56 citations · 125 across the 10 of their papers we have counts for
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math.NA2018★ 4 cited
Numerical methods for stochastic differential equations based on Gaussian mixture
Lei Li, Jianfeng Lu, Jonathan Mattingly +1
We develop in this work a numerical method for stochastic differential equations (SDEs) with weak second order accuracy based on Gaussian mixture. Unlike the conventional higher or…
math.PR2018★ 1 cited
Limiting Behaviors of High Dimensional Stochastic Spin Ensembles
Yuan Gao, Kay Kirkpatrick, Jeremy Marzuola +2
Lattice spin models in statistical physics are used to understand magnetism. Their Hamiltonians are a discrete form of a version of a Dirichlet energy, signifying a relationship to…