A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics
From MaRDI portal
(Redirected from Publication:5043369)
constrained stochastic differential equationsinvariant measuremanifoldspenalized Langevin dynamicsuniform accuracy
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)
Recommendations
- Pathwise accuracy and ergodicity of metropolized integrators for SDEs
- Langevin dynamics with constraints and computation of free energy differences
- Fluctuation-dissipation theorem consistent approximation of the Langevin dynamics model
- Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics
- Data-driven efficient solvers for Langevin dynamics on manifold in high dimensions
Cites work
- A new approach to the construction of multirevolution methods and their implementation
- A new class of uniformly accurate numerical schemes for highly oscillatory evolution equations
- A uniformly accurate numerical method for a class of dissipative systems
- Analysis of some discretization schemes for constrained stochastic differential equations
- Approximate compositions of a near identity map by multi-revolution Runge-Kutta methods
- Asymptotic preserving (AP) schemes for multiscale kinetic and hyperbolic equations: a review
- Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations
- Equation of state calculations by fast computing machines
- Ergodic SDEs on submanifolds and related numerical sampling schemes
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs
- Expansion of the global error for numerical schemes solving stochastic differential equations
- Free energy computations. A mathematical perspective
- Geometric Numerical Integration
- High order numerical approximation of the invariant measure of ergodic SDEs
- High weak order methods for stochastic differential equations based on modified equations
- scientific article; zbMATH DE number 3688420 (Why is no real title available?)
- scientific article; zbMATH DE number 2114382 (Why is no real title available?)
- Hybrid Monte Carlo methods for sampling probability measures on submanifolds
- Implicit mass-matrix penalization of Hamiltonian dynamics with application to exact sampling of stiff systems
- Langevin dynamics with constraints and computation of free energy differences
- Long time accuracy of Lie-Trotter splitting methods for Langevin dynamics
- Long-run accuracy of variational integrators in the stochastic context
- Monte Carlo on Manifolds: Sampling Densities and Integrating Functions
- Monte Carlo sampling methods using Markov chains and their applications
- Multi-revolution composition methods for highly oscillatory differential equations
- Multirevolution integrators for differential equations with fast stochastic oscillations
- On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes
- On explicit multi-revolution Runge-Kutta schemes
- On the existence and the applications of modified equations for stochastic differential equations
- Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds
- Postprocessed integrators for the high order integration of ergodic SDEs
- Projection of diffusions on submanifolds: Application to mean force computation
- Rational construction of stochastic numerical methods for molecular sampling
- RATTLE: A velocity version of the SHAKE algorithm for molecular dynamics calculations
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Solving ordinary differential equations. II: Stiff and differential-algebraic problems.
- The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
- Uniformly accurate numerical schemes for highly oscillatory Klein-Gordon and nonlinear Schrödinger equations
- Uniformly accurate schemes for drift-oscillatory stochastic differential equations
- Weak backward error analysis for Langevin process
- Weak backward error analysis for overdamped Langevin processes
- Weak backward error analysis for SDEs
- Weak second order multirevolution composition methods for highly oscillatory stochastic differential equations with additive or multiplicative noise
Cited in
(6)- Towards sharp error analysis of extended Lagrangian molecular dynamics
- A patch that imparts unconditional stability to explicit integrators for Langevin-like equations
- Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime
- Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime
- A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics
- Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024
This page was built for publication: A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5043369)
