Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds

DOI10.1007/s10208-021-09495-yzbMath1487.60112arXiv2006.09743OpenAlexW3168460961WikidataQ114228268 ScholiaQ114228268MaRDI QIDQ2671292

Adrien Laurent, Gilles Vilmart

Publication date: 3 June 2022

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.09743

zbMATH Keywords

manifoldsergodicityinvariant measureorder conditionsconstrained stochastic differential equationsexotic aromatic B-series

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (5)

A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics ⋮ On the conservative character of discretizations to Itô-Hamiltonian systems with small noise ⋮ The aromatic bicomplex for the description of divergence-free aromatic forms and volume-preserving integrators ⋮ The Lie derivative and Noether's theorem on the aromatic bicomplex for the study of volume-preserving numerical integrators ⋮ Unnamed Item

Uses Software

• RODAS

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