This package contains some code in Julia and Matlab for obtaining the figures presented in the article:
[ ] A. Laurent, G. Vilmart
      Multirevolution integrators for differential equations with fast stochastic oscillations,
      SIAM J. Sci. Comput. 42 (2020), no. 1, A115–A139.

Please cite the above paper when using this package for research ! :-)

In the folder "Weak_convergence", there are the codes associated to Section 5.1.
The codes associated to Section 5.2 are in the folder "Simulation_NLS_WND".
The Julia files are used for computing weak numerical approximations of SDEs or spectral discretization of the NLS equation driven by a fast Stratonovich noise. The Matlab files are used for plotting the obtained data.

The data used in the article are stored in the "Data" folders.

The files for showing the weak order 2 of convergence can also be run on a cluster.
