B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems
Fuente:
arXiv
Saved in:
| Main Authors: | Arara, Alemayehu Adugna, Debrabant, Kristian, Kværnø, Anne |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants
by: Debrabant, Kristian, et al.
Published: (2019)
by: Debrabant, Kristian, et al.
Published: (2019)
Derivation of optimal stochastic Runge-Kutta methods with exotic and decorated Butcher series for the weak integration of stochastic dynamics
by: Laurent, Adrien Busnot, et al.
Published: (2026)
by: Laurent, Adrien Busnot, et al.
Published: (2026)
Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
by: Pang, Chenxu, et al.
Published: (2023)
by: Pang, Chenxu, et al.
Published: (2023)
On the randomized Euler scheme for SDEs with integral-form drift
by: Przybyłowicz, Paweł, et al.
Published: (2024)
by: Przybyłowicz, Paweł, et al.
Published: (2024)
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)
Weak approximation of stochastic differential equations and application to derivative pricing
by: Ninomiya, Syoiti, et al.
Published: (2006)
by: Ninomiya, Syoiti, et al.
Published: (2006)
Strong order 1 adaptive approximation of jump-diffusion SDEs with discontinuous drift
by: Schwarz, Verena
Published: (2025)
by: Schwarz, Verena
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)
Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift
by: Spendier, Kathrin, et al.
Published: (2022)
by: Spendier, Kathrin, et al.
Published: (2022)
A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient
by: Biswas, Sani
Published: (2026)
by: Biswas, Sani
Published: (2026)
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)
A multilevel Monte Carlo algorithm for SDEs driven by countably dimensional Wiener process and Poisson random measure
by: Sobieraj, Michał
Published: (2023)
by: Sobieraj, Michał
Published: (2023)
The local coupling of noise technique and its application to lower error bounds for strong approximation of SDEs with irregular coefficients
by: Ellinger, Simon
Published: (2025)
by: Ellinger, Simon
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)
Error Distribution for One-Dimensional Stochastic Differential Equation Driven By Fractional Brownian Motion
by: Ueda, Kento
Published: (2023)
by: Ueda, Kento
Published: (2023)
Strong convergence rate of Euler-Maruyama method for stochastic differential equations with Hölder continuous drift coefficient driven by symmetric $α$-stable process
by: Liu, Wei
Published: (2019)
by: Liu, Wei
Published: (2019)
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)
An Antithetic Multilevel Monte Carlo-Milstein Scheme for Stochastic Partial Differential Equations with non-commutative noise
by: Haji-Ali, Abdul-Lateef, et al.
Published: (2023)
by: Haji-Ali, Abdul-Lateef, et al.
Published: (2023)
On optimal error rates for strong approximation of SDEs with a Hölder continuous drift coefficient
by: Ellinger, Simon, et al.
Published: (2025)
by: Ellinger, Simon, et al.
Published: (2025)
On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity
by: Ellinger, Simon, et al.
Published: (2024)
by: Ellinger, Simon, et al.
Published: (2024)
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)
Stochastic conformal integrators for linearly damped stochastic Poisson systems
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
High order splitting methods for SDEs satisfying a commutativity condition
by: Foster, James, et al.
Published: (2022)
by: Foster, James, et al.
Published: (2022)
Theoretical guarantees for stochastic gradient sampling methods via Gaussian convolution inequalities
by: Paulin, Daniel, et al.
Published: (2026)
by: Paulin, Daniel, et al.
Published: (2026)
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)
Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space
by: Jáquez, Luis Mario Chaparro, et al.
Published: (2023)
by: Jáquez, Luis Mario Chaparro, et al.
Published: (2023)
An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation
by: Jaquez, Luis Mario Chaparro, et al.
Published: (2026)
by: Jaquez, Luis Mario Chaparro, et al.
Published: (2026)
Skew-symmetric schemes for stochastic differential equations with non-Lipschitz drift: an unadjusted Barker algorithm
by: Iguchi, Yuga, et al.
Published: (2024)
by: Iguchi, Yuga, et al.
Published: (2024)
A domain decomposition method for stochastic evolution equations
by: Buckwar, Evelyn, et al.
Published: (2024)
by: Buckwar, Evelyn, 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)
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient
by: Müller-Gronbach, T., et al.
Published: (2024)
by: Müller-Gronbach, T., et al.
Published: (2024)
Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations
by: Chen, Jingwei, et al.
Published: (2025)
by: Chen, Jingwei, et al.
Published: (2025)
$α$-scaled strong convergence of stochastic theta method for stochastic differential equations driven by time-changed Lévy noise beyond Lipschitz continuity
by: Chen, Jingwei
Published: (2025)
by: Chen, Jingwei
Published: (2025)
Analytic and Gevrey class regularity for parametric elliptic eigenvalue problems and applications
by: Chernov, Alexey, et al.
Published: (2023)
by: Chernov, Alexey, et al.
Published: (2023)
Discontinuous Galerkin methods for the complete stochastic Euler equations
by: Breit, Dominic, et al.
Published: (2024)
by: Breit, Dominic, 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)
On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients
by: Jian, Jiamin, et al.
Published: (2025)
by: Jian, Jiamin, et al.
Published: (2025)
A forward scheme with machine learning for forward-backward SDEs with jumps by decoupling jumps
by: Kawai, Reiichiro, et al.
Published: (2024)
by: Kawai, Reiichiro, et al.
Published: (2024)
A Class of Stochastic Runge-Kutta Methods for Stochastic Differential Equations Converging with Order 1 in $L^p$-Norm
by: Rößler, Andreas
Published: (2025)
by: Rößler, Andreas
Published: (2025)
Similar Items
-
Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants
by: Debrabant, Kristian, et al.
Published: (2019) -
Derivation of optimal stochastic Runge-Kutta methods with exotic and decorated Butcher series for the weak integration of stochastic dynamics
by: Laurent, Adrien Busnot, et al.
Published: (2026) -
Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
by: Pang, Chenxu, et al.
Published: (2023) -
On the randomized Euler scheme for SDEs with integral-form drift
by: Przybyłowicz, Paweł, et al.
Published: (2024) -
Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Pang, Chenxu, et al.
Published: (2023)