Bou-Rabee, Nawaf; Donev, Aleksandar; Vanden-Eijnden, Eric Metropolis integration schemes for self-adjoint diffusions. (English) Zbl 1315.65006 Multiscale Model. Simul. 12, No. 2, 781-831 (2014). MSC: 65C30 60J60 65C05 60H15 60H35 35R60 PDFBibTeX XMLCite \textit{N. Bou-Rabee} et al., Multiscale Model. Simul. 12, No. 2, 781--831 (2014; Zbl 1315.65006) Full Text: DOI arXiv
Bou-Rabee, Nawaf; Vanden-Eijnden, Eric A patch that imparts unconditional stability to explicit integrators for Langevin-like equations. (English) Zbl 1430.65003 J. Comput. Phys. 231, No. 6, 2565-2580 (2012). MSC: 65C30 82C31 60H35 PDFBibTeX XMLCite \textit{N. Bou-Rabee} and \textit{E. Vanden-Eijnden}, J. Comput. Phys. 231, No. 6, 2565--2580 (2012; Zbl 1430.65003) Full Text: DOI arXiv