{"paper":{"title":"Analysis of a micro-macro acceleration method with minimum relative entropy moment matching","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.NA","authors_text":"Giovanni Samaey, Przemys{\\l}aw Zieli\\'nski, Tony Leli\\`evre","submitted_at":"2018-01-05T12:52:32Z","abstract_excerpt":"We analyse convergence of a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with time-scale separation between the (fast) evolution of individual trajectories and the (slow) evolution of the macroscopic function of interest. We consider a class of methods, presented in [Debrabant, K., Samaey, G., Zieli\\'nski, P. A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations. SINUM, 55 (2017) no. 6, 2745-2786], that performs short bursts of path simulations, combined with the extrapolation of a few macros"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1801.01740","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}