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math.NA2017
A perturbative approach to control variates in molecular dynamics
Julien Roussel, Gabriel Stoltz
We propose a general variance reduction strategy for diffusion processes. Our approach does not require the knowledge of the measure that is sampled, which may indeed be unknown as…
math.NA2017
Spectral methods for Langevin dynamics and associated error estimates
Julien Roussel, Gabriel Stoltz
We prove the consistency of Galerkin methods to solve Poisson equations where the differential operator under consideration is the generator of the Langevin dynamics. We show in pa…