References & Citations
Mathematics > Probability
Title: Weak error expansion of a stopped numerical scheme for singular Langevin process
(Submitted on 23 Jun 2023 (v1), last revised 26 Apr 2024 (this version, v3))
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.
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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