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math.NA2026
Post-processed frozen-flow methods for the long time sampling of ergodic dynamics on Riemannian manifolds
Adrien Busnot Laurent, Sébastien Macé
In this work, we propose a novel intrinsic approach to the approximation of ergodic SDEs on Riemannian manifolds, which include Riemannian Langevin dynamics. In opposition to the s…
math.NA2026
Derivation of optimal stochastic Runge-Kutta methods with exotic and decorated Butcher series for the weak integration of stochastic dynamics
Adrien Busnot Laurent, Kristian Debrabant, Anne Kværnø
The design of numerical integrators for solving stochastic dynamics with high weak order relies on tedious calculations and is subject to a high number of order conditions. The ori…