Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics (Q530090)
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scientific article; zbMATH DE number 6728592
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| English | Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics |
scientific article; zbMATH DE number 6728592 |
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Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics (English)
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9 June 2017
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Langevin dynamics
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stochastic differential equation
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strong error estimates
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Euler-Maruyama discretization
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0.7287755608558655
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0.719946026802063
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0.718025267124176
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0.7132595777511597
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0.7104671001434326
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