Issue |
ESAIM: M2AN
Volume 58, Number 3, May-June 2024
|
|
---|---|---|
Page(s) | 1153 - 1184 | |
DOI | https://doi.org/10.1051/m2an/2024031 | |
Published online | 27 June 2024 |
Weak error expansion of a numerical scheme with rejection for singular Langevin process
Laboratoire Jacques-Louis Lions, Sorbonne Université
* Corresponding author: lucas.journel@sorbonne-universite.fr
Received:
30
August
2023
Accepted:
24
April
2024
We show expansion à la Talay–Tubaro of a numerical scheme with rejection 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.
Mathematics Subject Classification: 60J60 / 65C30 / 46N30
Key words: Sampling of Gibbs measure / hypocoercivity / singular interaction / numerical scheme
© The authors. Published by EDP Sciences, SMAI 2024
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.