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A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics

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DataCite Commons2026-05-05 更新2025-04-16 收录
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https://yareta.unige.ch/archives/04021dc2-094f-465e-8b43-9959e2581534
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资源简介:
The numerical methods are described in: Adrien Laurent, A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics, SIAM J. Sci. Comput. 44 (2022), no. 5, A3217-A3243 https://doi.org/10.1137/21M1455188 Content: - Julia implementation of the algorithm, - Output of the code for figures in the above research paper. - Matlab scripts for visualization. Version: August 10, 2022
提供机构:
Université de Genève, Yareta
创建时间:
2023-01-31
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