Uncertainty quantification for generalized Langevin dynamics

Keyphrases

• Uncertainty Quantification 100%
• Difference-in-differences Estimation 100%
• Random Path 100%
• Generalized Langevin Equation 100%
• Generalized Langevin Dynamics 100%
• Finite Difference 66%
• Path Coupling 66%
• Sensitivity Analysis 33%
• Non-local Perturbation 33%
• Goal-oriented 33%
• Likelihood Ratio 33%
• Independent Paths 33%
• Particle Dynamics 33%
• Sensitivity Index 33%
• Global Sensitivity Analysis 33%
• Variance Reduction 33%
• Prony 33%
• Driving Noise 33%
• Perturbed Dynamics 33%
• Reduced Variance 33%
• Via Coupling 33%
• Sampled Dynamics 33%
• Variance Difference 33%
• Minimal Variance 33%

Mathematics

• Langevin Equation 100%
• Uncertainty Quantification 100%
• Difference Estimator 100%
• Finite Difference Method 66%
• Variance 66%
• Likelihood Ratio 33%
• Optimality 33%
• Variance Reduction 33%
• Analysis Technique 33%
• Ratio Method 33%