1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.NA2025
Numerical stability revisited: A family of benchmark problems for the analysis of explicit stochastic differential equation integrators
Thomas Hudson, Sarah Helfert, Xingjie Helen Li
We revisit the numerical stability of four well-established explicit stochastic integration schemes through a new generic benchmark stochastic differential equation designed to ass…
math.DS2018★ 1 cited
Coarse-graining of overdamped Langevin dynamics via the Mori-Zwanzig formalism
Thomas Hudson, Xingjie Helen Li
The Mori-Zwanzig formalism is applied to derive an equation for the evolution of linear observables of the overdamped Langevin equation. To illustrate the resulting equation and it…