This package contains some code in Julia and Matlab for obtaining the figures presented in the article:
[ ] A. Laurent,
      A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics,
      SIAM J. Sci. Comput. 44 (2022), no. 5, A3217-A3243.
	  https://doi.org/10.1137/21M1455188

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

The file Functions.jl contains the algorithms of the paper. The file Test_cluster_multiple_epsilon.jl can be run on a cluster to simulate trajectories on the sphere, the torus or the orthognal group.
The data of the paper is stored in the folder Data, and the convergence curves can be plotted using the matlab file Plot_convergence_curves.m.

