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02/05/2021
Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs
Explicit stabilized integrators are an efficient alternative to implicit...
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11/10/2020
Superconvergence of the Strang splitting when using the Crank-Nicolson scheme for parabolic PDEs with oblique boundary conditions
We show that the Strang splitting method applied to a diffusion-reaction...
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06/17/2020
Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds
We derive a new methodology for the construction of high order integrato...
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05/26/2020
Drift-preserving numerical integrators for stochastic Poisson systems
We perform a numerical analysis of randomly perturbed Poisson systems. F...
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10/23/2019