Computing ergodic limits for Langevin equations
- Author
- MILSTEIN, G. N1 ; TRETYAKOV, M. V2
[1] Ural State University, Lenin Str 51, 620083 Ekaterinburg, Russian Federation
[2] Department of Mathematics, University of Leicester, Leicester LEI 7RH, United Kingdom - Source
Physica. D. 2007, Vol 229, Num 1, pp 81-95, 15 p ; ref : 33 ref
- CODEN
- PDNPDT
- ISSN
- 0167-2789
- Scientific domain
- Theoretical physics
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- Russian
- Author keyword
- Ergodic limits Gibbs distribution Gradient systems with noise Langevin equations Monte Carlo technique Nonglobally Lipschitz conditions Quasi-symplectic numerical methods
- Keyword (fr)
- Amortissement Bruit additif Condition Lipschitz Equation Langevin Equation différentielle Equation stochastique Equilibre thermique Intégration numérique Invariant Modèle Méthode Monte Carlo Méthode numérique Méthode stochastique Oscillateur Pendule Phénomène non linéaire Trajectoire
- Keyword (en)
- Damping Additive noise Lipschitz condition Langevin equation Differential equations Stochastic equation Thermal equilibrium Numerical integration Invariant Models Monte Carlo methods Numerical method Stochastic method Oscillators Pendulums Non linear phenomenon Trajectories
- Keyword (es)
- Ruido aditivo Condicion Lipschitz Ecuación estocástica Integración numérica Invariante Modelo Método numérico Método estocástico Fenómeno no lineal
- Classification
- Pascal
- 001 Exact sciences and technology / 001B Physics
- Discipline
- Theoretical physics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 18752916
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.physd.2007.03.011 
https://dx.doi.org/10.1016/j.physd.2007.03.011
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