Metropolis Integration Schemes for Self-Adjoint Diffusions

Nawaf Bou-Rabee, Aleksandar Donev, Eric Vanden-Eijnden. Metropolis Integration Schemes for Self-Adjoint Diffusions. Multiscale Modeling & Simulation, 12(2):781-831, 2014. [doi]

@article{Bou-RabeeDV14,
  title = {Metropolis Integration Schemes for Self-Adjoint Diffusions},
  author = {Nawaf Bou-Rabee and Aleksandar Donev and Eric Vanden-Eijnden},
  year = {2014},
  doi = {10.1137/130937470},
  url = {http://dx.doi.org/10.1137/130937470},
  researchr = {https://researchr.org/publication/Bou-RabeeDV14},
  cites = {0},
  citedby = {0},
  journal = {Multiscale Modeling & Simulation},
  volume = {12},
  number = {2},
  pages = {781-831},
}