Metropolis Integration Schemes for Self-Adjoint Diffusions (Q5250352)

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scientific article; zbMATH DE number 6437165
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Metropolis Integration Schemes for Self-Adjoint Diffusions
scientific article; zbMATH DE number 6437165

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    Metropolis Integration Schemes for Self-Adjoint Diffusions (English)
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    19 May 2015
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    explicit integrators
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    Brownian dynamics with hydrodynamic interactions
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    Metropolis-Hastings algorithm
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    small noise limit
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    predictor-corrector schemes
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    DNA simulations
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    ergodicity
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    fluctuation-dissipation theorem
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    Runge-Kutta algorithm
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    Monte Carlo scheme
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    diffusion
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