Stochastic theta methods for random periodic solution of stochastic differential equations under non-globally Lipschitz conditions
Fuente:
arXiv
Saved in:
| Main Authors: | Chen, Ziheng, Cao, Liangmin, Chen, Lin |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Strong convergence rates of stochastic theta methods for index 1 stochastic differential algebraic equations under non-globally Lipschitz conditions
by: Chen, Lin, et al.
Published: (2025)
by: Chen, Lin, et al.
Published: (2025)
Stochastic theta methods for free stochastic differential equations
by: Niu, Yuanling, et al.
Published: (2024)
by: Niu, Yuanling, et al.
Published: (2024)
Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions
by: Cai, Jingjing, et al.
Published: (2024)
by: Cai, Jingjing, et al.
Published: (2024)
Weak convergence order of stochastic theta method for SDEs driven by time-changed Lévy noise
by: Chen, Ziheng, et al.
Published: (2026)
by: Chen, Ziheng, et al.
Published: (2026)
Strong convergence of a semi tamed scheme for stochastic differential algebraic equation under non-global Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2025)
by: Tsafack, Guy, 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)
Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients
by: Serea, Oana Silvia, et al.
Published: (2024)
by: Serea, Oana Silvia, et al.
Published: (2024)
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)
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)
Pathwise convergence of a linearization scheme for stochastic differential-algebraic equations under the local Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2026)
by: Tsafack, Guy, et al.
Published: (2026)
B-spline periodization of Fourier pseudo-spectral method for non-periodic problems
by: Li, Dongan, et al.
Published: (2025)
by: Li, Dongan, et al.
Published: (2025)
An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs
by: Wang, Guanjie, et al.
Published: (2023)
by: Wang, Guanjie, et al.
Published: (2023)
Longtime behaviors of $θ$-Euler-Maruyama method for stochastic functional differential equations
by: Chen, Chuchu, et al.
Published: (2024)
by: Chen, Chuchu, et al.
Published: (2024)
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
by: Chen, Chuchu, et al.
Published: (2018)
by: Chen, Chuchu, et al.
Published: (2018)
A new approximation method for solving stochastic differential equations
by: Mojarrad, Faezeh Nassajian
Published: (2024)
by: Mojarrad, Faezeh Nassajian
Published: (2024)
Weak approximation of stochastic differential equations with sticky boundary conditions
by: Sharma, Akash
Published: (2025)
by: Sharma, Akash
Published: (2025)
A novel numerical method for mean field stochastic differential equation
by: Zhou, Jinhui, et al.
Published: (2025)
by: Zhou, Jinhui, et al.
Published: (2025)
Taming singular stochastic differential equations: A numerical method
by: Lê, Khoa, et al.
Published: (2021)
by: Lê, Khoa, et al.
Published: (2021)
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)
by: Hu, Xingwei, et al.
Published: (2024)
Strong convergence rate of the positivity-preserving logarithmic truncated EM method for multi-dimensional stochastic differential equations with positive solutions
by: Hu, Xingwei, et al.
Published: (2025)
by: Hu, Xingwei, et al.
Published: (2025)
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)
Preconditioners based on Voronoi quantizers of random variable coefficients for stochastic elliptic partial differential equations
by: Venkovic, Nicolas, et al.
Published: (2024)
by: Venkovic, Nicolas, et al.
Published: (2024)
Development of numerical methods for nonlinear hybrid stochastic functional differential equations with infinite delay
by: Li, Guozhen, et al.
Published: (2025)
by: Li, Guozhen, et al.
Published: (2025)
Homogenization principle and numerical analysis for fractional stochastic differential equations with different scales
by: Wang, Zhaoyang, et al.
Published: (2024)
by: Wang, Zhaoyang, et al.
Published: (2024)
Asymptotic solution for three-dimensional reaction-diffusion-advection equation with periodic boundary conditions
by: Liubavin, Aleksei, et al.
Published: (2025)
by: Liubavin, Aleksei, et al.
Published: (2025)
Segment convergence for super-linear stochastic functional differential equations by the truncated Euler-Maruyama method
by: Deng, Shounian, et al.
Published: (2026)
by: Deng, Shounian, et al.
Published: (2026)
Strong convergence of the adaptive Milstein method for nonlinear stochastic differential equations with piecewise continuous arguments
by: Zhang, Yuhang, et al.
Published: (2025)
by: Zhang, Yuhang, et al.
Published: (2025)
Deep random difference method for high-dimensional quasilinear parabolic partial differential equations
by: Cai, Wei, et al.
Published: (2025)
by: Cai, Wei, et al.
Published: (2025)
Robust and efficient solvers for nonlinear partial differential equations based on random feature method
by: Tan, Longze
Published: (2025)
by: Tan, Longze
Published: (2025)
Modified Singly-Runge-Kutta-TASE methods for the numerical solution of stiff differential equations
by: Calvo, M., et al.
Published: (2024)
by: Calvo, M., et al.
Published: (2024)
Adaptive neural network basis methods for partial differential equations with low-regular solutions
by: Huang, Jianguo, et al.
Published: (2024)
by: Huang, Jianguo, et al.
Published: (2024)
Adaptive feature capture method for solving partial differential equations with near singular solutions
by: Deng, Yangtao, et al.
Published: (2025)
by: Deng, Yangtao, et al.
Published: (2025)
Boundary neuron method for solving partial differential equations
by: Lin, Ye, et al.
Published: (2026)
by: Lin, Ye, et al.
Published: (2026)
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)
On the convergence of adaptive approximations for stochastic differential equations
by: Foster, James, et al.
Published: (2023)
by: Foster, James, et al.
Published: (2023)
A novel number-theoretic sampling method for neural network solutions of partial differential equations
by: Yang, Yu, et al.
Published: (2024)
by: Yang, Yu, et al.
Published: (2024)
Strong convergence of multiscale truncated Euler-Maruyama method for super-linear slow-fast stochastic differential equations
by: Cui, Yuanping, et al.
Published: (2023)
by: Cui, Yuanping, et al.
Published: (2023)
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)
Estimates of the numerical density for stochastic differential equations with multiplicative noise
by: Li, Lei, et al.
Published: (2024)
by: Li, Lei, et al.
Published: (2024)
Convergence of random splitting method for the Allen-Cahn equation in a background flow
by: Li, Lei, et al.
Published: (2025)
by: Li, Lei, et al.
Published: (2025)
Similar Items
-
Strong convergence rates of stochastic theta methods for index 1 stochastic differential algebraic equations under non-globally Lipschitz conditions
by: Chen, Lin, et al.
Published: (2025) -
Stochastic theta methods for free stochastic differential equations
by: Niu, Yuanling, et al.
Published: (2024) -
Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions
by: Cai, Jingjing, et al.
Published: (2024) -
Weak convergence order of stochastic theta method for SDEs driven by time-changed Lévy noise
by: Chen, Ziheng, et al.
Published: (2026) -
Strong convergence of a semi tamed scheme for stochastic differential algebraic equation under non-global Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2025)