Optimal friction matrix for underdamped Langevin sampling

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Authors: M Chak, N Kantas, T Lelièvre, GA Pavliotis

Journal title: ESAIM: Mathematical Modelling and Numerical Analysis 57 (6), 3335-3371 3 2023

Journal publisher: EDP Sciences

Published year: 2023

Published pages: 3335-3371

DOI identifier: 10.1051/m2an/2023083

ISSN: 2267-3059