161 citations · 2k across the 112 of their papers we have counts for
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math.NA2019
Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations
Assyr Abdulle, Grigorios A. Pavliotis, Gilles Vilmart
In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a s…
math.NA2019
Mean-field limits for interacting diffusions with colored noise: phase transitions and spectral numerical methods
S. N. Gomes, G. A. Pavliotis, U. Vaes
In this paper we consider systems of weakly interacting particles driven by colored noise in a bistable potential, and we study the effect of the correlation time of the noise on t…