Saved in:
| Main Author: | Vovchanskyi, M. B. |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2401.00123 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Splitting AVF method for generalized Langevin equations: probability density function and geometric ergodicity
by: Dai, Xinjie, et al.
Published: (2026)
by: Dai, Xinjie, et al.
Published: (2026)
A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation
by: Chen, Chuchu, et al.
Published: (2024)
by: Chen, Chuchu, et al.
Published: (2024)
Pivot probabilities and norm effects in Gaussian elimination for $β$-ensembles
by: Gunawan, Kenji, et al.
Published: (2025)
by: Gunawan, Kenji, et al.
Published: (2025)
The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
by: Yuanping, Cui, et al.
Published: (2024)
by: Yuanping, Cui, et al.
Published: (2024)
A collision-oriented interacting particle system for Landau-type equations and the molecular chaos
by: Du, Kai, et al.
Published: (2024)
by: Du, Kai, et al.
Published: (2024)
Analysis of splitting schemes for stochastic evolution equations with non-Lipschitz nonlinearities driven by fractional noise
by: Ding, Xiao-Li, et al.
Published: (2025)
by: Ding, Xiao-Li, et al.
Published: (2025)
The velocity jump Langevin process and its splitting scheme: long time convergence and numerical accuracy
by: Gouraud, Nicolaï, et al.
Published: (2024)
by: Gouraud, Nicolaï, et al.
Published: (2024)
Convergence analysis for minimum action methods coupled with a finite difference method
by: Hong, Jialin, et al.
Published: (2021)
by: Hong, Jialin, et al.
Published: (2021)
Taming singular stochastic differential equations: A numerical method
by: Lê, Khoa, et al.
Published: (2021)
by: Lê, Khoa, et al.
Published: (2021)
Analysis of the application of a high order symplectic method in Shardlow's method for dissipative particle dynamics
by: Amiri, Abdolreza
Published: (2025)
by: Amiri, Abdolreza
Published: (2025)
A control variate method based on polynomial approximation of Brownian path
by: Garnier, Josselin, et al.
Published: (2025)
by: Garnier, Josselin, et al.
Published: (2025)
A subspace constrained randomized Kaczmarz method for structure or external knowledge exploitation
by: Lok, Jackie, et al.
Published: (2023)
by: Lok, Jackie, et al.
Published: (2023)
Structure-informed operator learning for parabolic Partial Differential Equations
by: Benth, Fred Espen, et al.
Published: (2024)
by: Benth, Fred Espen, et al.
Published: (2024)
Optimized multilevel Monte Carlo methods in Banach spaces
by: Kirchner, Kristin, et al.
Published: (2026)
by: Kirchner, Kristin, et al.
Published: (2026)
Superiority of stochastic symplectic methods via the law of iterated logarithm
by: Chen, Chuchu, et al.
Published: (2024)
by: Chen, Chuchu, et al.
Published: (2024)
High-precision newton-kantorovich method for nonlinear integral equations
by: Chertoganov, Kirill A., et al.
Published: (2025)
by: Chertoganov, Kirill A., et al.
Published: (2025)
Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs
by: Neufeld, Ariel, et al.
Published: (2024)
by: Neufeld, Ariel, et al.
Published: (2024)
Central limit theorem for temporal average of backward Euler--Maruyama method
by: Jin, Diancong
Published: (2023)
by: Jin, Diancong
Published: (2023)
Asymptotic error distribution of numerical methods for parabolic SPDEs with multiplicative noise
by: Hong, Jialin, et al.
Published: (2025)
by: Hong, Jialin, et al.
Published: (2025)
Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs
by: Hong, Jialin, et al.
Published: (2024)
by: Hong, Jialin, et al.
Published: (2024)
Asymptotic error distribution for tamed Euler method with coupled monotonicity condition
by: Dai, Xinjie, et al.
Published: (2026)
by: Dai, Xinjie, et al.
Published: (2026)
Solving McKean-Vlasov Equation by deep learning particle method
by: Li, Jingyuan, et al.
Published: (2025)
by: Li, Jingyuan, et al.
Published: (2025)
A note on the relationship between PDE-based precision operators and Matérn covariances
by: Villa, Umberto, et al.
Published: (2024)
by: Villa, Umberto, et al.
Published: (2024)
Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation
by: Jin, Diancong, et al.
Published: (2023)
by: Jin, Diancong, et al.
Published: (2023)
Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation
by: Liu, Yating
Published: (2022)
by: Liu, Yating
Published: (2022)
Asymptotic error distribution for stochastic Runge--Kutta methods of strong order one
by: Jin, Diancong
Published: (2025)
by: Jin, Diancong
Published: (2025)
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
by: Kamrani, Minoo, et al.
Published: (2023)
by: Kamrani, Minoo, et al.
Published: (2023)
Fully discrete finite element methods for the stochastic Kuramoto-Sivashinsky equation with multiplicative noise
by: Nguyen, Hung D., et al.
Published: (2025)
by: Nguyen, Hung D., et al.
Published: (2025)
Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
by: Dai, Xinjie, et al.
Published: (2026)
by: Dai, Xinjie, et al.
Published: (2026)
Parameter-related strong convergence rates of Euler-type methods for time-changed stochastic differential equations
by: Zuo, Ruchun
Published: (2025)
by: Zuo, Ruchun
Published: (2025)
Solving linear-rate ODE hierarchies (like master equations) using closures and operator splitting
by: Chang, Joshua C
Published: (2026)
by: Chang, Joshua C
Published: (2026)
Pathwise convergence of a novel numerical scheme based on semi-implicit method for stochastic differential-algebraic equations with non-global Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2025)
by: Tsafack, Guy, et al.
Published: (2025)
Deep learning of transition probability densities for stochastic asset models with applications in option pricing
by: Su, Haozhe, et al.
Published: (2021)
by: Su, Haozhe, et al.
Published: (2021)
Faber polynomials in a deltoid region and power iteration momentum methods
by: Cowal, Peter, et al.
Published: (2025)
by: Cowal, Peter, et al.
Published: (2025)
Splitting for some classes of homeomorphic and coalescing stochastic flows
by: Vovchanskyi, M. B.
Published: (2023)
by: Vovchanskyi, M. B.
Published: (2023)
Numerical method for nonlinear Kolmogorov PDEs via sensitivity analysis
by: Bartl, Daniel, et al.
Published: (2024)
by: Bartl, Daniel, et al.
Published: (2024)
Sibuya probability distributions and numerical evaluation of fractional-order operators
by: Leonenko, Nikolai, et al.
Published: (2025)
by: Leonenko, Nikolai, et al.
Published: (2025)
Mathematical analysis and numerical methods for the computation of transport coefficients in molecular dynamics
by: Blassel, Noe, et al.
Published: (2026)
by: Blassel, Noe, et al.
Published: (2026)
Monte Carlo methods on compact complex manifolds using Bergman kernels
by: Lemoine, Thibaut, et al.
Published: (2024)
by: Lemoine, Thibaut, et al.
Published: (2024)
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation
by: Mahdian, Saied, et al.
Published: (2024)
by: Mahdian, Saied, et al.
Published: (2024)
Similar Items
-
Splitting AVF method for generalized Langevin equations: probability density function and geometric ergodicity
by: Dai, Xinjie, et al.
Published: (2026) -
A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation
by: Chen, Chuchu, et al.
Published: (2024) -
Pivot probabilities and norm effects in Gaussian elimination for $β$-ensembles
by: Gunawan, Kenji, et al.
Published: (2025) -
The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
by: Yuanping, Cui, et al.
Published: (2024) -
A collision-oriented interacting particle system for Landau-type equations and the molecular chaos
by: Du, Kai, et al.
Published: (2024)