Optimal importance sampling for overdamped Langevin dynamics

MaRDI QIDQ6444683zbMATH OpenFDO

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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