8 citations · 9 across the 2 of their papers we have counts for
2 papers
math.PR2017★ 1 cited
Numerical analysis of the Gross-Pitaevskii Equation with a randomly varying potential in time
Romain Poncet
The Gross-Pitaevskii equation with white noise in time perturbations of the harmonic potential is considered. In this article we define a Crank-Nicolson scheme based on a spectral…
math.PR2017★ 8 cited
Generalized and hybrid Metropolis-Hastings overdamped Langevin algorithms
Romain Poncet
It has been shown that the nonreversible overdamped Langevin dynamics enjoy better convergence properties in terms of spectral gap and asymptotic variance than the reversible one.…