Long Time Accuracy of Lie-Trotter Splitting Methods for Langevin Dynamics

Assyr Abdulle, Gilles Vilmart, Konstantinos C. Zygalakis. Long Time Accuracy of Lie-Trotter Splitting Methods for Langevin Dynamics. SIAM J. Numerical Analysis, 53(1):1-16, 2015. [doi]

Abstract

Abstract is missing.