Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration (Q4555226)

scientific article; zbMATH DE number 6981322

Language	Label	Description	Also known as
English	Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration	scientific article; zbMATH DE number 6981322

Statements

instance of

scholarly article

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title

Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration (English)

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author

Assyr Abdulle

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published in

Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology

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publication date

19 November 2018

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zbMATH Keywords

accurate stochastic integrators

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stochastic differential equations

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ergodic stochastic systems

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-319-62627-7_4

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cites work

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The heterogeneous multiscale method

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High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs

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Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics

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Long-Run Accuracy of Variational Integrators in the Stochastic Context

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Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs

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High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise

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Multiscale stochastic simulation algorithm with stochastic partial equilibrium assumption for chemically reacting systems

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Numerical integrators based on modified differential equations

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Weak Backward Error Analysis for SDEs

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Analysis of multiscale methods for stochastic differential equations

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Nested stochastic simulation algorithms for chemical kinetic systems with multiple time scales

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Geometric Numerical Integration

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\(A\)-stability and stochastic mean-square stability

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Q4004325

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Weak backward error analysis for Langevin process

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Weak backward error analysis for overdamped Langevin processes

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Rational Construction of Stochastic Numerical Methods for Molecular Sampling

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Molecular dynamics. With deterministic and stochastic numerical methods

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The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics

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Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.

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Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations

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Weak Approximation of Solutions of Systems of Stochastic Differential Equations

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Q4826106

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Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients

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Computing ergodic limits for Langevin equations

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Multiscale Methods

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Q3487919

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Exponential convergence of Langevin distributions and their discrete approximations

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Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations

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Q3331110

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Second-order discretization schemes of stochastic differential systems for the computation of the invariant law

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On the Existence and the Applications of Modified Equations for Stochastic Differential Equations

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Identifiers

zbMATH Open document ID

1402.65011

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DOI

10.1007/978-3-319-62627-7_4

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4555226