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Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process

Benjamin JourdainTony LelièvreRaphaël Roux — 2010

ESAIM: Mathematical Modelling and Numerical Analysis

We study a free energy computation procedure, introduced in [Darve and Pohorille, (2001) 9169–9183; Hénin and Chipot, (2004) 2904–2914], which relies on the long-time behavior of a nonlinear stochastic differential equation. This nonlinearity comes from a conditional expectation computed with respect to one coordinate of the solution. The long-time convergence of the solutions to this equation has been proved in [Lelièvre , (2008) 1155–1181],...

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