Cover Image

Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Ait-Sahalia model

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Liu, Ruishu, Cao, Yulin, Wang, Xiaojie
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Unconditionally positivity-preserving approximations of the Ait-Sahalia type model: Explicit Milstein-type schemes
by: Jiang, Yingsong, et al.
Published: (2024)

Explicit modified Euler approximations of the Aït-Sahalia type model with Poisson jumps
by: Jiang, Yingsong, et al.
Published: (2025)

Unconditionally positivity-preserving explicit order-one strong approximations of financial SDEs with non-Lipschitz coefficients
by: Wu, Xiaojuan, et al.
Published: (2025)

An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model
by: Liu, Ruishu, et al.
Published: (2023)

Linear, decoupled and positivity-preserving staggered mesh schemes for general dissipative systems with arbitrary energy distributions
by: Liu, Zhengguang, et al.
Published: (2025)

Unconditionally local bounds preserving numerical scheme based on inverse Lax-Wendroff procedure for advection on networks
by: Frolkovič, Peter, et al.
Published: (2025)

On a positive-preserving, energy-stable numerical scheme to mass-action kinetics with detailed balance
by: Liu, Chun, et al.
Published: (2024)

Linear, decoupled, positivity preserving, positive-definiteness preserving and energy stable schemes for the diffusive Oldroyd-B coupled with PNP model
by: Zhu, Wenxing, et al.
Published: (2025)

Structure-preserving, weighted implicit-explicit schemes for multi-phase incompressible Navier-Stokes/Darcy coupled nonlocal Allen-Cahn model
by: Li, Meng, et al.
Published: (2024)

Asymptotic-preserving IMEX schemes for the Euler equations of non-ideal gases
by: Orlando, Giuseppe, et al.
Published: (2024)

An asymptotic preserving scheme satisfying entropy stability for the barotropic Euler system
by: Anandan, Megala, et al.
Published: (2025)

An explicit splitting SAV scheme for the kinetic Langevin dynamics
by: Dai, Lei, et al.
Published: (2025)

Structure-preserving nodal DG method for the Euler equations with gravity: well-balanced, entropy stable, and positivity preserving
by: Liu, Yuchang, et al.
Published: (2025)

A class of positive-preserving,energy stable and high order numerical schemes for the Poission-Nernst-Planck system
by: Cao, Waixiang, et al.
Published: (2025)

Partially explicit splitting scheme with explicit-implicit-null method for nonlinear multiscale flow problems
by: Wang, Yating, et al.
Published: (2024)

Error analysis of a backward Euler positive preserving stabilized scheme for a Chemotaxis system
by: Chatzipantelidis, Panagiotis, et al.
Published: (2022)

An adaptive Euler-Maruyama scheme for SDDEs
by: Liu, Dongyang, et al.
Published: (2024)

Unconditionally stable, linearised IMEX schemes for incompressible flows with variable density
by: Espinoza-Contreras, Nicolás, et al.
Published: (2024)

Structure-preserving nodal DG method for Euler equations with gravity II: general equilibrium states
by: Liu, Yuchang, et al.
Published: (2025)

Unconditional and optimal error analysis of two linearized finite difference schemes for the logarithmic Schrödinger equation
by: Wang, Tingchun, et al.
Published: (2025)

Mass conservation, positivity and energy identical-relation preserving scheme for the Navier-Stokes equations with variable density
by: Yang, Fan, et al.
Published: (2025)

Mixed Variational Formulation of Coupled Plates
by: Hu, Jun, et al.
Published: (2024)

Unconditionally energy stable numerical schemes for the three-dimensional magneto-micropolar equations
by: Qiu, Hailong
Published: (2023)

Strong convergence rate of positivity-preserving truncated Euler--Maruyama method for multi-dimensional stochastic differential equations with positive solutions
by: Hu, Xingwei, et al.
Published: (2024)

A second-order accurate, positivity-preserving numerical scheme for the Poisson-Nernst-Planck-Navier-Stokes system
by: Qin, Yuzhe, et al.
Published: (2025)

An optimization-based positivity-preserving limiter in semi-implicit discontinuous Galerkin schemes solving Fokker-Planck equations
by: Liu, Chen, et al.
Published: (2024)

Active flux for ideal magnetohydrodynamics: A positivity-preserving scheme with the Godunov-Powell source term
by: Duan, Junming, et al.
Published: (2025)

Long-time error analysis of finite element fully discrete schemes for SPDEs with non-globally Lipschitz coefficients
by: Qi, Ruisheng, et al.
Published: (2026)

Structure-preserving numerical schemes for Lindblad equations
by: Cao, Yu, et al.
Published: (2021)

Numerical analysis of a semi-implicit Euler scheme for the Keller-Segel model
by: Huang, Xueling, et al.
Published: (2025)

High-order mass conserving, positivity plus energy-law preserving schemes and their error estimates for Keller-Segel equations
by: Chen, Mingmei, et al.
Published: (2025)

Convergence analysis of positivity-preserving finite difference scheme for the Flory-Huggins-Cahn-Hilliard equation with dynamical boundary condition
by: Guo, Yunzhuo, et al.
Published: (2025)

Unconditional optimal-order error estimates of linear relaxation compact difference scheme for the coupled nonlinear Schrödinger system
by: Gao, Ying, et al.
Published: (2025)

A positivity-preserving, second-order energy stable and convergent numerical scheme for a ternary system of macromolecular microsphere composite hydrogels
by: Dong, Lixiu, et al.
Published: (2025)

A positivity preserving second-order scheme for multi-dimensional system of non-local conservation laws
by: Manoj, Nikhil, et al.
Published: (2024)

Unconditionally stable Gauge-Uzawa finite element schemes for the chemo-repulsion-Navier-Stokes system
by: Li, Chenyang, et al.
Published: (2025)

SCOUT: Semi-Lagrangian COnservative and Unconditionally sTable schemes for nonlinear advection-diffusion problems
by: Preda, Silvia, et al.
Published: (2025)

Implicit-explicit schemes for incompressible flow problems with variable viscosity
by: Barrenechea, Gabriel R., et al.
Published: (2023)

TVD-MOOD schemes based on implicit-explicit time integration
by: Michel-Dansac, Victor, et al.
Published: (2025)

Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients II: finite moments and higher-order schemes
by: Zhao, Yuying, et al.
Published: (2024)