Long time accuracy of Lie-Trotter splitting methods for Langevin dynamics
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Publication:2946194
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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