33 citations · 183 across the 19 of their papers we have counts for
4 papers · 1 filter
Limit theorems for one-dimensional diffusions: reflected, skew, sticky, skew-sticky, and snapping-out limits
Andrey Pilipenko, Gilles Vilmart
We establish general conditions for the weak convergence of regular one-dimensional diffusion processes when their scale functions, speed measures, state spaces and boundary condit…
Reversible Stratonovich perturbations for accelerating convergence to equilibrium of Langevin dynamics
Guillaume Louis, Grigorios A. Pavliotis, Gilles Vilmart
In this paper, we study the problem of sampling from a probability distribution using Langevin-type dynamics. We consider overdamped Langevin dynamics perturbed by adding a Straton…
Explicit stabilized implementation of singly diagonally implicit Runge-Kutta methods
Ibrahim Almuslimani, Gilles Vilmart, Konstantinos Zygalakis
Implicit methods are a natural approach for the integration of stiff differential equations, to avoid time-step restrictions faced by standard explicit integrators. Explicit stabil…
Arbitrary high order splitting methods for linear Schr{ö}dinger equations with non-trivial compatibility conditions
Joackim Bernier, Ramona Häberli, Gilles Vilmart
Splitting methods are a natural choice for the numerical time integration of partial differential equations, and arbitrary high order splitting schemes exist for Schr{ö}dinger equa…