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math.NA2025
High order integration of stochastic dynamics on Riemannian manifolds with frozen flow methods
Eugen Bronasco, Adrien Busnot Laurent, Baptiste Huguet
We present a new class of numerical methods for solving stochastic differential equations with additive noise on general Riemannian manifolds with high weak order of accuracy. In o…
math.NA2025
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…