Optimal importance sampling for overdamped Langevin dynamics

arXiv2307.11744MaRDI QIDQ6444683FDOQ6444683

Authors: Tony Lelièvre, Gabriel Stoltz 

Publication date: 11 July 2023

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) PDEs in connection with statistical mechanics (35Q82) PDEs in connection with control and optimization (35Q93) Monte Carlo methods applied to problems in statistical mechanics (82M31)

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