33 citations · 183 across the 19 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
math.AP2020
Superconvergence of the Strang splitting when using the Crank-Nicolson scheme for parabolic PDEs with Dirichlet and oblique boundary conditions
Guillaume Bertoli, Christophe Besse, Gilles Vilmart
We show that the Strang splitting method applied to a diffusion-reaction equation with inhomogeneous general oblique boundary conditions is of order two when the diffusion equation…
math.NA2020★ 18 cited
Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds
Adrien Laurent, Gilles Vilmart
We derive a new methodology for the construction of high order integrators for sampling the invariant measure of ergodic stochastic differential equations with dynamics constrained…
math.NA2020★ 13 cited
Drift-preserving numerical integrators for stochastic Poisson systems
David Cohen, Gilles Vilmart
We perform a numerical analysis of a class of randomly perturbed {H}amiltonian systems and {P}oisson systems. For the considered additive noise perturbation of such systems, we sho…