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Using orthogonal coordinate systems, we show the existence and uniqueness of smooth solutions of the Kolmogorov equation under some ellipticity conditions over the invariant hypersurfaces. If we assume, moreover, the existence of an invariant measure, we show the exponential convergence of the solution towards its average. In the second part, we consider numerical approximation of the stochastic differential equation, and show the convergence and numerical ergodicity of a class of projected schemes. In the context of molecular dynamics, this yields numerical schemes that are ergodic with respect to the microcanonical measure over isoenergy surfaces.<\/p>","DOI":"10.1090\/s0025-5718-09-02220-0","type":"journal-article","created":{"date-parts":[[2009,6,30]],"date-time":"2009-06-30T10:39:02Z","timestamp":1246358342000},"page":"2047-2074","source":"Crossref","is-referenced-by-count":15,"title":["Conservative stochastic differential equations: Mathematical and numerical analysis"],"prefix":"10.1090","volume":"78","author":[{"given":"Erwan","family":"Faou","sequence":"first","affiliation":[]},{"given":"Tony","family":"Leli\u00e8vre","sequence":"additional","affiliation":[]}],"member":"14","published-online":{"date-parts":[[2009,1,30]]},"reference":[{"key":"1","unstructured":"M.P. Allen and D.J. Tildesley. Computer Simulation of Liquids. Clarendon Press, Oxford, 1987."},{"key":"2","doi-asserted-by":"crossref","unstructured":"S.A. Allison and J.A. McCammon. 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