Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations

DOI10.1016/j.crma.2019.04.008OpenAlexW2963888320WikidataQ128024008 ScholiaQ128024008MaRDI QIDQ2419644

Grigorios A. Pavliotis, Gilles Vilmart, Assyr Abdulle

Publication date: 14 June 2019

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.03024

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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A Micro-Macro Markov Chain Monte Carlo Method for Molecular Dynamics using Reaction Coordinate Proposals ⋮ Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds ⋮ Multirevolution Integrators for Differential Equations with Fast Stochastic Oscillations

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