Convergence of simulated annealing using kinetic Langevin dynamics
DOI10.1214/24-EJP1138zbMATH Open1547.35681MaRDI QIDQ6595692FDOQ6595692
Authors: Xue Dong He, Xiaolu Tan, Ruocheng Wu 
Publication date: 30 August 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Numerical optimization and variational techniques (65K10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Approximation methods and heuristics in mathematical programming (90C59) Asymptotic behavior of solutions to PDEs (35B40) PDEs in connection with statistical mechanics (35Q82) Fokker-Planck equations (35Q84) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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