On the long-time integration of stochastic gradient systems

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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...

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Bibliographic Details
Main Authors:	Leimkuhler, B., Matthews, C., Tretyakov, M.V.
Format:	Article
Published:	Royal Society 2014
Subjects:	stochastic gradient systems weak convergence Brownian dynamics stochastic differential equation
Online Access:	https://eprints.nottingham.ac.uk/29287/

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