Measuring the Irreversibility of Numerical Schemes for Reversible Stochastic Differential Equations

Katsoulakis, Markos; Pantazis, Yannis; Rey-Bellet, Luc

ESAIM: Mathematical Modelling and Numerical Analysis , Volume 48 (2014) p. 1351-1379

Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems

Katsoulakis, Markos A.; Plecháč, Petr; Rey-Bellet, Luc; Tsagkarogiannis, Dimitrios K.

ESAIM: Modélisation mathématique et analyse numérique, Volume 41 (2007) p. 627-660