High order integrators for sampling the invariant measure of constrained overdamped Langevin dynamics

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.