A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics
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Publication:5043369
invariant measuremanifoldsuniform accuracyconstrained stochastic differential equationspenalized Langevin dynamics
Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Constrained dynamics, Dirac's theory of constraints (70H45)
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Cites work
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Cited in
(5)- Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime
- Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024
- A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics
- A patch that imparts unconditional stability to explicit integrators for Langevin-like equations
- Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime
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