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Mathematics > Probability

Title: Weak error expansion of a stopped numerical scheme for singular Langevin process

Authors: Lucas Journel
Abstract: We show expansion \textit{\`a la Talay-Tubaro} of a stopped numerical scheme for the Langevin process in the case of a singular potential. In order to achieve this, we provide estimates on the associated semi-group of the process. The class of admissible potentials includes the Lennard-Jones interaction with confinement, which is an important potential in molecular dynamics and served as the primary motivation for this study.
Subjects: Probability (math.PR)
MSC classes: 60J60 65C30 46N30
Cite as: arXiv:2306.13523 [math.PR]
  (or arXiv:2306.13523v3 [math.PR] for this version)

Submission history

From: Lucas Journel [view email]
[v1] Fri, 23 Jun 2023 14:37:29 GMT (339kb)
[v2] Sat, 26 Aug 2023 15:36:09 GMT (391kb,D)
[v3] Fri, 26 Apr 2024 16:10:51 GMT (69kb,D)

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