Effective dynamics for non-reversible stochastic differential equations: a quantitative study

DOI10.1088/1361-6544/ab34bfzbMath1488.60147arXiv1809.10498OpenAlexW3103635096MaRDI QIDQ5240865

Tony Lelièvre, Upanshu Sharma, Frédéric Legoll

Publication date: 29 October 2019

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.10498

zbMATH Keywords

averagingeffective dynamics for SDEspathwise estimatesnon-reversible SDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (8)

ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems ⋮ Dynamical Properties of Coarse-Grained Linear SDEs ⋮ Quantitative Coarse-Graining of Markov Chains ⋮ Coarse-Graining of Overdamped Langevin Dynamics via the Mori--Zwanzig Formalism ⋮ Coarse Graining of Nonreversible Stochastic Differential Equations: Quantitative Results and Connections to Averaging ⋮ Pathwise Estimates for Effective Dynamics: The Case of Nonlinear Vectorial Reaction Coordinates ⋮ NonReversible Sampling Schemes on Submanifolds ⋮ A reduction scheme for coupled Brownian harmonic oscillators

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