Error analysis of modified Langevin dynamics

DOI10.1007/s10955-016-1544-6zbMath1348.82066arXiv1601.07411OpenAlexW3099877593MaRDI QIDQ321324

Gabriel Stoltz, Stephane Redon, Zofia Trstanova

Publication date: 13 October 2016

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.07411

zbMATH Keywords

ergodicityvariance reductionLangevin dynamicslinear responsefunctional estimates

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Fokker-Planck equations (35Q84)

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