Cover Image

Splitting AVF method for generalized Langevin equations: probability density function and geometric ergodicity

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Dai, Xinjie, Liu, Xingyu, Jin, Diancong, Sun, Liying
Format:	Preprint
Published:	2026
Subjects:	Numerical Analysis Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Density functions for the overdamped generalized Langevin equation and its Euler--Maruyama method: smoothness and convergence
by: Dai, Xinjie, et al.
Published: (2024)

Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
by: Dai, Xinjie, et al.
Published: (2026)

Asymptotic error distribution for tamed Euler method with coupled monotonicity condition
by: Dai, Xinjie, et al.
Published: (2026)

Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation
by: Jin, Diancong, et al.
Published: (2023)

Central limit theorem for temporal average of backward Euler--Maruyama method
by: Jin, Diancong
Published: (2023)

Asymptotic error distribution for stochastic Runge--Kutta methods of strong order one
by: Jin, Diancong
Published: (2025)

Convergence in Density of Splitting AVF Scheme for Stochastic Langevin Equation
by: Cui, Jianbo, et al.
Published: (2019)

Convergence analysis for minimum action methods coupled with a finite difference method
by: Hong, Jialin, et al.
Published: (2021)

Asymptotic error distribution of numerical methods for parabolic SPDEs with multiplicative noise
by: Hong, Jialin, et al.
Published: (2025)

A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation
by: Chen, Chuchu, et al.
Published: (2024)

Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs
by: Hong, Jialin, et al.
Published: (2024)

The probabilistic superiority of stochastic symplectic methods via large deviations principles
by: Chen, Chuchu, et al.
Published: (2019)

Relative entropy estimate and geometric ergodicity for implicit Langevin Monte Carlo
by: Li, Lei, et al.
Published: (2025)

Improved weak convergence for the long time simulation of Mean-field Langevin equations
by: Chen, Xingyuan, et al.
Published: (2024)

A quick probability-oriented introduction to operator splitting methods
by: Vovchanskyi, M. B.
Published: (2023)

Splitting integrators for linear Vlasov equations with stochastic perturbations
by: Bréhier, Charles-Edouard, et al.
Published: (2024)

Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation
by: Chen, Chuchu, et al.
Published: (2020)

Multilevel-Langevin pathwise average for Gibbs approximation
by: Egéa, Maxime, et al.
Published: (2021)

Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers
by: Cai, Meng, et al.
Published: (2024)

Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation
by: Hong, Jialin, et al.
Published: (2022)

Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation
by: Liu, Yating
Published: (2022)

Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation
by: Chassagneux, Jean-François, et al.
Published: (2024)

Density convergence of a fully discrete finite difference method for stochastic Cahn--Hilliard equation
by: Hong, Jialin, et al.
Published: (2022)

Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
by: Chen, Chuchu, et al.
Published: (2018)

Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas
by: Gobet, Emmanuel, et al.
Published: (2024)

Correction to "Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations"
by: Paulin, Daniel, et al.
Published: (2024)

Error analysis of an acceleration corrected diffusion approximation of Langevin dynamics with background flow
by: Mori, Yoichiro, et al.
Published: (2025)

Taming singular stochastic differential equations: A numerical method
by: Lê, Khoa, et al.
Published: (2021)

High-precision newton-kantorovich method for nonlinear integral equations
by: Chertoganov, Kirill A., et al.
Published: (2025)

The velocity jump Langevin process and its splitting scheme: long time convergence and numerical accuracy
by: Gouraud, Nicolaï, et al.
Published: (2024)

Sampling from Bayesian Neural Network Posteriors with Symmetric Minibatch Splitting Langevin Dynamics
by: Paulin, Daniel, et al.
Published: (2024)

Pivot probabilities and norm effects in Gaussian elimination for $β$-ensembles
by: Gunawan, Kenji, et al.
Published: (2025)

Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
by: Chen, Xingyuan, et al.
Published: (2023)

Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
by: Kamrani, Minoo, et al.
Published: (2023)

Fully discrete finite element methods for the stochastic Kuramoto-Sivashinsky equation with multiplicative noise
by: Nguyen, Hung D., et al.
Published: (2025)

Parameter-related strong convergence rates of Euler-type methods for time-changed stochastic differential equations
by: Zuo, Ruchun
Published: (2025)

The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
by: Yuanping, Cui, et al.
Published: (2024)

Pathwise convergence of a novel numerical scheme based on semi-implicit method for stochastic differential-algebraic equations with non-global Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2025)

Solving McKean-Vlasov Equation by deep learning particle method
by: Li, Jingyuan, et al.
Published: (2025)

Analysis of Langevin midpoint methods using an anticipative Girsanov theorem
by: Zhang, Matthew S.
Published: (2025)