research article
Long time accuracy of Lie-Trotter splitting methods for Langevin dynamics
A new characterization of sufficient conditions for the Lie-Trotter splitting to cap- ture the numerical invariant measure of nonlinear ergodic Langevin dynamics up to an arbitrary order is discussed. Our characterization relies on backward error analysis and needs weaker assumptions than assumed so far in the literature. In particular, neither high weak order of the splitting scheme nor symplecticity are necessary to achieve high order approximation of the invariant measure of the Langevin dynamics. Numerical experiments confirm our theoretical findings.
Type
research article
Web of Science ID
WOS:000353844700001
Date Issued
2015
Publisher
Published in
Volume
53
Issue
1
Start page
1
End page
16
Editorial or Peer reviewed
NON-REVIEWED
Written at
EPFL
EPFL units
Available on Infoscience
March 28, 2014
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