Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process

DOI10.1051/m2an/2010044zbMath1201.65011arXiv0903.4518OpenAlexW2148444003MaRDI QIDQ4933346

Raphaël Roux, Benjamin Jourdain, Tony Lelièvre

Publication date: 12 October 2010

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.4518

zbMATH Keywords

convergencenumerical examplesNadaraya-Watson estimatornonlinear stochastic differential equationadaptive biasing force methodconditional McKean nonlinearity, interacting particle systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)

Related Items (10)

Convergence and efficiency of adaptive importance sampling techniques with partial biasing ⋮ The adaptive biasing force algorithm with non-conservative forces and related topics ⋮ Stationary solutions and local equations for interacting diffusions on regular trees ⋮ Analysis of an adaptive biasing force method based on self-interacting dynamics ⋮ Inverting the Markovian projection, with an application to local stochastic volatility models ⋮ Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors ⋮ Partial differential equations and stochastic methods in molecular dynamics ⋮ Long-time convergence of an adaptive biasing force method: the bi-channel case ⋮ Local and global solution for a nonlocal Fokker-Planck equation related to the adaptive biasing force process ⋮ Convergence of the Wang-Landau algorithm

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• Real Interpolation of Sobolev Spaces on Subdomains of Rn

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