22 citations · 32 across the 7 of their papers we have counts for
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math.NA2025
Weak approximation of stochastic differential equations with sticky boundary conditions
Akash Sharma
Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or…
math.NA2024
Numerical integrators for confined Langevin dynamics
B. Leimkuhler, A. Sharma, M. V. Tretyakov
We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an…
math.NA2020★ 10 cited
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
B. Leimkuhler, A. Sharma, M. V. Tretyakov
A simple-to-implement weak-sense numerical method to approximate reflected stochastic differential equations (RSDEs) is proposed and analysed. It is proved that the method has the…