Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs

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

zbMATH Keywords

stochastic differential equationsergodicityinvariant measureorder conditionsexotic aromatic trees

Mathematics Subject Classification ID

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 (7)

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 ⋮ Approximations of dispersive PDEs in the presence of low-regularity randomness ⋮ Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024

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