4 papers · 1 filter
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…
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…