Long time accuracy of Lie-Trotter splitting methods for Langevin dynamics
DOI10.1137/140962644zbMATH Open1327.65015OpenAlexW1973794074MaRDI QIDQ2946194FDOQ2946194
Authors: Assyr Abdulle, Gilles Vilmart, Konstantinos C. Zygalakis 
Publication date: 16 September 2015
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/140962644
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ergodicityweak convergenceinvariant measurestochastic differential equationssplitting methodbackward error analysisLangevin dynamicsmodified differential equations
Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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