Copertina

Stochastic conformal integrators for linearly damped stochastic Poisson systems

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Bréhier, Charles-Edouard, Cohen, David, Komori, Yoshio
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Numerical Analysis Probability 60H10, 60H35, 65C20, 65C30, 65P10
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise
di: Bréhier, Charles-Edouard, et al.
Pubblicazione: (2026)

Splitting methods for stochastic Hodgkin-Huxley type systems and a localized fundamental mean-square convergence theorem
di: Étoré, Pierre, et al.
Pubblicazione: (2026)

An exponential map free implicit midpoint method for stochastic Lie-Poisson systems
di: Ephrati, Sagy, et al.
Pubblicazione: (2024)

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

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

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

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

Strong order 1 adaptive approximation of jump-diffusion SDEs with discontinuous drift
di: Schwarz, Verena
Pubblicazione: (2025)

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

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

On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient
di: Müller-Gronbach, T., et al.
Pubblicazione: (2024)

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

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

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

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

Geometric Ergodicity and Strong Error Estimates for Tamed Schemes of Super-linear SODEs
di: Liu, Zhihui, et al.
Pubblicazione: (2024)

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

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

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

Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations
di: Chen, Jingwei, et al.
Pubblicazione: (2025)

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

Reaching the equilibrium: Long-term stable approximations for stochastic non-Newtonian Stokes equations with transport noise
di: Droniou, Jerome, et al.
Pubblicazione: (2024)

A Tail-Respecting Explicit Numerical Scheme for Lévy-Driven SDEs With Superlinear Drifts
di: Aryasova, Olga, et al.
Pubblicazione: (2025)

Pathwise convergence of the Euler scheme for rough and stochastic differential equations
di: Allan, Andrew L., et al.
Pubblicazione: (2023)

$α$-scaled strong convergence of stochastic theta method for stochastic differential equations driven by time-changed Lévy noise beyond Lipschitz continuity
di: Chen, Jingwei
Pubblicazione: (2025)

The Stochastic TR-BDF2 Scheme of Order 2
di: Caraballo, Tomás, et al.
Pubblicazione: (2026)

On explosion time in stochastic differential equations driven by fractional Brownian motion
di: Garzon, Johanna, et al.
Pubblicazione: (2024)

Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
di: Angeli, Letizia, et al.
Pubblicazione: (2023)

The local coupling of noise technique and its application to lower error bounds for strong approximation of SDEs with irregular coefficients
di: Ellinger, Simon
Pubblicazione: (2025)

On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity
di: Ellinger, Simon, et al.
Pubblicazione: (2024)

On optimal error rates for strong approximation of SDEs with a Hölder continuous drift coefficient
di: Ellinger, Simon, et al.
Pubblicazione: (2025)

Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
di: Qi, Xiao, et al.
Pubblicazione: (2026)

A Class of Stochastic Runge-Kutta Methods for Stochastic Differential Equations Converging with Order 1 in $L^p$-Norm
di: Rößler, Andreas
Pubblicazione: (2025)

Surface finite element approximation of parabolic SPDEs with Whittle--Matérn noise
di: Auestad, Øyvind Stormark, et al.
Pubblicazione: (2025)

Non-asymptotic uniform in time error bounds for new and old numerical schemes for SPDEs
di: Huang, Can, et al.
Pubblicazione: (2026)

Explicit Runge-Kutta schemes for Backward Stochastic Differential Equations
di: Fang, Shuixin, et al.
Pubblicazione: (2025)

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

Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures
di: Baldassari, Lorenzo, et al.
Pubblicazione: (2026)

Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
di: Bhar, Suprio, et al.
Pubblicazione: (2025)

Controlled fields, rough stochastic calculus, and Itô-Wentzell-Alekseev-Gröbner identities
di: Dause, Jannis R., et al.
Pubblicazione: (2026)