Accelerating Brownian motion on N-torus
From MaRDI portal
Publication:385124
DOI10.1016/J.SPL.2013.02.009zbMATH Open1277.35274OpenAlexW1977762890MaRDI QIDQ385124FDOQ385124
Authors: Hui-Ming Pai, Chii-Ruey Hwang 
Publication date: 29 November 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.009
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
Spectral theory and eigenvalue problems for partial differential equations (35P99) Acceleration of convergence in numerical analysis (65B99)
Cites Work
- Title not available (Why is that?)
- Accelerating diffusions
- Accelerating Gaussian diffusions
- Ordering and improving the performance of Monte Carlo Markov chains.
- The behavior of the spectral gap under growing drift
- Geometric ergodicity and the spectral gap of non-reversible Markov chains
- Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales
- 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
This page was built for publication: Accelerating Brownian motion on \(N\)-torus
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q385124)
