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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…
math.NA2023
Numerical Methods with Coordinate Transforms for Efficient Brownian Dynamics Simulations
Dominic Phillips, Charles Matthews, Benedict Leimkuhler
Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes…