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Cited article:

Optimizing the diffusion coefficient of overdamped Langevin dynamics

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Mathematics of Computation (2025)
https://doi.org/10.1090/mcom/4098

Diffusion Approximations and Control Variates for MCMC

N. Brosse, A. Durmus, S. Meyn, E. Moulines and S. Samsonov
Computational Mathematics and Mathematical Physics 64 (4) 693 (2024)
https://doi.org/10.1134/S0965542524700167

On geometric convergence for the Metropolis-adjusted Langevin algorithm under simple conditions

Alain Oliviero-Durmus and Éric Moulines
Biometrika 111 (1) 273 (2024)
https://doi.org/10.1093/biomet/asad060

Extending the Regime of Linear Response with Synthetic Forcings

Renato Spacek and Gabriel Stoltz
Multiscale Modeling & Simulation 21 (4) 1602 (2023)
https://doi.org/10.1137/23M1557611

Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states

Petr Plecháč, Gabriel Stoltz and Ting Wang
ESAIM: Mathematical Modelling and Numerical Analysis 55 S593 (2021)
https://doi.org/10.1051/m2an/2020050

SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations

Nawaf Bou-Rabee
SIAM Review 60 (2) 386 (2018)
https://doi.org/10.1137/16M1089034

Langevin Dynamics With General Kinetic Energies

Gabriel Stoltz and Zofia Trstanova
Multiscale Modeling & Simulation 16 (2) 777 (2018)
https://doi.org/10.1137/16M110575X