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Error analysis of the transport properties of Metropolized schemes

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 نشر من قبل Gabriel Stoltz
 تاريخ النشر 2014
  مجال البحث فيزياء
والبحث باللغة English
 تأليف Max Fathi




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We consider in this work the numerical computation of transport coefficients for Brownian dynamics. We investigate the discretization error arising when simulating the dynamics with the Smart MC algorithm (also known as Metropolis-adjusted Langevin algorithm). We prove that the error is of order one in the time step, when using either the Green-Kubo or the Einstein formula to estimate the transport coefficients. We illustrate our results with numerical simulations.

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