5 citations · 5 across the 1 of their papers we have counts for
3 papers
math.NA2013
Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme
Charles-Edouard Bréhier, Marie Kopec
We study the long-time behavior of fully discretized semilinear SPDEs with additive space-time white noise, which admit a unique invariant probability measure . We show that the…
math.NA2013★ 5 cited
Weak backward error analysis for Langevin process
Marie Kopec
We consider numerical approximations of stochastic Langevin equations by implicit methods. We show a weak backward error analysis result in the sense that the generator associated…
math.NA2013
Weak backward error analysis for overdamped Langevin processes
Marie Kopec
We consider numerical approximations of overdamped Langevin stochastic differential equations by implicit methods. We show a weak backward error analysis result in the sense that t…