Error analysis of the transport properties of Metropolized schemes

DOI10.1051/proc/201448016zbMath1338.60207arXiv1402.6537OpenAlexW2963227446MaRDI QIDQ5744933

Max Fathi, Gabriel Stoltz, Ahmed-Amine Homman

Publication date: 10 February 2016

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.6537

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items

Extending the Regime of Linear Response with Synthetic Forcings, Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms, SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations, Langevin Dynamics With General Kinetic Energies, Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics, Partial differential equations and stochastic methods in molecular dynamics, Scaling limits for the generalized Langevin equation, Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states, Geometric integrators and the Hamiltonian Monte Carlo method

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