33 citations · 183 across the 19 of their papers we have counts for
4 papers · 1 filter
Explicit stabilized integrators for stiff optimal control problems
Ibrahim Almuslimani, Gilles Vilmart
Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper,…
Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations
Assyr Abdulle, Grigorios A. Pavliotis, Gilles Vilmart
In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a s…
Strang splitting method for semilinear parabolic problems with inhomogeneous boundary conditions: a correction based on the flow of the nonlinearity
Guillaume Bertoli, Gilles Vilmart
The Strang splitting method, formally of order two, can suffer from order reduction when applied to semilinear parabolic problems with inhomogeneous boundary conditions. The recent…
Multirevolution integrators for differential equations with fast stochastic oscillations
Adrien Laurent, Gilles Vilmart
We introduce a new methodology based on the multirevolution idea for constructing integrators for stochastic differential equations in the situation where the fast oscillations the…