number 7114223

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instance of

scholarly article

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title

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

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Mathematics of Computation

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publication date

7 October 2019

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full work available at URL

https://arxiv.org/abs/1707.02877

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zbMATH Keywords

stochastic differential equations

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invariant measure

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ergodicity

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exotic aromatic trees

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order conditions

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MaRDI profile type

MaRDI publication profile

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cites work

Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations

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Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs

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High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise

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Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series

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An Algebraic Theory of Integration Methods

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Numerical Methods for Ordinary Differential Equations

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Algebraic structures of B-series

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Preserving first integrals and volume forms of additively split systems

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B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values

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Composition of stochastic B-series with applications to implicit Taylor methods

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Weak Backward Error Analysis for SDEs

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Variance reduction using nonreversible Langevin samplers

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On the Butcher group and general multi-value methods

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Geometric Numerical Integration

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Q3883249

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Rooted tree analysis of the order conditions of row-type scheme for stochastic differential equations

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Rational Construction of Stochastic Numerical Methods for Molecular Sampling

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The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics

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Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion

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

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B-series methods are exactly the affine equivariant methods

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Q3702223

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Computing ergodic limits for Langevin equations

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Aromatic Butcher series

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Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes

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Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations

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Runge-Kutta methods for Itô stochastic differential equations with scalar noise

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Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments

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Identifiers

zbMATH Open document ID

1433.60078

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DOI

10.1090/mcom/3455

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5235096