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Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations (2019)

First Author: Abdulle A

Attributed to: Nonlocal Partial Differential Equations: entropies, gradient flows, phase transitions and applications funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1903.03024

Publication URI: https://arxiv.org/abs/1903.03024

Type: Preprint