Weak error expansion of a numerical scheme with rejection for singular Langevin process

DOI10.1051/m2an/2024031zbMath1546.65006MaRDI QIDQ6593973

Lucas Journel

Publication date: 27 August 2024

Published in: European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

numerical schemehypocoercivitysingular interactionsampling of Gibbs measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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