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math.NA2022
NySALT: Nyström-type inference-based schemes adaptive to large time-stepping
Xingjie Li, Fei Lu, Molei Tao +1
Large time-stepping is important for efficient long-time simulations of deterministic and stochastic Hamiltonian dynamical systems. Conventional structure-preserving integrators, w…
math.NA2021★ 1 cited
ISALT: Inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems
Xingjie Li, Fei Lu, Felix X. -F. Ye
Efficient simulation of SDEs is essential in many applications, particularly for ergodic systems that demand efficient simulation of both short-time dynamics and large-time statist…