30 citations · 30 across the 6 of their papers we have counts for
3 papers · 1 filter
Accelerated sampling using SamAdams variable timesteps and position-adaptive Langevin dynamics
Benedict Leimkuhler, Peter A. Whalley
We introduce an accelerated Langevin-based sampling method that is based on two complementary devices: \emph{SamAdams} adaptive timestepping, which automatically shrinks the effect…
Efficient Langevin sampling with position-dependent diffusion
Eugen Bronasco, Benedict Leimkuhler, Dominic Phillips +1
We introduce a numerical method for Brownian dynamics with position dependent diffusion tensor which is second order accurate for sampling the invariant measure while requiring onl…
Adaptive stepsize algorithms for Langevin dynamics
Alix Leroy, Benedict Leimkuhler, Jonas Latz +1
We discuss the design of an invariant measure-preserving transformed dynamics for the numerical treatment of Langevin dynamics based on rescaling of time, with the goal of sampling…