Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process

2009/03/26 by Jourdain, Benjamin, Lelievre, Tony, Roux, Raphaël · 1 citation
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.0903.4518

Abstract

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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• Regularity and propagation of chaos for conditional McKean-Vlasov equations

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