Cover Image

Uniform-in-time weak error estimates of explicit full-discretization schemes for SPDEs with non-globally Lipschitz coefficients

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Jiang, Yingsong, Wang, Xiaojie
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis 60H35, 60H15, 65C30
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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)

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

Strong convergence of an explicit full-discrete scheme for stochastic Burgers-Huxley equation
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)

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

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

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

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

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

Perturbation estimates for order-one strong approximations of SDEs without globally monotone coefficients
by: Dai, Lei, et al.
Published: (2023)

Strong error estimates for a fully discrete SAV scheme for the stochastic Allen--Cahn equation with multiplicative noise
by: Metzger, Stefan
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)

Sparse grid approximation of nonlinear SPDEs: The Landau--Lifshitz--Gilbert equation
by: An, Xin, et al.
Published: (2023)

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

Higher order numerical methods for SDEs without globally monotone coefficients
by: Dai, Lei, et al.
Published: (2024)

Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Pang, Chenxu, et al.
Published: (2023)

Pathwise uniform convergence of numerical approximations for a two-dimensional stochastic Navier-Stokes equation with no-slip boundary conditions
by: Li, Binjie, et al.
Published: (2024)

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)

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

Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
by: Pang, Chenxu, et al.
Published: (2023)

Non-asymptotic uniform in time error bounds for new and old numerical schemes for SPDEs
by: Huang, Can, 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)

Ergodicity and invariant measure approximation of the stochastic Cahn-Hilliard equation via an explicit fully discrete scheme
by: Deng, Nan, et al.
Published: (2025)

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

Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
by: Cox, Sonja, et al.
Published: (2019)

Numerical Analysis of 2D Stochastic Navier--Stokes Equations with Transport Noise: Regularity and Spatial Semidiscretization
by: Li, Binjie, et al.
Published: (2025)

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

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)

Surface Dean--Kawasaki equations
by: Bell, John, et al.
Published: (2026)

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

Stochastic representation of solutions for the parabolic Cauchy problem with variable exponent coefficients
by: Avci, Mustafa
Published: (2025)

Pathwise Uniform Convergence of Time Discretisation Schemes for SPDEs
by: Klioba, Katharina, et al.
Published: (2023)

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

A convergent augmented SAV scheme for stochastic Cahn--Hilliard equations with dynamic boundary conditions describing contact line tension
by: Metzger, Stefan
Published: (2024)

Optimal rate of convergence for approximations of SPDEs with non-regular drift
by: Butkovsky, Oleg, et al.
Published: (2021)

On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients
by: Mickel, Annalena, et al.
Published: (2023)

A Multilevel Monte Carlo Virtual Element Method for Uncertainty Quantification of Elliptic Partial Differential Equations
by: Antonietti, Paola F., et al.
Published: (2026)

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