Error analysis of the transport properties of Metropolized schemes***
We consider in this work the numerical computation of transport coefficients for Brownian dynamics. We investigate the discretization error arising when simulating the dynamics with the Smart MC algorithm (also known as Metropolis-adjusted Langevin algorithm). We prove...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2015-01-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | http://dx.doi.org/10.1051/proc/201448016 |