scientific article; zbMATH DE number 66227

MaRDI QIDQ4010837zbMATH OpenFDO

Authors Alberto Frigerio, Gabriele Grillo

Publication date 27 September 1992

zbMATH Keywords

algorithms for determining of the absolute minimumFeynman-Kac formulalarge time behaviour of diffusion processesSchrödinger operatorstochastic differential equation

Mathematics Subject Classification ID

Schrödinger operator, Schrödinger equation (35J10) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Simulated annealing with a potential function with discontinuous gradient on \(\mathbb R^d\)
• Ergodicity of stochastic plates
• An improved annealing method and its large-time behavior
• Long‐Time Behaviour of Langevin Algorithms with Time‐dependent Energy Function
• Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing

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