Numerical integrators for confined Langevin dynamics

arXiv2404.16584MaRDI QIDQ6532034FDOQ6532034

Authors: Benedict Leimkuhler, M. V. Tretyakov 

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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