Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process
Probability
2010-01-16 v2
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.
Cite
@article{arxiv.0903.4518,
title = {Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process},
author = {Benjamin Jourdain and Tony Lelievre and Raphaël Roux},
journal= {arXiv preprint arXiv:0903.4518},
year = {2010}
}