2000 character limit reached
Weak error expansion of a stopped numerical scheme for singular Langevin process
Published 23 Jun 2023 in math.PR | (2306.13523v3)
Abstract: We show expansion \textit{`a la Talay-Tubaro} of a stopped numerical scheme for the Langevin process in the case of a singular potential. In order to achieve this, we provide estimates on the associated semi-group of the process. The class of admissible potentials includes the Lennard-Jones interaction with confinement, which is an important potential in molecular dynamics and served as the primary motivation for this study.
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