Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
Fuente:
arXiv
Saved in:
| Main Authors: | Pang, Chenxu, Wang, Xiaojie, Wu, Yue |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
by: Guo, Yujia, et al.
Published: (2024)
by: Guo, Yujia, et al.
Published: (2024)
Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
by: Guo, Yujia, et al.
Published: (2025)
by: Guo, Yujia, et al.
Published: (2025)
Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Pang, Chenxu, et al.
Published: (2023)
by: Pang, Chenxu, et al.
Published: (2023)
Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Wu, Xiaoming, et al.
Published: (2024)
by: Wu, Xiaoming, et al.
Published: (2024)
Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
by: Pang, Chenxu, et al.
Published: (2023)
by: Pang, Chenxu, et al.
Published: (2023)
Weak Error Estimates of Ergodic Approximations for Monotone Jump-diffusion SODEs
by: Liu, Zhihui, et al.
Published: (2025)
by: Liu, Zhihui, et al.
Published: (2025)
Non-asymptotic Error Analysis of Explicit Modified Euler Methods for Superlinear and Non-contractive SODEs
by: Liu, Zhihui, et al.
Published: (2025)
by: Liu, Zhihui, et al.
Published: (2025)
Perturbation estimates for order-one strong approximations of SDEs without globally monotone coefficients
by: Dai, Lei, et al.
Published: (2023)
by: Dai, Lei, et al.
Published: (2023)
Higher-order spring-coupled multilevel Monte Carlo method for invariant measures
by: Ragunathan, Sankarasubramanian, et al.
Published: (2024)
by: Ragunathan, Sankarasubramanian, et al.
Published: (2024)
Approximation of Invariant Measures for Stochastic Differential Equations with Piecewise Continuous Arguments via Backward Euler Method
by: Chen, Chuchu, et al.
Published: (2019)
by: Chen, Chuchu, et al.
Published: (2019)
Ergodic Estimates of One-Step Numerical Approximations for Superlinear SODEs
by: Liu, Xin, et al.
Published: (2025)
by: Liu, Xin, et al.
Published: (2025)
Higher order numerical methods for SDEs without globally monotone coefficients
by: Dai, Lei, et al.
Published: (2024)
by: Dai, Lei, et al.
Published: (2024)
Uniform-in-time weak error estimates of explicit full-discretization schemes for SPDEs with non-globally Lipschitz coefficients
by: Jiang, Yingsong, et al.
Published: (2025)
by: Jiang, Yingsong, et al.
Published: (2025)
Preconditioning for the high-order sampling of the invariant distribution of parabolic semilinear SPDEs
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients
by: Mickel, Annalena, et al.
Published: (2023)
by: Mickel, Annalena, et al.
Published: (2023)
Error bounds for full space-time splitting discretizations of semi-linear SPDEs -- with a focus on dG domain decompositions
by: Eisenmann, Monika, et al.
Published: (2024)
by: Eisenmann, Monika, et al.
Published: (2024)
Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
by: Bao, Jianhai, et al.
Published: (2025)
by: Bao, Jianhai, et al.
Published: (2025)
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
by: Leimkuhler, B., et al.
Published: (2020)
by: Leimkuhler, B., et al.
Published: (2020)
Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
by: Qi, Xiao, et al.
Published: (2026)
by: Qi, Xiao, et al.
Published: (2026)
An exponential map free implicit midpoint method for stochastic Lie-Poisson systems
by: Ephrati, Sagy, et al.
Published: (2024)
by: Ephrati, Sagy, et al.
Published: (2024)
Bicausal optimal transport for SDEs with irregular coefficients
by: Hitz, Michaela, et al.
Published: (2024)
by: Hitz, Michaela, et al.
Published: (2024)
An explicit scheme for stochastic Allen-Cahn equations with space-time white noise near the sharp interface limit
by: Jiang, Yingsong, et al.
Published: (2026)
by: Jiang, Yingsong, et al.
Published: (2026)
Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
by: Cazacu, Nicoleta
Published: (2025)
by: Cazacu, Nicoleta
Published: (2025)
Sparse grid approximation of nonlinear SPDEs: The Landau--Lifshitz--Gilbert equation
by: An, Xin, et al.
Published: (2023)
by: An, Xin, et al.
Published: (2023)
Kalman-Langevin dynamics : exponential convergence, particle approximation and numerical approximation
by: Ringh, Axel, et al.
Published: (2025)
by: Ringh, Axel, et al.
Published: (2025)
On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients
by: Tran, Ngoc Khue, et al.
Published: (2024)
by: Tran, Ngoc Khue, et al.
Published: (2024)
Numerical integrators for confined Langevin dynamics
by: Leimkuhler, B., et al.
Published: (2024)
by: Leimkuhler, B., et al.
Published: (2024)
Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
by: Bhar, Suprio, et al.
Published: (2025)
by: Bhar, Suprio, et al.
Published: (2025)
Exact simulation of the first-passage time of SDEs to time-dependent thresholds
by: Khurana, Devika, et al.
Published: (2024)
by: Khurana, Devika, et al.
Published: (2024)
Euler-Maruyama approximations of the stochastic heat equation on the sphere
by: Lang, Annika, et al.
Published: (2023)
by: Lang, Annika, et al.
Published: (2023)
Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs in arbitrary moments
by: Kalinin, Alexander, et al.
Published: (2022)
by: Kalinin, Alexander, et al.
Published: (2022)
Strong convergence of finite element approximations for a fourth-order stochastic pseudo-parabolic equation with additive noise
by: Bhar, Suprio, et al.
Published: (2025)
by: Bhar, Suprio, et al.
Published: (2025)
Numerical Analysis of 2D Stochastic Navier--Stokes Equations with Transport Noise: Regularity and Spatial Semidiscretization
by: Li, Binjie, et al.
Published: (2025)
by: Li, Binjie, et al.
Published: (2025)
Strong convergence of a class of adaptive numerical methods for SDEs with jumps
by: Kelly, Cónall, et al.
Published: (2023)
by: Kelly, Cónall, et al.
Published: (2023)
A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient
by: Biswas, Sani
Published: (2026)
by: Biswas, Sani
Published: (2026)
High order splitting methods for SDEs satisfying a commutativity condition
by: Foster, James, et al.
Published: (2022)
by: Foster, James, et al.
Published: (2022)
Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach
by: Kalinin, Alexander, et al.
Published: (2021)
by: Kalinin, Alexander, et al.
Published: (2021)
Rigorous enclosure of Lyapunov exponents of stochastic flows
by: Breden, Maxime, et al.
Published: (2024)
by: Breden, Maxime, et al.
Published: (2024)
Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
by: Cox, Sonja, et al.
Published: (2019)
by: Cox, Sonja, et al.
Published: (2019)
Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
by: Becker, Sebastian, et al.
Published: (2017)
by: Becker, Sebastian, et al.
Published: (2017)
Similar Items
-
A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
by: Guo, Yujia, et al.
Published: (2024) -
Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
by: Guo, Yujia, et al.
Published: (2025) -
Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Pang, Chenxu, et al.
Published: (2023) -
Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Wu, Xiaoming, et al.
Published: (2024) -
Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
by: Pang, Chenxu, et al.
Published: (2023)