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Matlab code for Sanz-Serna's paper Markov Chain Monte Carlo and Numerical Differential Equations

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MCMC_SanzSerna

Matlab code for Sanz-Serna's introductory paper on Markov Chain Monte Carlo and Numerical Differential Equations. This materials were used as a part of class Research Skills for Computational Applied Mathematics at University of Edinburgh.

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Matlab code for Sanz-Serna's paper Markov Chain Monte Carlo and Numerical Differential Equations

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