Pages that link to "Item:Q2903058"
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The following pages link to Weak backward error analysis for SDEs (Q2903058):
Displaying 27 items.
- Rough path recursions and diffusion approximations (Q259589) (← links)
- Modified equations for weakly convergent stochastic symplectic schemes via their generating functions (Q329031) (← links)
- Pairwise adaptive thermostats for improved accuracy and stability in dissipative particle dynamics (Q525935) (← links)
- Weak backward error analysis for Langevin process (Q906954) (← links)
- More on the long time stability of Feynman-Kac semigroups (Q2062277) (← links)
- Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions (Q2101091) (← links)
- Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720) (← links)
- Weak backward error analysis for stochastic Hamiltonian systems (Q2273193) (← links)
- Error estimates on ergodic properties of discretized Feynman-Kac semigroups (Q2326369) (← links)
- Modified equations for stochastic differential equations (Q2492724) (← links)
- Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds (Q2671292) (← links)
- Accurate and robust splitting methods for the generalized Langevin equation with a positive prony series memory kernel (Q2672777) (← links)
- Adaptive thermostats for noisy gradient systems (Q2790085) (← links)
- Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration (Q4555226) (← links)
- Accurate and Efficient Splitting Methods for Dissipative Particle Dynamics (Q4997388) (← links)
- Computing effective diffusivities in 3D time-dependent chaotic flows with a convergent Lagrangian numerical method (Q5038942) (← links)
- A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics (Q5043369) (← links)
- Ergodic SDEs on submanifolds and related numerical sampling schemes (Q5110268) (← links)
- Large time behaviors of upwind schemes and $B$-schemes for Fokker-Planck equations on $\mathbb {R}$ by jump processes (Q5113668) (← links)
- Time Correlation Functions of Equilibrium and Nonequilibrium Langevin Dynamics: Derivations and Numerics Using Random Numbers (Q5140613) (← links)
- Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator (Q5147756) (← links)
- Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs (Q5235096) (← links)
- Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations (Q5886858) (← links)
- Weak error expansion of a numerical scheme with rejection for singular Langevin process (Q6593973) (← links)
- Backward error analysis and the qualitative behaviour of stochastic optimization algorithms: application to stochastic coordinate descent (Q6616289) (← links)
- Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension (Q6616867) (← links)
- Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024 (Q6671623) (← links)
