兰格vin动力学的谱方法及其相关误差估计
Spectral methods for Langevin dynamics and associated error estimates
AI总结:
本文研究了求解泊松方程的伽辽金方法一致性,利用兰格vin动力学生成算子的超协化性质,证明了刚性矩阵的可逆性并给出了误差界,通过抽象设定和一维例子展示了收敛性结果。
摘要:
我们证明了在求解泊松方程时,当微分算子是兰格vin动力学生成元时,伽辽金方法的一致性。特别地,我们展示了如何利用该算子的超协化性质,在离散层面首先证明刚性矩阵的可逆性,然后提供泊松方程解的近似误差界。我们提出了抽象设定中的通用收敛结果,以及使用张量基函数对简单一维例子进行离散化后的显式收敛速率。我们的理论发现通过数值模拟得到了验证。
英文摘要:
We prove the consistency of Galerkin methods to solve Poisson equations where the differential operator under consideration is the generator of the Langevin dynamics. We show in particular how the hypocoercive nature of this operator can be used at the discrete level to first prove the invertibility of the rigidity matrix, and next provide error bounds on the approximation of the solution of the Poisson equation. We present general convergence results in an abstract setting, as well as explicit convergence rates for a simple one-dimensional example discretized using a tensor basis. Our theoretical findings are illustrated by numerical simulations.
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