Computing ergodic limits for Langevin equations
type: Item
instance of: scholarly article
title: Computing ergodic limits for Langevin equations
zbMATH Open document ID: 1117.65012
author: Grigori N. Milstein
author: M. V. Tretyakov
published in: Physica D
publication date: 2007-06-14T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 65P10
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 37M15
Mathematics Subject Classification ID: 37H10
zbMATH DE Number: 5164859
zbMATH Keywords: quasi-symplectic numerical methods
zbMATH Keywords: nonglobally Lipschitz conditions
zbMATH Keywords: ergodic limits
zbMATH Keywords: gradient systems with noise
zbMATH Keywords: Gibbs distribution
zbMATH Keywords: Monte Carlo technique
zbMATH Keywords: numerical examples
zbMATH Keywords: Van der Pol's equation
MaRDI profile type: Publication
full work available at URL: j.physd.2007.03.011
OpenAlex ID: W2041141176
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DOI: 10.1016/J.PHYSD.2007.03.011
description: scientific article; zbMATH DE number 5164859