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Journal Articles ESAIM: Mathematical Modelling and Numerical Analysis Year : 2010

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

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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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Dates and versions

hal-00370821 , version 1 (25-03-2009)
hal-00370821 , version 2 (16-01-2010)

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Benjamin Jourdain, Tony Lelièvre, Raphaël Roux. Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process. ESAIM: Mathematical Modelling and Numerical Analysis, 2010, 44 (05), pp.831-865. ⟨10.1051/m2an/2010044⟩. ⟨hal-00370821v2⟩
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