19 citations
- Institut de recherche mathématique de RennesFR16 papers
- Centre National de la Recherche ScientifiqueFR9 papers
- Université de RennesFR8 papers
- Aalborg UniversityDK2 papers
- Département de mathématiques et applicationsFR2 papers
- École Normale Supérieure - PSLFR2 papers
- Institut Camille JordanFR2 papers
- Institut de Recherche en Informatique de ToulouseFR2 papers
- Institut de Recherche en Informatique et Systèmes AléatoiresFR2 papers
- International Center for Transitional JusticeUS2 papers
- Laboratoire d'Analyse et d'Architecture des SystèmesFR2 papers
- Laboratoire de Mathématiques d'OrsayFR2 papers
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math.NA2025
High order integration of stochastic dynamics on Riemannian manifolds with frozen flow methods
Eugen Bronasco, Adrien Busnot Laurent, Baptiste Huguet
We present a new class of numerical methods for solving stochastic differential equations with additive noise on general Riemannian manifolds with high weak order of accuracy. In o…
math.NA2024★ 1 cited
Hopf algebra structures for the backward error analysis of ergodic stochastic differential equations
Eugen Bronasco, Adrien Laurent
While backward error analysis does not generalise straightforwardly to the strong and weak approximation of stochastic differential equations, it extends for the sampling of ergodi…
math.NA2024
Control theory and splitting methods
Karine Beauchard, Adrien Busnot Laurent, Frédéric Marbach
Our goal is to highlight some deep connections between numerical splitting methods and control theory. We consider evolution equations of the form , wher…