Pages that link to "Item:Q2927824"

The following pages link to High order numerical approximation of the invariant measure of ergodic SDEs (Q2927824):

Displaying 34 items.

• Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations (Q487672) (← links)
• Approximation of invariant measure for damped stochastic nonlinear Schrödinger equation via an ergodic numerical scheme (Q512837) (← links)
• Pairwise adaptive thermostats for improved accuracy and stability in dissipative particle dynamics (Q525935) (← links)
• Computing ergodic limits for Langevin equations (Q885910) (← links)
• Ergodic numerical approximation to periodic measures of stochastic differential equations (Q2043202) (← links)
• Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation (Q2083331) (← links)
• A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
• Bridging the gap between constant step size stochastic gradient descent and Markov chains (Q2196224) (← links)
• Invariant measures of the Milstein method for stochastic differential equations with commutative noise (Q2279356) (← links)
• Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502) (← links)
• Error estimates on ergodic properties of discretized Feynman-Kac semigroups (Q2326369) (← 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)
• CLT for approximating ergodic limit of SPDEs via a full discretization (Q2685900) (← links)
• Adaptive thermostats for noisy gradient systems (Q2790085) (← links)
• Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme (Q2967593) (← links)
• High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise (Q3186110) (← links)
• Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method (Q3296473) (← 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)
• Efficient Numerical Algorithms for the Generalized Langevin Equation (Q5037539) (← links)
• A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics (Q5043369) (← links)
• (Q5053262) (← links)
• Ergodic SDEs on submanifolds and related numerical sampling schemes (Q5110268) (← links)
• Time Correlation Functions of Equilibrium and Nonequilibrium Langevin Dynamics: Derivations and Numerics Using Random Numbers (Q5140613) (← links)
• Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs (Q5235096) (← links)
• Numerical approximation of invariant measures for hybrid diffusion systems (Q5274099) (← links)
• Optimal explicit stabilized postprocessed \(\tau\)-leap method for the simulation of chemical kinetics (Q6094756) (← links)
• Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models (Q6165984) (← links)
• The forward-backward envelope for sampling with the overdamped Langevin algorithm (Q6173566) (← links)
• Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme (Q6197999) (← links)
• Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients (Q6540040) (← 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)