Seminar series
Date
Mon, 23 Apr 2012
Time
14:15 -
15:15
Location
Oxford-Man Institute
Speaker
BEN LEIMKUHLER
Organisation
University of Edinburgh
I will discuss properties of stochastic differential equations and numerical algorithms for sampling Gibbs (i.e smooth) measures. Methods such as Langevin dynamics are reliable and well-studied performers for molecular sampling. I will show that, when the objective of simulation is sampling of the configurational distribution, it is possible to obtain a superconvergence result (an unexpected increase in order of accuracy) for the invariant distribution. I will also describe an application of thermostats to the Hamiltonian vortex method in which the energetic interactions with a bath of weak vortices are treated as thermal fluctuations