A patch that imparts unconditional stability to explicit integrators for Langevin-like equations

Nawaf Bou-Rabee, Eric Vanden-Eijnden. A patch that imparts unconditional stability to explicit integrators for Langevin-like equations. J. Comput. Physics, 231(6):2565-2580, 2012. [doi]

Authors

Nawaf Bou-Rabee

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Eric Vanden-Eijnden

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