scientific article; zbMATH DE number 1851000
From MaRDI portal
Publication:4786851
zbMath1011.60039MaRDI QIDQ4786851
Publication date: 25 May 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (only showing first 100 items - show all)
Long-time behaviour and propagation of chaos for mean field kinetic particles ⋮ Convergence of stochastic-extended Lagrangian molecular dynamics method for polarizable force field simulation ⋮ Uniform long-time and propagation of chaos estimates for mean field kinetic particles in non-convex landscapes ⋮ Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations ⋮ Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential ⋮ Optimal discretization of stochastic integrals driven by general Brownian semimartingale ⋮ Hypocoercivity in metastable settings and kinetic simulated annealing ⋮ Stochastic discrete Hamiltonian variational integrators ⋮ Hypocoercivity with Schur complements ⋮ \(L^p\) estimates for degenerate non-local Kolmogorov operators ⋮ Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints ⋮ Strong Consistency of Bayesian Estimator Under Discrete Observations and Unknown Transition Density ⋮ An adaptive scheme for the approximation of dissipative systems ⋮ Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density ⋮ Error analysis of modified Langevin dynamics ⋮ Numerical simulation of stochastic evolution equations associated to quantum Markov semigroups ⋮ Order-preserving strong schemes for SDEs with locally Lipschitz coefficients ⋮ Spectral methods for Langevin dynamics and associated error estimates ⋮ Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients ⋮ Bakry-Émery meet Villani ⋮ Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations ⋮ Integral and probabilistic representations for systems of elliptic equations ⋮ Hypocoercive estimates on foliations and velocity spherical Brownian motion ⋮ Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals ⋮ Local densities for a class of degenerate diffusions ⋮ Derivative formula and applications for degenerate diffusion semigroups ⋮ Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds ⋮ Computing ergodic limits for Langevin equations ⋮ Convergence of nonequilibrium Langevin dynamics for planar flows ⋮ On the conservative character of discretizations to Itô-Hamiltonian systems with small noise ⋮ Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming ⋮ On explicit \(L^2\)-convergence rate estimate for underdamped Langevin dynamics ⋮ Extending the Regime of Linear Response with Synthetic Forcings ⋮ Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo ⋮ A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations ⋮ Convergence rates for nonequilibrium Langevin dynamics ⋮ High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions ⋮ Trend to Equilibrium for a Delay Vlasov--Fokker--Planck Equation and Explicit Decay Estimates ⋮ Hypocoercivity Properties of Adaptive Langevin Dynamics ⋮ A patch that imparts unconditional stability to explicit integrators for Langevin-like equations ⋮ A spectral theoretical approach for hypocoercivity applied to some degenerate hypoelliptic, and non-local operators ⋮ Explicit parametrix and local limit theorems for some degenerate diffusion processes ⋮ Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients ⋮ Quantitative rates of convergence to non-equilibrium steady state for a weakly anharmonic chain of oscillators ⋮ Weak backward error analysis for Langevin process ⋮ Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme ⋮ \(L^2\) hypocoercivity, deviation bounds, hitting times and Lyapunov functions ⋮ Convergence to equilibrium for granular media equations and their Euler schemes ⋮ Stability of Densities for Perturbed Degenerate Diffusions ⋮ Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients ⋮ Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus ⋮ Ergodic Approximation to Chemical Reaction System with Delay ⋮ Penalization of Nonsmooth Dynamical Systems with Noise: Ergodicity and Asymptotic Formulae for Threshold Crossings Probabilities ⋮ Approximation of the invariant distribution for a class of ergodic jump diffusions ⋮ Method for simulating non-linear stochastic differential equations in ℝ1 ⋮ Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion ⋮ Generalized \(\Gamma\) calculus and application to interacting particles on a graph ⋮ High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion ⋮ Long time behaviour and particle approximation of a generalised Vlasov dynamic ⋮ On the rate of convergence to equilibrium of the Andersen thermostat in molecular dynamics ⋮ Well-posedness and long time behavior of singular Langevin stochastic differential equations ⋮ Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion ⋮ Dynamic approximation of a random information functional ⋮ Martingale problems for some degenerate Kolmogorov equations ⋮ Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics ⋮ Dynamic approximation of a random information functional ⋮ Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices ⋮ Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation ⋮ On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching ⋮ Weak backward error analysis for stochastic Hamiltonian systems ⋮ Scaling limits for the generalized Langevin equation ⋮ Large deviations of empirical measures of diffusions in weighted topologies ⋮ Density estimates for a random noise propagating through a chain of differential equations ⋮ The kinetic Fokker-Planck equation with mean field interaction ⋮ A Perturbative Approach to Control Variates in Molecular Dynamics ⋮ Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts ⋮ Stochastic Hamiltonian flows with singular coefficients ⋮ Theoretical and numerical comparison of some sampling methods for molecular dynamics ⋮ Data-driven probability concentration and sampling on manifold ⋮ Gamma calculus beyond Villani and explicit convergence estimates for Langevin dynamics with singular potentials ⋮ Geometric ergodicity of Langevin dynamics with Coulomb interactions ⋮ Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states ⋮ Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions ⋮ New particle representations for ergodic McKean-Vlasov SDEs ⋮ Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations ⋮ Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes ⋮ A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise ⋮ Density estimates and short-time asymptotics for a hypoelliptic diffusion process ⋮ Hypocoercivity ⋮ Entropic multipliers method for Langevin diffusion and weighted log Sobolev inequalities ⋮ Couplings and quantitative contraction rates for Langevin dynamics ⋮ Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases ⋮ Entropic turnpike estimates for the kinetic Schrödinger problem ⋮ Metropolis Integration Schemes for Self-Adjoint Diffusions ⋮ Numerical solution of conservative finite-dimensional stochastic Schrödinger equations ⋮ Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. ⋮ Weighted L 2-contractivity of Langevin dynamics with singular potentials ⋮ An Adaptive Parareal Algorithm: Application to the Simulation of Molecular Dynamics Trajectories ⋮ Langevin dynamics with space-time periodic nonequilibrium forcing ⋮ The entropy production of stationary diffusions
This page was built for publication:
