arXiv:1709.08118 Abstract | arXiv Analytics

arXiv:1709.08118 [math.NA]Abstract References Reviews Resources

Strong Convergence of Integrators for Nonequilibrium Langevin Dynamics`

Published 2017-09-23Version 1

Several numerical schemes are proposed for the solution of Nonequilibrium Langevin Dynamics (NELD), and the rate of convergence is analyzed. Due to the special deforming boundary conditions used, care must be taken when using standard stochastic integration schemes, and we demonstrate a loss of convergence for a naive implementation. We then present several first and second order schemes, in the sense of strong convergence.

Categories: math.NA

Subjects: 65C30, 82C05

Keywords: nonequilibrium langevin dynamics, strong convergence, integrators, standard stochastic integration schemes, special deforming boundary conditions

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