Random Walk Approximation for Irreversible Drift-Diffusion Process on Manifold: Ergodicity, Unconditional Stability and Convergence
DOI10.4208/cicp.oa-2023-0021arXiv2106.01344MaRDI QIDQ6049605
Publication date: 15 September 2023
Published in: Communications in Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.01344
non-equilibrium thermodynamicsexponential ergodicitysymmetric decompositionstructure-preserving numerical schemeenhancement by mixture
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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