22 citations · 22 across the 2 of their papers we have counts for
3 papers
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.PR2022★ 22 cited
Consensus based optimization via jump-diffusion stochastic differential equations
D. Kalise, A. Sharma, M. V. Tretyakov
We introduce a new consensus based optimization (CBO) method where interacting particle system is driven by jump-diffusion stochastic differential equations. We study well-posednes…
physics.flu-dyn2016
Stochastic resin transfer molding process
M. Park, M. V. Tretyakov
We consider one-dimensional and two-dimensional models of the stochastic resin transfer molding process, which are formulated as random moving boundary problems. We study their pro…