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20172023
most citedOrder conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds

18 citations · 48 across the 6 of their papers we have counts for

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6 papers

math.NA2023★ 5 cited

The Lie derivative and Noether's theorem on the aromatic bicomplex for the study of volume-preserving numerical integrators

Adrien Laurent

The aromatic bicomplex is an algebraic tool based on aromatic Butcher trees and used in particular for the explicit description of volume-preserving affine-equivariant numerical in…

math.NA2023★ 5 cited

The universal equivariance properties of exotic aromatic B-series

Adrien Laurent, Hans Munthe-Kaas

The exotic aromatic Butcher series were originally introduced for the calculation of order conditions for the high order numerical integration of ergodic stochastic differential eq…

math.NA2021★ 2 cited

A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics

Adrien Laurent

In molecular dynamics, penalized overdamped Langevin dynamics are used to model the motion of a set of particles that follow constraints up to a parameter . The most u…

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.NA2019★ 3 cited

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…

math.NA2017★ 15 cited

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…