5 citations · 5 across the 7 of their papers we have counts for
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Preconditioning for the high-order sampling of the invariant distribution of parabolic semilinear SPDEs
Charles-Edouard Bréhier, Adrien Busnot Laurent, Arnaud Debussche +1
For a class of ergodic parabolic semilinear stochastic partial differential equations (SPDEs) with gradient structure, we introduce a preconditioning technique and design high-orde…
Second order explicit stabilized multirate method for stiff differential equations with error control
Mathieu Benninghoff, Gilles Vilmart
Explicit stabilized methods are highly efficient time integrators for large and stiff systems of ordinary differential equations especially when applied to semi-discrete parabolic…
A short proof of Isserlis' theorem
Hans Z. Munthe-Kaas, Olivier Verdier, Gilles Vilmart
We show that Isserlis' theorem follows as a corollary to the invariant tensor theorem for isotropic tensors.
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…