Long‐Time Behaviour of Langevin Algorithms with Time‐dependent Energy Function | Zendy

Grillo Gabriele | Zendy

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Long‐Time Behaviour of Langevin Algorithms with Time‐dependent Energy Function

Author(s) -

Grillo Gabriele

Publication year - 1995

Publication title -

mathematische nachrichten

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.913

H-Index - 50

eISSN - 1522-2616

pISSN - 0025-584X

DOI - 10.1002/mana.19951720111

Subject(s) - pointwise , mathematics , langevin dynamics , function (biology) , distribution (mathematics) , energy (signal processing) , langevin equation , statistical physics , distribution function , mathematical analysis , mathematical physics , physics , statistics , quantum mechanics , evolutionary biology , biology

We study the Langevin algorithm on C ∞ n ‐dimensional compact connected Riemannian manifolds and on IR n , allowing the energy function U to vary with time. We find conditions under which the distribution of the process at hand becomes indistinguishable as t → ∞ from the “instantaneous” equilibrium distribution. Such conditions do not necessarily imply that U(t ) converges pointwise as t → ∞.

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