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A Random-Batch Monte Carlo Method for Many-Body Systems with Singular Kernels - MaRDI portal

A Random-Batch Monte Carlo Method for Many-Body Systems with Singular Kernels (Q5112563)

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scientific article; zbMATH DE number 7206737
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English
A Random-Batch Monte Carlo Method for Many-Body Systems with Singular Kernels
scientific article; zbMATH DE number 7206737

    Statements

    title
    A Random-Batch Monte Carlo Method for Many-Body Systems with Singular Kernels (English)
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    author
    Lei Li
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    Zhenli Xu
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    Yue Zhao
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    publication date
    29 May 2020
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    zbMATH Keywords
    Markov chain
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    Monte Carlo
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    Langevin dynamics
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    random-batch method
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    stochastic differential equations
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    Identifiers

    DOI
    10.1137/19M1302077
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    Mathematics Subject Classification ID
    82M31
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    82C31
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    60H35
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    65C05
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    35R60
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    zbMATH DE Number
    7206737
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    arXiv ID
    2003.06554
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