The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
By B. Leimkuhler, Charles Matthews, Gabriel Stoltz. 2013
184 citations recorded by the source corpus.
a la Talay-Tubaro on the invariant distribution for small stepsize, and compare the sampling bias obtained for various choices of splitting method. We further investigate the overdamped limit and apply the methods in the context of driven systems where the goal is sampling with respect to a non-equilibrium steady state. Our analyses are illustrated by numerical experiments.
Subfields: Condensed Matter Physics, Statistical and Nonlinear Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/e175dbc52f3274b29d133821869058664d74dfcd
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In Condensed Matter Physics
In Statistical and Nonlinear Physics
In Statistics and Probability
Citations in the corpus
- Bayesian Sampling Using Stochastic Gradient Thermostats (2014, background): “This issue has been extensively studied by previous work such as [20, 22, 15, 12].”