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Analysis of a micro-macro acceleration method with minimum relative entropy moment matching - MaRDI portal

Analysis of a micro-macro acceleration method with minimum relative entropy moment matching

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Publication:6296049

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DOI10.1016/j.spa.2019.10.008arXiv1801.01740WikidataQ126994240 ScholiaQ126994240MaRDI QIDQ6296049

Giovanni Samaey, Przemysław Zieliński, Tony Lelièvre

Publication date: 5 January 2018

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Measures of information, entropy (94A17) Numerical solution to inverse problems in abstract spaces (65J22)

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