Bréhier, Charles-Edouard Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime. (English) Zbl 07815421 J. Comput. Dyn. 11, No. 2, 189-219 (2024). MSC: 65C30 60H35 PDFBibTeX XMLCite \textit{C.-E. Bréhier}, J. Comput. Dyn. 11, No. 2, 189--219 (2024; Zbl 07815421) Full Text: DOI arXiv
Bruned, Yvain; Katsetsiadis, Foivos Post-Lie algebras in regularity structures. (English) Zbl 07765427 Forum Math. Sigma 11, Paper No. e98, 20 p. (2023). Reviewer: Loïc Foissy (Calais) MSC: 60L70 60L30 16T05 PDFBibTeX XMLCite \textit{Y. Bruned} and \textit{F. Katsetsiadis}, Forum Math. Sigma 11, Paper No. e98, 20 p. (2023; Zbl 07765427) Full Text: DOI arXiv OA License
Bréhier, Charles-Edouard Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime. (English) Zbl 07740584 J. Comput. Dyn. 10, No. 3, 387-424 (2023). MSC: 60H35 65C30 53C35 PDFBibTeX XMLCite \textit{C.-E. Bréhier}, J. Comput. Dyn. 10, No. 3, 387--424 (2023; Zbl 07740584) Full Text: DOI arXiv
Anton, Cristina Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems. (English) Zbl 1524.65023 Appl. Numer. Math. 185, 18-37 (2023). MSC: 65C30 60H10 60H35 65L06 65P10 PDFBibTeX XMLCite \textit{C. Anton}, Appl. Numer. Math. 185, 18--37 (2023; Zbl 1524.65023) Full Text: DOI
Laurent, Adrien A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics. (English) Zbl 1507.65030 SIAM J. Sci. Comput. 44, No. 5, A3217-A3243 (2022). MSC: 65C30 37M25 60H35 70H45 PDFBibTeX XMLCite \textit{A. Laurent}, SIAM J. Sci. Comput. 44, No. 5, A3217--A3243 (2022; Zbl 1507.65030) Full Text: DOI arXiv
Almuslimani, Ibrahim; Chartier, Philippe; Lemou, Mohammed; Méhats, Florian Uniformly accurate schemes for drift-oscillatory stochastic differential equations. (English) Zbl 1505.65008 Appl. Numer. Math. 181, 468-482 (2022). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{I. Almuslimani} et al., Appl. Numer. Math. 181, 468--482 (2022; Zbl 1505.65008) Full Text: DOI arXiv
Bruned, Yvain Renormalisation from non-geometric to geometric rough paths. (English. French summary) Zbl 1499.60334 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 1078-1090 (2022). MSC: 60L20 16T05 PDFBibTeX XMLCite \textit{Y. Bruned}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 1078--1090 (2022; Zbl 1499.60334) Full Text: DOI arXiv
Laurent, Adrien; Vilmart, Gilles Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds. (English) Zbl 1487.60112 Found. Comput. Math. 22, No. 3, 649-695 (2022). MSC: 60H10 60H35 65C30 65L06 PDFBibTeX XMLCite \textit{A. Laurent} and \textit{G. Vilmart}, Found. Comput. Math. 22, No. 3, 649--695 (2022; Zbl 1487.60112) Full Text: DOI arXiv
Bruned, Yvain; Schratz, Katharina Resonance-based schemes for dispersive equations via decorated trees. (English) Zbl 1504.65168 Forum Math. Pi 10, Paper No. e2, 76 p. (2022). Reviewer: Michael Jung (Dresden) MSC: 65M06 60L70 65M12 65M15 16T05 41A58 42A38 05C05 35B34 35Q53 35Q55 35Q41 60L30 81R50 PDFBibTeX XMLCite \textit{Y. Bruned} and \textit{K. Schratz}, Forum Math. Pi 10, Paper No. e2, 76 p. (2022; Zbl 1504.65168) Full Text: DOI arXiv
Bailleul, Ismael On the definition of a solution to a rough differential equation. (English. French summary) Zbl 1497.60130 Ann. Fac. Sci. Toulouse, Math. (6) 30, No. 3, 463-478 (2021). Reviewer: Catherine Rainer (Brest) MSC: 60L20 34F05 60H10 34A12 34H10 PDFBibTeX XMLCite \textit{I. Bailleul}, Ann. Fac. Sci. Toulouse, Math. (6) 30, No. 3, 463--478 (2021; Zbl 1497.60130) Full Text: DOI arXiv
Bailleul, Ismael; Hoshino, Masato Paracontrolled calculus and regularity structures. II. (Calcul paracontrôlé et structures de régularités (II).) (English. French summary) Zbl 1507.60146 J. Éc. Polytech., Math. 8, 1275-1328 (2021). MSC: 60L30 60L40 PDFBibTeX XMLCite \textit{I. Bailleul} and \textit{M. Hoshino}, J. Éc. Polytech., Math. 8, 1275--1328 (2021; Zbl 1507.60146) Full Text: DOI arXiv
Bruned, Yvain; Chandra, Ajay; Chevyrev, Ilya; Hairer, Martin Renormalising SPDEs in regularity structures. (English) Zbl 1465.60057 J. Eur. Math. Soc. (JEMS) 23, No. 3, 869-947 (2021). Reviewer: Martin Ondreját (Praha) MSC: 60H15 16T05 PDFBibTeX XMLCite \textit{Y. Bruned} et al., J. Eur. Math. Soc. (JEMS) 23, No. 3, 869--947 (2021; Zbl 1465.60057) Full Text: DOI arXiv
Cass, Thomas R. (ed.); Crisan, Dan (ed.); Friz, Peter K. (ed.); Gubinelli, Massimiliano (ed.) New directions in rough path theory. Abstracts from the workshop held December 6–12, 2020 (online meeting). (English) Zbl 1473.00046 Oberwolfach Rep. 17, No. 4, 1955-2019 (2020). MSC: 00B05 00B25 60-06 60Hxx 62J02 68T05 68T45 76M50 81Q30 13P25 PDFBibTeX XMLCite \textit{T. R. Cass} (ed.) et al., Oberwolfach Rep. 17, No. 4, 1955--2019 (2020; Zbl 1473.00046) Full Text: DOI
Crouseilles, Nicolas; Jin, Shi; Lemou, Mohammed; Liu, Liu Nonlinear geometric optics based multiscale stochastic Galerkin methods for highly oscillatory transport equations with random inputs. (English) Zbl 1471.65137 ESAIM, Math. Model. Numer. Anal. 54, No. 6, 1849-1882 (2020). Reviewer: Alain Brillard (Riedisheim) MSC: 65M60 35L03 35Q40 35Q49 60H35 65D32 65L06 65M12 65M75 65M70 81Q20 PDFBibTeX XMLCite \textit{N. Crouseilles} et al., ESAIM, Math. Model. Numer. Anal. 54, No. 6, 1849--1882 (2020; Zbl 1471.65137) Full Text: DOI arXiv
Bruned, Yvain; Curry, Charles; Ebrahimi-Fard, Kurusch Quasi-shuffle algebras and renormalisation of rough differential equations. (English) Zbl 1457.16029 Bull. Lond. Math. Soc. 52, No. 1, 43-63 (2020). Reviewer: Serban Raianu (Carson) MSC: 16T05 16T10 16T15 16T30 60H05 60L50 PDFBibTeX XMLCite \textit{Y. Bruned} et al., Bull. Lond. Math. Soc. 52, No. 1, 43--63 (2020; Zbl 1457.16029) Full Text: DOI arXiv
Anton, Cristina Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems. (English) Zbl 1437.60034 J. Comput. Appl. Math. 373, Article ID 112433, 16 p. (2020). MSC: 60H15 65C30 PDFBibTeX XMLCite \textit{C. Anton}, J. Comput. Appl. Math. 373, Article ID 112433, 16 p. (2020; Zbl 1437.60034) Full Text: DOI
Brehier, Charles-Edouard; Wang, Xu On parareal algorithms for semilinear parabolic stochastic PDEs. (English) Zbl 1428.60096 SIAM J. Numer. Anal. 58, No. 1, 254-278 (2020). MSC: 60H35 65M12 35R60 PDFBibTeX XMLCite \textit{C.-E. Brehier} and \textit{X. Wang}, SIAM J. Numer. Anal. 58, No. 1, 254--278 (2020; Zbl 1428.60096) Full Text: DOI arXiv
Laurent, Adrien; Vilmart, Gilles Multirevolution integrators for differential equations with fast stochastic oscillations. (English) Zbl 1428.60097 SIAM J. Sci. Comput. 42, No. 1, A115-A139 (2020). MSC: 60H35 65C30 35Q55 PDFBibTeX XMLCite \textit{A. Laurent} and \textit{G. Vilmart}, SIAM J. Sci. Comput. 42, No. 1, A115--A139 (2020; Zbl 1428.60097) Full Text: DOI arXiv
Laurent, Adrien; Vilmart, Gilles Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs. (English) Zbl 1433.60078 Math. Comput. 89, No. 321, 169-202 (2020). MSC: 60H35 37M25 65L06 05C75 05C05 PDFBibTeX XMLCite \textit{A. Laurent} and \textit{G. Vilmart}, Math. Comput. 89, No. 321, 169--202 (2020; Zbl 1433.60078) Full Text: DOI arXiv
Faris, William G. Rooted tree graphs and the Butcher group: combinatorics of elementary perturbation theory. (English) Zbl 1446.82035 Sidoravicius, Vladas (ed.), Sojourns in probability theory and statistical physics. II. Brownian web and percolation, a festschrift for Charles M. Newman. Singapore: Springer; Shanghai: NYU Shanghai. Springer Proc. Math. Stat. 299, 135-166 (2019). MSC: 82B43 60K35 05C05 82B28 PDFBibTeX XMLCite \textit{W. G. Faris}, Springer Proc. Math. Stat. 299, 135--166 (2019; Zbl 1446.82035) Full Text: DOI arXiv
Alamo, A.; Sanz-Serna, J. M. Word combinatorics for stochastic differential equations: splitting integrators. (English) Zbl 1476.60092 Commun. Pure Appl. Anal. 18, No. 4, 2163-2195 (2019). Reviewer: Nikolas Tapia (Berlin) MSC: 60H05 16T05 PDFBibTeX XMLCite \textit{A. Alamo} and \textit{J. M. Sanz-Serna}, Commun. Pure Appl. Anal. 18, No. 4, 2163--2195 (2019; Zbl 1476.60092) Full Text: DOI arXiv
Bruned, Y.; Hairer, M.; Zambotti, L. Algebraic renormalisation of regularity structures. (English) Zbl 1481.16038 Invent. Math. 215, No. 3, 1039-1156 (2019). Reviewer: Yang Shilin (Beijing) MSC: 16T05 60H15 82C28 35R60 PDFBibTeX XMLCite \textit{Y. Bruned} et al., Invent. Math. 215, No. 3, 1039--1156 (2019; Zbl 1481.16038) Full Text: DOI arXiv
Bruned, Y. Recursive formulae in regularity structures. (English) Zbl 1427.35378 Stoch. Partial Differ. Equ., Anal. Comput. 6, No. 4, 525-564 (2018). MSC: 35R60 35A30 35K40 35K59 60H15 PDFBibTeX XMLCite \textit{Y. Bruned}, Stoch. Partial Differ. Equ., Anal. Comput. 6, No. 4, 525--564 (2018; Zbl 1427.35378) Full Text: DOI arXiv
Niu, Xinyan; Cui, Jianbo; Hong, Jialin; Liu, Zhihui Explicit pseudo-symplectic methods for stochastic Hamiltonian systems. (English) Zbl 1390.60261 BIT 58, No. 1, 163-178 (2018). MSC: 60H35 37M15 60H10 PDFBibTeX XMLCite \textit{X. Niu} et al., BIT 58, No. 1, 163--178 (2018; Zbl 1390.60261) Full Text: DOI
Abdulle, Assyr Numerical methods for stochastic simulation: when stochastic integration meets geometric numerical integration. (English) Zbl 1402.65011 Holcman, David (ed.), Stochastic processes, multiscale modeling, and numerical methods for computational cellular biology. Cham: Springer (ISBN 978-3-319-62626-0/hbk; 978-3-319-62627-7/ebook). 83-107 (2017). MSC: 65C30 60H15 PDFBibTeX XMLCite \textit{A. Abdulle}, in: Stochastic processes, multiscale modeling, and numerical methods for computational cellular biology. Cham: Springer. 83--107 (2017; Zbl 1402.65011) Full Text: DOI
Hong, Jialin; Sun, Liying; Wang, Xu High order conformal symplectic and ergodic schemes for the stochastic Langevin equation via generating functions. (English) Zbl 1386.60241 SIAM J. Numer. Anal. 55, No. 6, 3006-3029 (2017). MSC: 60H35 65C30 65P10 PDFBibTeX XMLCite \textit{J. Hong} et al., SIAM J. Numer. Anal. 55, No. 6, 3006--3029 (2017; Zbl 1386.60241) Full Text: DOI arXiv
Gauckler, Ludwig; Yserentant, Harry Structure-preserving discretization of the chemical master equation. (English) Zbl 1378.65032 BIT 57, No. 3, 753-770 (2017). Reviewer: Maria Gousidou-Koutita (Thessaloniki) MSC: 65C30 65L05 65L70 80A30 60J27 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{L. Gauckler} and \textit{H. Yserentant}, BIT 57, No. 3, 753--770 (2017; Zbl 1378.65032) Full Text: DOI
Alamo, A.; Sanz-Serna, J. M. A technique for studying strong and weak local errors of splitting stochastic integrators. (English) Zbl 1353.65004 SIAM J. Numer. Anal. 54, No. 6, 3239-3257 (2016). MSC: 65C30 60H10 60H35 34F05 65L06 65L70 PDFBibTeX XMLCite \textit{A. Alamo} and \textit{J. M. Sanz-Serna}, SIAM J. Numer. Anal. 54, No. 6, 3239--3257 (2016; Zbl 1353.65004) Full Text: DOI arXiv
Hairer, Martin; Kelly, David Geometric versus non-geometric rough paths. (English. French summary) Zbl 1314.60115 Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 1, 207-251 (2015). MSC: 60H10 34K28 16T05 PDFBibTeX XMLCite \textit{M. Hairer} and \textit{D. Kelly}, Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 1, 207--251 (2015; Zbl 1314.60115) Full Text: DOI arXiv Euclid
Burrage, Pamela M.; Burrage, Kevin Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise. (English) Zbl 1291.65017 Numer. Algorithms 65, No. 3, 519-532 (2014). MSC: 65C30 60H10 60H35 34F05 65P10 37M15 37H10 65L05 65L06 PDFBibTeX XMLCite \textit{P. M. Burrage} and \textit{K. Burrage}, Numer. Algorithms 65, No. 3, 519--532 (2014; Zbl 1291.65017) Full Text: DOI Link
Faou, Erwan; Lelièvre, Tony Conservative stochastic differential equations: mathematical and numerical analysis. (English) Zbl 1203.60069 Math. Comput. 78, No. 268, 2047-2074 (2009). MSC: 60H10 60H30 58J65 65C20 PDFBibTeX XMLCite \textit{E. Faou} and \textit{T. Lelièvre}, Math. Comput. 78, No. 268, 2047--2074 (2009; Zbl 1203.60069) Full Text: DOI