6 papers
Arboretum.hs: Symbolic manipulation for algebras of graphs
Eugen Bronasco, Jean-Luc Falcone, Gilles Vilmart
We design the Arboretumhs package for symbolic computations with algebras of trees and more general graphs in Haskell. Thanks to the declarative nature of functional programming…
Spectral Deferred Corrections in the framework of Runge-Kutta methods
Eugen Bronasco, Joscha Fregin, Daniel Ruprecht +1
We interpret a wide range of flavors of Spectral Deferred Corrections (SDC) as Runge-Kutta methods (RKM). Using Butcher series, we show that the considered class of SDC methods ach…
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…