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arxiv: 0903.4518 · v2 · submitted 2009-03-26 · 🧮 math.PR

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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