Efficient Numerical Algorithms for the Generalized Langevin Equation

DOI10.1137/20M138497XMaRDI QIDQ5037539

Matthias Sachs, Benedict J. Leimkuhler

Publication date: 1 March 2022

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.04245

zbMATH Keywords

Markov chain Monte Carlogeneralized Langevin dynamicssymmetric splitting methods

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Graph theory (including graph drawing) in computer science (68R10) Computer graphics; computational geometry (digital and algorithmic aspects) (68U05)

Related Items (3)

Accurate and robust splitting methods for the generalized Langevin equation with a positive prony series memory kernel ⋮ Mobility Estimation for Langevin Dynamics Using Control Variates ⋮ Slow-fast systems with fractional environment and dynamics

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