33 citations · 183 across the 19 of their papers we have counts for
3 papers · 1 filter
A new class of uniformly accurate numerical schemes for highly oscillatory evolution equations
Philippe Chartier, Mohammed Lemou, Florian Méhats +1
We introduce a new methodology to design uniformly accurate methods for oscillatory evolution equations. The targeted models are envisaged in a wide spectrum of regimes, from non-s…
Optimal explicit stabilized integrator of weak order one for stiff and ergodic stochastic differential equations
Assyr Abdulle, Ibrahim Almuslimani, Gilles Vilmart
A new explicit stabilized scheme of weak order one for stiff and ergodic stochastic differential equations (SDEs) is introduced. In the absence of noise, the new method coincides w…
Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs
Adrien Laurent, Gilles Vilmart
We introduce a new algebraic framework based on a modification (called exotic) of aromatic Butcher-series for the systematic study of the accuracy of numerical integrators for the…