Preconditioning for the high-order sampling of the invariant distribution of parabolic semilinear SPDEs
Fuente:
arXiv
Saved in:
| Main Authors: | Bréhier, Charles-Edouard, Laurent, Adrien Busnot, Debussche, Arnaud, Vilmart, Gilles |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Higher-order spring-coupled multilevel Monte Carlo method for invariant measures
by: Ragunathan, Sankarasubramanian, et al.
Published: (2024)
by: Ragunathan, Sankarasubramanian, et al.
Published: (2024)
High order integration of stochastic dynamics on Riemannian manifolds with frozen flow methods
by: Bronasco, Eugen, et al.
Published: (2025)
by: Bronasco, Eugen, et al.
Published: (2025)
Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
by: Pang, Chenxu, et al.
Published: (2023)
by: Pang, Chenxu, et al.
Published: (2023)
Stochastic persistence and extinction for degenerate stochastic Rosenzweig-MacArthur model
by: Benaïm, Michel, et al.
Published: (2025)
by: Benaïm, Michel, et al.
Published: (2025)
Optimal rate of convergence for approximations of SPDEs with non-regular drift
by: Butkovsky, Oleg, et al.
Published: (2021)
by: Butkovsky, Oleg, et al.
Published: (2021)
Stochastic conformal integrators for linearly damped stochastic Poisson systems
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
Strong convergence of parabolic rate $1$ of discretisations of stochastic Allen-Cahn-type equations
by: Gerencsér, Máté, et al.
Published: (2022)
by: Gerencsér, Máté, et al.
Published: (2022)
Ergodicity for SPDEs driven by divergence-free transport noise
by: Gess, Benjamin, et al.
Published: (2026)
by: Gess, Benjamin, et al.
Published: (2026)
Numerical Ergodicity and Uniform Estimate of Monotone SPDEs Driven by Multiplicative Noise
by: Liu, Zhihui
Published: (2023)
by: Liu, Zhihui
Published: (2023)
Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises
by: Kloeden, Peter E., et al.
Published: (2023)
by: Kloeden, Peter E., et al.
Published: (2023)
Higher order approximation of nonlinear SPDEs with additive space-time white noise
by: Djurdjevac, Ana, et al.
Published: (2024)
by: Djurdjevac, Ana, et al.
Published: (2024)
Weak Error Estimates of Ergodic Approximations for Monotone Jump-diffusion SODEs
by: Liu, Zhihui, et al.
Published: (2025)
by: Liu, Zhihui, et al.
Published: (2025)
Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
by: Guo, Yujia, et al.
Published: (2025)
by: Guo, Yujia, et al.
Published: (2025)
A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
by: Guo, Yujia, et al.
Published: (2024)
by: Guo, Yujia, et al.
Published: (2024)
Numerical integrators for confined Langevin dynamics
by: Leimkuhler, B., et al.
Published: (2024)
by: Leimkuhler, B., et al.
Published: (2024)
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
by: Leimkuhler, B., et al.
Published: (2020)
by: Leimkuhler, B., et al.
Published: (2020)
Quantitative positivity of transition densities for random perturbations of Hamiltonian systems
by: Elesaely, Shimaa, et al.
Published: (2025)
by: Elesaely, Shimaa, et al.
Published: (2025)
Lower and upper bounds for the explosion times of a system of semilinear SPDEs
by: Sankar, S., et al.
Published: (2022)
by: Sankar, S., et al.
Published: (2022)
Sampling from mixture distributions based on regime-switching diffusions
by: Tretyakov, M. V.
Published: (2024)
by: Tretyakov, M. V.
Published: (2024)
Mean-square Stability and Bifurcations for Dissipative SDEs
by: Kelly, C., et al.
Published: (2026)
by: Kelly, C., et al.
Published: (2026)
Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise
by: Bréhier, Charles-Edouard, et al.
Published: (2026)
by: Bréhier, Charles-Edouard, et al.
Published: (2026)
Stability and convergence of the Euler scheme for stochastic linear evolution equations in Banach spaces
by: Li, Binjie, et al.
Published: (2022)
by: Li, Binjie, et al.
Published: (2022)
Non-uniqueness of stationary measures for stochastic systems with almost surely invariant manifolds
by: Bedrossian, Jacob, et al.
Published: (2025)
by: Bedrossian, Jacob, et al.
Published: (2025)
Blow-up estimates for a system of semilinear SPDEs driven by mixed fractional Brownian motions
by: Sankar, S., et al.
Published: (2022)
by: Sankar, S., et al.
Published: (2022)
Statistical Error of Numerical Integrators for Underdamped Langevin Dynamics with Deterministic And Stochastic Gradients
by: Ye, Xuda, et al.
Published: (2024)
by: Ye, Xuda, et al.
Published: (2024)
Weak approximation for stochastic reaction-diffusion equation near sharp interface limit
by: Cui, Jianbo, et al.
Published: (2023)
by: Cui, Jianbo, et al.
Published: (2023)
Discrete stochastic maximal $ L^p $-regularity and convergence of a spatial semidiscretization for a linear stochastic heat equation
by: Li, Binjie, et al.
Published: (2023)
by: Li, Binjie, et al.
Published: (2023)
Sparse grid approximation of nonlinear SPDEs: The Landau--Lifshitz--Gilbert equation
by: An, Xin, et al.
Published: (2023)
by: An, Xin, et al.
Published: (2023)
Existence of global and explosive mild solutions of fractional reaction-diffusion system of semilinear SPDEs with fractional noise
by: Sankar, S., et al.
Published: (2022)
by: Sankar, S., et al.
Published: (2022)
Uniqueness of invariant measures for stochastic damped anisotropic Navier--Stokes equations
by: Liang, Siyu
Published: (2026)
by: Liang, Siyu
Published: (2026)
On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients
by: Tran, Ngoc Khue, et al.
Published: (2024)
by: Tran, Ngoc Khue, et al.
Published: (2024)
Hopf algebra structures for the backward error analysis of ergodic stochastic differential equations
by: Bronasco, Eugen, et al.
Published: (2024)
by: Bronasco, Eugen, et al.
Published: (2024)
Empirical approximation to invariant measures of non-degenerate McKean-Vlasov dynamics
by: Cao, Wenjing, et al.
Published: (2023)
by: Cao, Wenjing, et al.
Published: (2023)
Efficient Langevin sampling with position-dependent diffusion
by: Bronasco, Eugen, et al.
Published: (2025)
by: Bronasco, Eugen, et al.
Published: (2025)
Convergence Rates of Continuous-Time Random Walks to Time-Fractional Diffusions with Unbounded Coefficients
by: Sidorenko, Artur, et al.
Published: (2026)
by: Sidorenko, Artur, et al.
Published: (2026)
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
by: Butkovsky, Oleg, et al.
Published: (2022)
by: Butkovsky, Oleg, et al.
Published: (2022)
Kalman-Langevin dynamics : exponential convergence, particle approximation and numerical approximation
by: Ringh, Axel, et al.
Published: (2025)
by: Ringh, Axel, et al.
Published: (2025)
Convergence of a spatial semidiscretization for a three-dimensional stochastic Allen-Cahn equation with multiplicative noise
by: Zhou, Qin, et al.
Published: (2024)
by: Zhou, Qin, et al.
Published: (2024)
Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations
by: Hamaguchi, Yushi
Published: (2023)
by: Hamaguchi, Yushi
Published: (2023)
Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
by: Dareiotis, Konstantinos, et al.
Published: (2025)
by: Dareiotis, Konstantinos, et al.
Published: (2025)
Similar Items
-
Higher-order spring-coupled multilevel Monte Carlo method for invariant measures
by: Ragunathan, Sankarasubramanian, et al.
Published: (2024) -
High order integration of stochastic dynamics on Riemannian manifolds with frozen flow methods
by: Bronasco, Eugen, et al.
Published: (2025) -
Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
by: Pang, Chenxu, et al.
Published: (2023) -
Stochastic persistence and extinction for degenerate stochastic Rosenzweig-MacArthur model
by: Benaïm, Michel, et al.
Published: (2025) -
Optimal rate of convergence for approximations of SPDEs with non-regular drift
by: Butkovsky, Oleg, et al.
Published: (2021)