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Cited article:
Max Fathi , Ahmed-Amine Homman , Gabriel Stoltz
ESAIM: Proc., 48 (2015) 341-363
Published online: 2015-03-09
This article has been cited by the following article(s):
12 articles
Optimizing the diffusion coefficient of overdamped Langevin dynamics
T. Lelièvre, G. Pavliotis, G. Robin, R. Santet and G. Stoltz 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
Scaling Limits for the Generalized Langevin Equation
G. A. Pavliotis, G. Stoltz and U. Vaes Journal of Nonlinear Science 31 (1) (2021) https://doi.org/10.1007/s00332-020-09671-4
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
Simulating Coulomb and Log-Gases with Hybrid Monte Carlo Algorithms
Djalil Chafaï and Grégoire Ferré Journal of Statistical Physics 174 (3) 692 (2019) https://doi.org/10.1007/s10955-018-2195-6
Geometric integrators and the Hamiltonian Monte Carlo method
Nawaf Bou-Rabee and J. M. Sanz-Serna Acta Numerica 27 113 (2018) https://doi.org/10.1017/S0962492917000101
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
Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics
M. Fathi and G. Stoltz Numerische Mathematik 136 (2) 545 (2017) https://doi.org/10.1007/s00211-016-0849-3
Partial differential equations and stochastic methods in molecular dynamics
Tony Lelièvre and Gabriel Stoltz Acta Numerica 25 681 (2016) https://doi.org/10.1017/S0962492916000039