The overdamped Langevin SDE $dX_t = -\nabla U(X_t)\, dt + \sqrt{2}\, dW_t$ has invariant measure $\pi(x) \propto e^{-U(x)}$. Which sampler corresponds most directly to the standard Euler-Maruyama discretization of this SDE?

Langevin Dynamics

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120sadvanced (8/10)state theorem

The overdamped Langevin SDE d X_{t} = - \nabla U (X_{t}) d t + 2 d W_{t} has invariant measure π (x) \propto e^{- U (x)} . Which sampler corresponds most directly to the standard Euler-Maruyama discretization of this SDE?