Random batch methods (RBM) for interacting particle systems

DOI10.1016/j.jcp.2019.108877zbMath1453.82065OpenAlexW3109436836MaRDI QIDQ2222655

Publication date: 27 January 2021

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2019.108877

zbMATH Keywords

Langevin equation interacting particle systems mean field limit asymptotic-preserving random batch

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Monte Carlo methods applied to problems in statistical mechanics (82M31)

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Cites Work