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math.NA2020
Efficient Numerical Algorithms for the Generalized Langevin Equation
Benedict Leimkuhler, Matthias Sachs
We study the design and implementation of numerical methods to solve the generalized Langevin equation (GLE) focusing on canonical sampling properties of numerical integrators. For…
math.NA2018
Quadrature Points via Heat Kernel Repulsion
Jianfeng Lu, Matthias Sachs, Stefan Steinerberger
We discuss the classical problem of how to pick weighted points on a dimensional manifold so as to obtain a reasonable quadrature rule $$ \frac{1}{|M|}\int_{M}{f(x) dx} \si…