High order integrators for sampling the invariant measure of constrained overdamped Langevin dynamics
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下载链接：
https://yareta.unige.ch/archives/5a963929-11d5-4179-b148-11f4b61591ba
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资源简介：
The numerical methods are described in: Adrien Laurent, Gilles Vilmart, Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds, Found. Comput. Math. 22, 649–695 (2022)
https://doi.org/10.1007/s10208-021-09495-y
Content:
- Julia implementation of the algorithm,
- Output of the code for figures in the above research paper.
- Matlab scripts for visualization.
Version: August 10, 2021.
提供机构：
Université de Genève, Yareta
创建时间：
2023-01-31
