Long‐Time Behaviour of Langevin Algorithms with Time‐dependent Energy Function

DOI10.1002/MANA.19951720111MaRDI QIDQ4842296zbMATH OpenOpenAlexFDO

Authors Gabriele Grillo

Publication date 27 July 1995

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.19951720111

zbMATH Keywords

diffusion processRiemannian manifoldsimulated annealingspectral gap

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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(4)

• The Langevin Equation as a Global Minimization Algorithm
• On the limits at the Martin boundary for a class of functions
• Real diffusion with complex spectral gap
• Asymptotics of the spectral gap with applications to the theory of simulated annealing

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