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math.PR2019
Hypocoercivity properties of adaptive Langevin dynamics
Benedict Leimkuhler, Matthias Sachs, Gabriel Stoltz
Adaptive Langevin dynamics is a method for sampling the Boltzmann-Gibbs distribution at prescribed temperature in cases where the potential gradient is subject to stochastic pertur…
math.PR2018
Ergodic properties of quasi-Markovian generalized Langevin equations with configuration dependent noise and non-conservative force
Benedict Leimkuhler, Matthias Sachs
We discuss the ergodic properties of quasi-Markovian stochastic differential equations, providing general conditions that ensure existence and uniqueness of a smooth invariant dist…