Scaling limits for the generalized Langevin equation

DOI10.1007/s00332-020-09671-4zbMath1473.35057arXiv2007.16087OpenAlexW3120055196MaRDI QIDQ2022593

Gabriel Stoltz, Grigorios A. Pavliotis, U. Vaes

Publication date: 29 April 2021

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.16087

zbMATH Keywords

effective diffusion coefficienthypocoercivitylongtime behaviorFourier/Hermite spectral methodsoverdamped and underdamped limitsquasi-Markovian models

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic behavior of solutions to PDEs (35B40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of functional analysis in probability theory and statistics (46N30) Fokker-Planck equations (35Q84)

Related Items (5)

Efficient Numerical Algorithms for the Generalized Langevin Equation ⋮ Derivative-Free Bayesian Inversion Using Multiscale Dynamics ⋮ On the Generalized Langevin Equation for Simulated Annealing ⋮ Mobility Estimation for Langevin Dynamics Using Control Variates ⋮ \(\mathrm{L}^2\)-hypocoercivity and large time asymptotics of the linearized Vlasov-Poisson-Fokker-Planck system

Uses Software

• SciPy

Cites Work

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