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Group by: Date | Item Type Number of items: 5. 2021Breiten, T. and Hartmann, Carsten and Neureither, Lara and Sharma, Upanshu (2021) Stochastic gradient descent and fast relaxation to thermodynamic equilibrium: a stochastic control approach. Journal of Mathematical Physics, 62 (12). pp. 1-19. Hartmann, Carsten and Neureither, Lara and Stehlau, Markus (2021) Reachability Analysis of Randomly Perturbed Hamiltonian Systems. IFAC-PapersOnLine, 54 (19). pp. 307-3014. 2020Hartmann, Carsten and Neureither, Lara and Sharma, Upanshu (2020) Coarse-graining of non-reversible stochasticdifferential equations: quantitative results and connections to averaging. SIAM Journal on Numerical Analysis, 52 (3). pp. 2689-2733. ISSN 0036-1429 2019Kebiri, Omar and Neureither, Lara and Hartmann, Carsten (2019) Adaptive importance sampling with forward-backward stochastic differential equations. In: Stochastic Dynamics Out of Equilibrium. Springer Proceedings in Mathematics & Statistics, 282 . Springer International Publishing, pp. 265-281. ISBN 978-3-030-15095-2 Hartmann, Carsten and Kebiri, Omar and Neureither, Lara and Richter, Lorenz (2019) Variational approach to rare event simulation using least-squares regression. Chaos, 29 (6). ISSN 1054-1500 (print); 1089-7682 (online) |