Less interaction with forward models in Langevin dynamics: enrichment and homotopy

DOI10.1137/23M1546841MaRDI QIDQ6598402

David Sommer, Martin Eigel, Robert Gruhlke

Publication date: 5 September 2024

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

zbMATH Keywords

Langevin dynamicshomotopyBayesian inferenceinteracting particle systemsWasserstein distancecomputational optimal transportmean-field Fokker-Planck equation

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Bayesian inference (62F15) Numerical optimization and variational techniques (65K10) Interacting particle systems in time-dependent statistical mechanics (82C22) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Fokker-Planck equations (35Q84)

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