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The Tamed Unadjusted Langevin Algorithm

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Academic year: 2021

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Figure 1: Boxplots of the first order error for the multivariate Gaussian (first coordinate) in dimension 1000 starting at 0 for different step sizes.
Figure 2: Boxplots of the first order error for the double well in dimension 100 starting at (100, 0 ⊗99 ) for different step sizes.
Figure 3: Boxplots of the second order error for the double well in dimension 100 starting at 0 for different step sizes.
Figure 4: Boxplots of the first order error for the Ginzburg-Landau model in dimension 1000 starting at (100, 0 ⊗999 ) for different step sizes.
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