Contraction and convergence rates for discretized kinetic Langevin dynamics
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Publication:6552475
DOI10.1137/23m1556289zbMATH Open1545.65011MaRDI QIDQ6552475
Peter A. Whalley, Daniel Paulin, Benedict Leimkuhler
Publication date: 8 June 2024
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical solutions to stochastic differential and integral equations (65C30)
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