Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs
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Publication:5235096
DOI10.1090/mcom/3455zbMath1433.60078arXiv1707.02877OpenAlexW2735813655MaRDI QIDQ5235096
Gilles Vilmart, Adrien Laurent
Publication date: 7 October 2019
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.02877
Trees (05C05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Structural characterization of families of graphs (05C75) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)
Related Items (5)
A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics ⋮ Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds ⋮ The aromatic bicomplex for the description of divergence-free aromatic forms and volume-preserving integrators ⋮ Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme ⋮ The Lie derivative and Noether's theorem on the aromatic bicomplex for the study of volume-preserving numerical integrators
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