Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics

DOI10.1088/1361-6544/aaced5zbMath1394.35210arXiv1712.09920OpenAlexW2780885427WikidataQ59902299 ScholiaQ59902299MaRDI QIDQ4583369

Manh Hong Duong, Upanshu Sharma, André Schlichting, Agnes Lamacz, Mark Adriaan Peletier

Publication date: 28 August 2018

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.09920

zbMATH Keywords

Langevin equationfunctional inequalitiescoarse-grainingrelative entropy techniqueseffective dynamics for SDEslarge-deviation rate functionals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic behavior of solutions to PDEs (35B40) Diffusion processes (60J60) Large deviations (60F10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Second-order parabolic equations (35K10)

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