Error estimates on ergodic properties of discretized Feynman-Kac semigroups

DOI10.1007/s00211-019-01059-1zbMath1457.65154arXiv1712.04013OpenAlexW2963280597WikidataQ127518025 ScholiaQ127518025MaRDI QIDQ2326369

Gabriel Stoltz, Grégoire Ferré

Publication date: 7 October 2019

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.04013

zbMATH Keywords

ergodic propertiesFeynman-Kac semigroupsdiffusion Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Diffusion processes (60J60) Large deviations (60F10) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to equations with nonlinear operators (65J15) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Dynamical aspects of statistical mechanics (37A60) Fokker-Planck equations (35Q84) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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