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| HAL : hal-00370821, version 2 |
| arXiv : 0903.4518 |
| DOI : 10.1051/m2an/2010044 |
| Fiche détaillée |  Récupérer au format |
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| ESAIM: Mathematical Modelling and Numerical Analysis 44, 05 (2010) 831-865 |
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| Versions disponibles : | v1 (26-03-2009) | v2 (16-01-2010) |
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| Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process |
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| Benjamin Jourdain 1Tony Lelievre 1 |
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| (09/2010) |
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| We prove existence and uniqueness for some nonlinear stochastic differential equation used in molecular dynamics, whose nonlinearity comes from a conditional expectation term. We also introduce an interacting particle system in order to approximate this conditional expectation, providing a discretization scheme for this equation. |
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| 1 : | Centre d'Enseignement et de Recherche en Mathématiques, Informatique et Calcul Scientifique (CERMICS) |
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INRIA – Ecole des Ponts ParisTech |
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| Domaine | : | Mathématiques/Probabilités |
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| free energy calculations – nonlinear stochastic differential equation – Fokker-Planck equation – interacting particle system – conditional expectation – Nadaraya-Watson estimator |
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| hal-00370821, version 2 | |
| http://hal.archives-ouvertes.fr/hal-00370821 | |
| oai:hal.archives-ouvertes.fr:hal-00370821 | |
| Contributeur : Raphaël Roux | |
| Soumis le : Samedi 16 Janvier 2010, 19:11:26 | |
| Dernière modification le : Mardi 30 Août 2011, 14:47:26 | |
