Impulse methods are generalized to a family of integrators for Langevin systems with quadratic stiff potentials and arbitrary soft potentials. Uniform error bounds (independent from stiff parameters) are obtained on integrated positions allowing for coarse integration steps. The resulting integrators are explicit and structure preserving (quasi-symplectic for Langevin systems).
Abstract. Stochastic Hamiltonian systems with multiplicative noise, phase flows of which preserve sy...
ABSTRACT: When simulating molecular systems using deterministic equations of motion (e.g., Newtonian...
Algorithms for the numerical integration of Langevin equations are compared in detail from the point...
Impulse methods are generalized to a family of integrators for Langevin systems with quadratic stiff...
Algorithms for the numerical integration of Langevin equations obeying detailed balance are introduc...
Langevin type equations are an important and fairly large class of systems close to Hamiltonian ones...
We show that applying any deterministic B-series method of order pdwith a random step size to single...
Langevin type equations are an important and fairly large class of systems close to Hamiltonian ones...
Inspired by recent advances in the theory of modified differential equations, we propose a new metho...
We introduce new sufficient conditions for a numerical method to approximate with high order of accu...
We study multiscale integrator numerical schemes for a class of stiff stochastic differential equati...
We introduce new sufficient conditions for a numerical method to approximate with high order of accu...
Two recent pieces of analysis predicted certain limiting behaviours of Langevin equations. This thes...
Abstract. We present numerical schemes for the strong solution of linear stochastic differential equ...
Abstract. This paper deals with the numerical integration of Hamiltonian systems in which a stiff an...
Abstract. Stochastic Hamiltonian systems with multiplicative noise, phase flows of which preserve sy...
ABSTRACT: When simulating molecular systems using deterministic equations of motion (e.g., Newtonian...
Algorithms for the numerical integration of Langevin equations are compared in detail from the point...
Impulse methods are generalized to a family of integrators for Langevin systems with quadratic stiff...
Algorithms for the numerical integration of Langevin equations obeying detailed balance are introduc...
Langevin type equations are an important and fairly large class of systems close to Hamiltonian ones...
We show that applying any deterministic B-series method of order pdwith a random step size to single...
Langevin type equations are an important and fairly large class of systems close to Hamiltonian ones...
Inspired by recent advances in the theory of modified differential equations, we propose a new metho...
We introduce new sufficient conditions for a numerical method to approximate with high order of accu...
We study multiscale integrator numerical schemes for a class of stiff stochastic differential equati...
We introduce new sufficient conditions for a numerical method to approximate with high order of accu...
Two recent pieces of analysis predicted certain limiting behaviours of Langevin equations. This thes...
Abstract. We present numerical schemes for the strong solution of linear stochastic differential equ...
Abstract. This paper deals with the numerical integration of Hamiltonian systems in which a stiff an...
Abstract. Stochastic Hamiltonian systems with multiplicative noise, phase flows of which preserve sy...
ABSTRACT: When simulating molecular systems using deterministic equations of motion (e.g., Newtonian...
Algorithms for the numerical integration of Langevin equations are compared in detail from the point...