A structure-preserving splitting AVF method for quasi-Markovian GLEs preserves key continuous-system properties, yields a first-order convergent smooth PDF for the numerical solution, and establishes its geometric ergodicity via Lyapunov and minorization conditions.
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Splitting AVF method for generalized Langevin equations: probability density function and geometric ergodicity
A structure-preserving splitting AVF method for quasi-Markovian GLEs preserves key continuous-system properties, yields a first-order convergent smooth PDF for the numerical solution, and establishes its geometric ergodicity via Lyapunov and minorization conditions.