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]

Authors

Assyr Abdulle

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Gilles Vilmart

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Konstantinos C. Zygalakis

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