Pages that link to "Item:Q2574509"
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The following pages link to Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. (Q2574509):
Displaying 50 items.
- Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
- Error analysis of modified Langevin dynamics (Q321324) (← links)
- A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
- Ergodicity of truncated stochastic Navier Stokes with deterministic forcing and dispersion (Q347083) (← links)
- An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models (Q348513) (← links)
- A patch that imparts unconditional stability to explicit integrators for Langevin-like equations (Q419615) (← links)
- The transition from ergodic to explosive behavior in a family of stochastic differential equations (Q424484) (← links)
- Stability of partially implicit Langevin schemes and their MCMC variants (Q429995) (← links)
- A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498) (← links)
- Modularity of directed networks: cycle decomposition approach (Q494276) (← links)
- Approximation of invariant measure for damped stochastic nonlinear Schrödinger equation via an ergodic numerical scheme (Q512837) (← links)
- Nonequilibrium statistical mechanics of a solid immersed in a continuum (Q521542) (← links)
- Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics (Q530090) (← links)
- The Langevin limit of the Nosé-Hoover-Langevin thermostat (Q548135) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- Comparing the efficiencies of stochastic isothermal molecular dynamics methods (Q634158) (← links)
- Ergodic properties of a model for turbulent dispersion of inertial particles (Q647381) (← links)
- Convergence of the stochastic Euler scheme for locally Lipschitz coefficients (Q656817) (← links)
- Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing (Q713212) (← links)
- A rapid numerical algorithm to compute matrix inversion (Q715101) (← links)
- Fluctuations in the heterogeneous multiscale methods for fast-slow systems (Q721963) (← links)
- A stochastic version of the jansen and rit neural mass model: analysis and numerics (Q723672) (← links)
- Erratum to ``A comparison of generalized hybrid Monte Carlo methods with and without momentum flip'' (Q733006) (← links)
- Stochastic Schrödinger-Lohe model (Q820518) (← links)
- Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs (Q850975) (← links)
- Computing ergodic limits for Langevin equations (Q885910) (← links)
- Weak backward error analysis for Langevin process (Q906954) (← links)
- Heat conduction and entropy production in anharmonic crystals with self-consistent stochastic reservoirs (Q1022370) (← links)
- Phase transitions and metastability in Markovian and molecular systems (Q1431561) (← links)
- Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate (Q1617125) (← links)
- Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms (Q1643817) (← links)
- Non-equilibrium steady states for networks of oscillators (Q1663876) (← links)
- Estimating the speed-up of adaptively restrained Langevin dynamics (Q1685613) (← links)
- Numerical approximation of random periodic solutions of stochastic differential equations (Q1690541) (← links)
- Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification (Q1695336) (← links)
- Stochastic heavy ball (Q1697485) (← links)
- Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms (Q1731001) (← links)
- A stochastic SIRS epidemic model with nonlinear incidence rate (Q1735437) (← links)
- On one-dimensional Riccati diffusions (Q1737966) (← links)
- Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
- Transition manifolds of complex metastable systems. Theory and data-driven computation of effective dynamics (Q1744114) (← links)
- Continuous limits of classical repeated interaction systems (Q1936411) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations (Q1984647) (← links)
- Well-posedness and long time behavior of singular Langevin stochastic differential equations (Q1986006) (← links)
- Exponential ergodicity for SDEs under the total variation (Q1991701) (← links)
- Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
- Exponential ergodicity for stochastic Langevin equation with partial dissipative drift (Q1996375) (← links)
- Ergodicity \& dynamical aspects of a stochastic childhood disease model (Q1998422) (← links)
- Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) (← links)
