We derive a new methodology for the construction of high order integrators for sampling the invariant measure of ergodic stochastic differential equations with dynamics constrained on a manifold. We obtain the order conditions for sampling the invariant measure for a class of Runge-Kutta methods applied to the constrained overdamped Langevin equation. The analysis is valid for arbitrarily high order and relies on an extension of the exotic aromatic Butcher-series formalism. To illustrate the methodology, a method of order two is introduced, and numerical experiments on the sphere, the torus and the special linear group confirm the theoretical findings.
翻译:我们提出了一个新的方法,用于构建高排序集成器,用于抽样测算动态受多种因素制约的异变随机差异方程式的不规则度量。我们获得了对受限制的高压兰埃文方程式应用的龙格-库塔方法类别之异变计量法进行抽样的顺序条件。该分析对任意高排序有效,并依赖于外来芳香植物系列形式主义的延伸。为说明该方法,采用了第二顺序方法,并在球体、托鲁斯和特别线性小组进行数字实验,证实了理论结论。