Weak error expansion of a stopped numerical scheme for singular Langevin process
Fuente:
arXiv
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| Format: | Preprint |
| Published: |
2023
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| _version_ | 1866911854864891904 |
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| author | Journel, Lucas |
| author_facet | Journel, Lucas |
| contents | We show expansion \textit{à la Talay-Tubaro} of a stopped numerical scheme for the Langevin process in the case of a singular potential. In order to achieve this, we provide estimates on the associated semi-group of the process. The class of admissible potentials includes the Lennard-Jones interaction with confinement, which is an important potential in molecular dynamics and served as the primary motivation for this study. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2306_13523 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Weak error expansion of a stopped numerical scheme for singular Langevin process Journel, Lucas Probability 60J60 65C30 46N30 We show expansion \textit{à la Talay-Tubaro} of a stopped numerical scheme for the Langevin process in the case of a singular potential. In order to achieve this, we provide estimates on the associated semi-group of the process. The class of admissible potentials includes the Lennard-Jones interaction with confinement, which is an important potential in molecular dynamics and served as the primary motivation for this study. |
| title | Weak error expansion of a stopped numerical scheme for singular Langevin process |
| topic | Probability 60J60 65C30 46N30 |
| url | https://arxiv.org/abs/2306.13523 |