Cover Image

Geometric Ergodicity and Strong Error Estimates for Tamed Schemes of Super-linear SODEs

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Liu, Zhihui, Wu, Xiaoming
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis 65C30, 60H35, 60H10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Weak Error Estimates of Ergodic Approximations for Monotone Jump-diffusion SODEs
by: Liu, Zhihui, et al.
Published: (2025)

Geometric Ergodicity and Optimal Error Estimates for a Class of Novel Tamed Schemes to Super-linear Stochastic PDEs
by: Liu, Zhihui, et al.
Published: (2025)

Ergodic Estimates of One-Step Numerical Approximations for Superlinear SODEs
by: Liu, Xin, 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)

Boundary-preserving Lamperti-splitting schemes for some Stochastic Differential Equations
by: Ulander, Johan
Published: (2023)

Numerical Methods for Dynamical Low-Rank Approximations of Stochastic Differential Equations -- Part I: Time discretization
by: Kazashi, Yoshihito, et al.
Published: (2026)

Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
by: Guo, Yujia, et al.
Published: (2025)

A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
by: Guo, Yujia, et al.
Published: (2024)

Stochastic conformal integrators for linearly damped stochastic Poisson systems
by: Bréhier, Charles-Edouard, et al.
Published: (2025)

Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Wu, Xiaoming, et al.
Published: (2024)

First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient
by: Vashistha, Divyanshu, et al.
Published: (2025)

Strong convergence of an explicit full-discrete scheme for stochastic Burgers-Huxley equation
by: Wang, Yibo, et al.
Published: (2024)

Dynamical Low-Rank Approximation for Stochastic Differential Equations
by: Kazashi, Yoshihito, et al.
Published: (2023)

Learning Stochastic Reduced Models from Data: A Nonintrusive Approach
by: Freitag, M. A., et al.
Published: (2024)

Numerical integrators for confined Langevin dynamics
by: Leimkuhler, B., et al.
Published: (2024)

Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
by: Leimkuhler, B., et al.
Published: (2020)

Numerical Ergodicity and Uniform Estimate of Monotone SPDEs Driven by Multiplicative Noise
by: Liu, Zhihui
Published: (2023)

Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
by: Bao, Jianhai, et al.
Published: (2025)

Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
by: Cazacu, Nicoleta
Published: (2025)

Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise
by: Wang, Yibo, et al.
Published: (2024)

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

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
by: Becker, Sebastian, et al.
Published: (2017)

An $L^0$-approach to stochastic evolution equations
by: Auestad, Øyvind Stormark
Published: (2025)

Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants
by: Debrabant, Kristian, et al.
Published: (2019)

Numerical Unique Ergodicity of Monotone SDEs driven by Nondegenerate Multiplicative Noise
by: Liu, Zhihui, et al.
Published: (2024)

Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$-stable processes
by: Ling, Chengcheng
Published: (2024)

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)

Deep Forward-Backward Dynamic Programming Schemes for High-Dimensional Semilinear Nonlocal PDEs and FBSDE with Jumps
by: Wang, Wansheng, et al.
Published: (2025)

Strong convergence rate of the explicit adaptive time-stepping methods for stochastic diffusion systems with locally Lipschitz coefficients
by: Wen, Xueqi, et al.
Published: (2026)

Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients
by: Zhu, Jingtao, et al.
Published: (2025)

Approximation of the invariant measure for stochastic Allen-Cahn equation via an explicit fully discrete scheme
by: Wang, Yibo, 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)

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)

On splitting strategies for the numerical solution of stochastic delay differential equations with correlated noises
by: Kelly, Cónall, et al.
Published: (2026)

Numerical Ergodicity of Stochastic Allen--Cahn Equation driven by Multiplicative White Noise
by: Liu, Zhihui
Published: (2024)

Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
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)

Sampling from mixture distributions based on regime-switching diffusions
by: Tretyakov, M. V.
Published: (2024)

Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
by: Leobacher, Gunther, et al.
Published: (2020)

Long-time behavior of exact and numerical solutions of stochastic evolution equations on the sphere
by: Cohen, David, et al.
Published: (2026)