Abstract
We show expansion à la Talay-Tubaro of a numerical scheme with rejection 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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More From: ESAIM: Mathematical Modelling and Numerical Analysis
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