Transient subtraction: a control variate method for computing transport coefficients

DOI10.1007/S10955-025-03424-XMaRDI QIDQ6992093zbMATH OpenFDO

Authors Pierre Monmarché, Gabriel Stoltz

Publication date 28 April 2025

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10955-025-03424-X

zbMATH Keywords

Langevin dynamicsstochastic differential equationstransport coefficientsvariance reduction

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Numerical analysis or methods applied to Markov chains (65C40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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