A Weak Overdamped Limit Theorem for Langevin Processes

zbMath1439.60075arXiv1709.09866MaRDI QIDQ5208898

Mathias Rousset, Yushun Xu, Pierre-André Zitt

Publication date: 22 January 2020

Full work available at URL: https://arxiv.org/abs/1709.09866

zbMATH Keywords

Langevin dynamicsperturbed test functionoverdamped asymptotics

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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Overdamped limit of generalized stochastic Hamiltonian systems for singular interaction potentials ⋮ Exact targeting of Gibbs distributions using velocity-jump processes ⋮ Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime ⋮ Mobility Estimation for Langevin Dynamics Using Control Variates

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