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

✍ Scribed by Gabriele Grillo

Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
879 KB
Volume
172
Category
Article
ISSN
0025-584X

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✦ Synopsis

Abstract

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 β†’ ∞ from the β€œinstantaneous” equilibrium distribution. Such conditions do not necessarily imply that U(t) converges pointwise as t β†’ ∞.

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