Long time accuracy of Lie-Trotter splitting methods for Langevin dynamics
Contributeurs/tricesAbdulle, Assyr; Vilmart, Gilles ; Zygalakis, Konstantinos C.
Publié dansSIAM journal on mathematical analysis, vol. 53, no. 1, p. 1-16
Date de publication2015
Résumé
Mots-clés
- Stochastic differential equations
- Splitting method
- Langevin dynamics
- Weak convergence
- Modified differential equations
- Backward error analysis
- Invariant measure
- Ergodicity
Structure d'affiliation
Groupe de recherche
Financement
- Swiss National Science Foundation - 200020 144313/1
Citation (format ISO)
ABDULLE, Assyr, VILMART, Gilles, ZYGALAKIS, Konstantinos C. Long time accuracy of Lie-Trotter splitting methods for Langevin dynamics. In: SIAM journal on mathematical analysis, 2015, vol. 53, n° 1, p. 1–16. doi: 10.1137/140962644
Fichiers principaux (1)
Article (Submitted version)
Identifiants
- PID : unige:41848
- DOI : 10.1137/140962644
ISSN du journal0036-1410