Accelerating Brownian motion on N-torus
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Recommendations
- Accelerating diffusion by incompressible drift on the two-dimensional torus
- Accelerating diffusion on compact Riemannian surfaces by incompressible drift
- On how to use drift to push the spectral gap of a diffusion on \(S^{2}\) to infinity
- Accelerating diffusions
- Accelerating planar Ornstein-Uhlenbeck diffusion with suitable drift
Cites work
- scientific article; zbMATH DE number 3622441 (Why is no real title available?)
- Accelerating Gaussian diffusions
- Accelerating diffusions
- Geometric ergodicity and the spectral gap of non-reversible Markov chains
- Ordering and improving the performance of Monte Carlo Markov chains.
- Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales
- The behavior of the spectral gap under growing drift
- Variance bounding Markov chains
Cited in
(10)- Optimal variance reduction for Markov chain Monte Carlo
- Dirichlet eigenvalue problems of irreversible Langevin diffusion
- Variational formulas for asymptotic variance of general discrete-time Markov chains
- Accelerating diffusion by incompressible drift on the two-dimensional torus
- Accelerating diffusion on compact Riemannian surfaces by incompressible drift
- Variance reduction for diffusions
- Accelerating planar Ornstein-Uhlenbeck diffusion with suitable drift
- Attaining the optimal Gaussian diffusion acceleration
- On how to use drift to push the spectral gap of a diffusion on \(S^{2}\) to infinity
- On shifting the principal eigenvalue of Dirichlet problem to infinity with non-transversal incompressible drift
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