Gilles Vilmart

33 papers Journal 33

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Efficient Langevin sampling with position-dependent diffusion. CoRR Eugen Bronasco, Benedict J. Leimkuhler, Dominic Phillips, Gilles Vilmart
2025	J	`jnl`	Preconditioning for the high-order sampling of the invariant distribution of parabolic semilinear SPDEs. CoRR Charles-Edouard Bréhier, Adrien Busnot Laurent, Arnaud Debussche, Gilles Vilmart
2025	J	`jnl`	Second order explicit stabilized multirate method for stiff differential equations with error control. CoRR Mathieu Benninghoff, Gilles Vilmart
2022	J	`jnl`	Drift-preserving numerical integrators for stochastic Poisson systems. Int. J. Comput. Math. David Cohen, Gilles Vilmart
2022	J	`jnl`	Order Conditions for Sampling the Invariant Measure of Ergodic Stochastic Differential Equations on Manifolds. Found. Comput. Math. Adrien Busnot Laurent, Gilles Vilmart
2021	J	`jnl`	Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs. CoRR Assyr Abdulle, Charles-Edouard Bréhier, Gilles Vilmart
2021	J	`jnl`	Explicit Stabilized Integrators for Stiff Optimal Control Problems. SIAM J. Sci. Comput. Ibrahim Almuslimani, Gilles Vilmart
2021	J	`jnl`	Superconvergence of the Strang splitting when using the Crank-Nicolson scheme for parabolic PDEs with Dirichlet and oblique boundary conditions. Math. Comput. Guillaume Bertoli, Christophe Besse, Gilles Vilmart
2020	J	`jnl`	A New Class of Uniformly Accurate Numerical Schemes for Highly Oscillatory Evolution Equations. Found. Comput. Math. Philippe Chartier, Mohammed Lemou, Florian Méhats, Gilles Vilmart
2020	J	`jnl`	Drift-preserving numerical integrators for stochastic Poisson systems. CoRR David Cohen, Gilles Vilmart
2020	J	`jnl`	Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs. Math. Comput. Adrien Busnot Laurent, Gilles Vilmart
2020	J	`jnl`	Multirevolution Integrators for Differential Equations with Fast Stochastic Oscillations. SIAM J. Sci. Comput. Adrien Busnot Laurent, Gilles Vilmart
2020	J	`jnl`	Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds. CoRR Adrien Busnot Laurent, Gilles Vilmart
2020	J	`jnl`	Strang Splitting Method for Semilinear Parabolic Problems With Inhomogeneous Boundary Conditions: A Correction Based on the Flow of the Nonlinearity. SIAM J. Sci. Comput. Guillaume Bertoli, Gilles Vilmart
2020	J	`jnl`	Superconvergence of the Strang splitting when using the Crank-Nicolson scheme for parabolic PDEs with oblique boundary conditions. CoRR Guillaume Bertoli, Christophe Besse, Gilles Vilmart
2019	J	`jnl`	Explicit stabilized integrators for stiff optimal control problems. CoRR Ibrahim Almuslimani, Gilles Vilmart
2019	J	`jnl`	Highly Oscillatory Problems with Time-Dependent Vanishing Frequency. SIAM J. Numer. Anal. Philippe Chartier, Mohammed Lemou, Florian Méhats, Gilles Vilmart
2018	J	`jnl`	Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations. SIAM/ASA J. Uncertain. Quantification Assyr Abdulle, Ibrahim Almuslimani, Gilles Vilmart
2016	J	`jnl`	High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise. SIAM J. Sci. Comput. Charles-Edouard Bréhier, Gilles Vilmart
2015	J	`jnl`	Linearized Numerical Homogenization Method for Nonlinear Monotone Parabolic Multiscale Problems. Multiscale Model. Simul. Assyr Abdulle, Martin E. Huber, Gilles Vilmart
2015	J	`jnl`	Long Time Accuracy of Lie-Trotter Splitting Methods for Langevin Dynamics. SIAM J. Numer. Anal. Assyr Abdulle, Gilles Vilmart, Konstantinos C. Zygalakis
2015	J	`jnl`	Postprocessed Integrators for the High Order Integration of Ergodic SDEs. SIAM J. Sci. Comput. Gilles Vilmart
2014	J	`jnl`	Analysis of the finite element heterogeneous multiscale method for quasilinear elliptic homogenization problems. Math. Comput. Assyr Abdulle, Gilles Vilmart
2014	J	`jnl`	High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs. SIAM J. Numer. Anal. Assyr Abdulle, Gilles Vilmart, Konstantinos C. Zygalakis
2014	J	`jnl`	Multi-revolution composition methods for highly oscillatory differential equations. Numerische Mathematik Philippe Chartier, Joseba Makazaga, Ander Murua, Gilles Vilmart
2014	J	`jnl`	Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise. SIAM J. Sci. Comput. Gilles Vilmart
2013	J	`jnl`	PIROCK: A swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise. J. Comput. Phys. Assyr Abdulle, Gilles Vilmart
2013	J	`jnl`	Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations. SIAM J. Sci. Comput. Assyr Abdulle, Gilles Vilmart, Konstantinos C. Zygalakis
2012	J	`jnl`	A priori error estimates for finite element methods with numerical quadrature for nonmonotone nonlinear elliptic problems. Numerische Mathematik Assyr Abdulle, Gilles Vilmart
2012	J	`jnl`	High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations. SIAM J. Sci. Comput. Assyr Abdulle, David Cohen, Gilles Vilmart, Konstantinos C. Zygalakis
2010	J	`jnl`	Algebraic Structures of B-series. Found. Comput. Math. Philippe Chartier, Ernst Hairer, Gilles Vilmart
2008	J	`jnl`	Reducing round-off errors in rigid body dynamics. J. Comput. Phys. Gilles Vilmart
2007	J	`jnl`	Numerical integrators based on modified differential equations. Math. Comput. Philippe Chartier, Ernst Hairer, Gilles Vilmart