Long time accuracy of Lie-Trotter splitting methods for Langevin dynamics
ContributorsAbdulle, Assyr; Vilmart, Gilles
; Zygalakis, Konstantinos C.

Published inSIAM journal on mathematical analysis, vol. 53, no. 1, p. 1-16
Publication date2015
Abstract
Keywords
- Stochastic differential equations
- Splitting method
- Langevin dynamics
- Weak convergence
- Modified differential equations
- Backward error analysis
- Invariant measure
- Ergodicity
Affiliation
Research group
Funding
- Swiss National Science Foundation - 200020 144313/1
Citation (ISO format)
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
Main files (1)
Article (Submitted version)

Identifiers
- PID : unige:41848
- DOI : 10.1137/140962644
ISSN of the journal0036-1410