Pathwise estimates for an effective dynamics

DOI10.1016/j.spa.2017.01.001zbMath1395.60061arXiv1605.02644OpenAlexW2963908247MaRDI QIDQ2402426

Frédéric Legoll, Stefano Olla, Tony Lelièvre

Publication date: 7 September 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.02644

zbMATH Keywords

averagingeffective dynamics for SDEspathwise estimates

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29)

Related Items (10)

Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics ⋮ Dynamical Properties of Coarse-Grained Linear SDEs ⋮ Quantitative Coarse-Graining of Markov Chains ⋮ Coarse-Graining of Overdamped Langevin Dynamics via the Mori--Zwanzig Formalism ⋮ An Automatic Adaptive Importance Sampling Algorithm for Molecular Dynamics in Reaction Coordinates ⋮ Coarse Graining of Nonreversible Stochastic Differential Equations: Quantitative Results and Connections to Averaging ⋮ Pathwise Estimates for Effective Dynamics: The Case of Nonlinear Vectorial Reaction Coordinates ⋮ Effective dynamics for non-reversible stochastic differential equations: a quantitative study ⋮ Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory ⋮ NonReversible Sampling Schemes on Submanifolds

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