Adaptive Thermostats for Noisy Gradient Systems

DOI10.1137/15M102318XzbMath1382.65019arXiv1505.06889MaRDI QIDQ2790085

Xiaocheng Shang, Benedict J. Leimkuhler

Publication date: 2 March 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.06889

zbMATH Keywords

stochastic differential equationsergodicityinvariant measuremachine learningBayesian samplingadaptive thermostat

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Numerical solutions to stochastic differential and integral equations (65C30) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

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Uses Software

• AMBER
• AdResS
• CP2K

Cites Work

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