Data-driven efficient solvers for Langevin dynamics on manifold in high dimensions
DOI10.1016/j.acha.2022.09.003OpenAlexW3134076208MaRDI QIDQ2105115
Yuan Gao, Jian-Guo Liu, Nan Wu
Publication date: 8 December 2022
Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.12787
exponential convergenceVoronoi tessellationreaction coordinatesdiffusion maprandom walk on point cloudsunconditionally stable explicit finite volume scheme
Discrete-time Markov processes on general state spaces (60J05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Numerical solutions to stochastic differential and integral equations (65C30) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Simulation of dynamical systems (37M05) Finite difference methods applied to problems in thermodynamics and heat transfer (80M20) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Fokker-Planck equations (35Q84) Finite volume methods applied to problems in thermodynamics and heat transfer (80M12) Finite volume methods for boundary value problems involving PDEs (65N08) Computational methods for invariant manifolds of dynamical systems (37M21)
Related Items (3)
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