High order numerical approximation of the invariant measure of ergodic SDEs
Publications associées (134)
Graph Chatbot
Chattez avec Graph Search
Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.
AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.
Contour parallel tool paths are among the most widely used tool paths for planer milling operations. A number of exact as well as approximate methods are available for offsetting a closed boundary in order to generate a contour parallel tool path; however, ...
A novel method is presented for the systematic identification of the minimum requirements regarding mathematical pre-treatment, a priori information, or experimental design, in order to allow optimising rate constants and pure component spectra associated ...
The Uniformization Theorem due to Koebe and Poincaré implies that every compact Riemann surface of genus greater or equal to 2 can be endowed with a metric of constant curvature – 1. On the other hand, a compact Riemann surface is a complex algebraic curve ...
The modeling of a system composed by a gas phase and organic aerosol particles, and its numerical resolution are studied. The gas-aerosol system is modeled by ordinary differential equations coupled with a mixed-constrained optimization problem. This coupl ...
B-series are a fundamental tool in practical and theoretical aspects of numerical integrators for ordinary differential equations. A composition law for B-series permits an elegant derivation of order conditions, and a substitution law gives much insight i ...
Recently, we have shown how a colored-noise Langevin equation can be used in the context of molecular dynamics as a tool to obtain dynamical trajectories whose properties are tailored to display desired sampling features. In the present paper, after having ...
The statistics of the condensed polaritons is described in terms of the Wigner function. In the framework of the truncated Wigner method, the Wigner function obeys a Fokker-Planck equation, which is solved analytically. The second-order correlations in the ...
With increasing power densities, runtime thermal management is becoming a necessity in today’s systems, especially so for highly integrated Multi-Processor Systems-on-Chip (MPSoCs). In this paper, we propose a neural network (NN) based approach to implemen ...
By means of an original approach, called 'method of the moving frame', we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path-dependent coefficients driven by an i ...
We present a numerical approximation technique for the analysis of continuous-time Markov chains that describe networks of biochemical reactions and play an important role in the stochastic modeling of biological systems. Our approach is based on the const ...