Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process
classification
🧮 math.PR
keywords
conditionalequationexistenceexpectationparticleuniquenessadaptiveapproximate
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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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