On the long-time integration of stochastic gradient systems
This article addresses the weak convergence of numerical methods for Brownian dynamics. Typical analyses of numerical methods for stochastic differential equations focus on properties such as the weak order which estimates the asymptotic (stepsize h → 0) convergence behavior of the error of finite...
| Main Authors: | , , |
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| Format: | Article |
| Published: |
Royal Society
2014
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| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/29287/ |