Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions
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Publication:1703077
DOI10.1007/s10955-017-1906-8zbMath1387.35580arXiv1705.00170OpenAlexW3105693600WikidataQ59615111 ScholiaQ59615111MaRDI QIDQ1703077
Grigorios A. Pavliotis, Nikolas Nüsken, Andrew B. Duncan
Publication date: 1 March 2018
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.00170
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Perturbations in context of PDEs (35B20) Fokker-Planck equations (35Q84)
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