Convergence of adaptive biasing potential methods for diffusions

DOI10.1016/J.CRMA.2016.05.011zbMath1345.60085arXiv1603.08088OpenAlexW2317834548MaRDI QIDQ2630183

Charles-Edouard Bréhier, Michel Benaïm

Publication date: 25 July 2016

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

Full work available at URL: https://arxiv.org/abs/1603.08088

zbMATH Keywords

stochastic approximationdiffusionsalmost sure convergenceadaptive importance sampling

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Analysis of an adaptive biasing force method based on self-interacting dynamics ⋮ Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias

Cites Work

• Unnamed Item
• Self-interacting diffusions.
• Molecular dynamics. With deterministic and stochastic numerical methods

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