Imagen de Portada

Asymptotic error distribution for stochastic Runge--Kutta methods of strong order one

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Jin, Diancong
Formato:	Preprint
Publicado:	2025
Materias:	Numerical Analysis Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
por: Dai, Xinjie, et al.
Publicado: (2026)

Asymptotic error distribution of numerical methods for parabolic SPDEs with multiplicative noise
por: Hong, Jialin, et al.
Publicado: (2025)

Asymptotic error distribution for tamed Euler method with coupled monotonicity condition
por: Dai, Xinjie, et al.
Publicado: (2026)

Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs
por: Hong, Jialin, et al.
Publicado: (2024)

Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation
por: Jin, Diancong, et al.
Publicado: (2023)

Central limit theorem for temporal average of backward Euler--Maruyama method
por: Jin, Diancong
Publicado: (2023)

Convergence analysis for minimum action methods coupled with a finite difference method
por: Hong, Jialin, et al.
Publicado: (2021)

Splitting AVF method for generalized Langevin equations: probability density function and geometric ergodicity
por: Dai, Xinjie, et al.
Publicado: (2026)

A Randomized Runge-Kutta Method for time-irregular delay differential equations
por: Difonzo, Fabio V., et al.
Publicado: (2024)

Numerical and statistical analysis of NeuralODE with Runge-Kutta time integration
por: Ehrhardt, Emily C., et al.
Publicado: (2025)

Parameter-related strong convergence rates of Euler-type methods for time-changed stochastic differential equations
por: Zuo, Ruchun
Publicado: (2025)

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

Asymptotic-preserving approximations for stochastic incompressible viscous fluids and SPDEs on graph
por: Cui, Jianbo, et al.
Publicado: (2024)

Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation
por: Hong, Jialin, et al.
Publicado: (2022)

Derivation of optimal stochastic Runge-Kutta methods with exotic and decorated Butcher series for the weak integration of stochastic dynamics
por: Laurent, Adrien Busnot, et al.
Publicado: (2026)

Density convergence of a fully discrete finite difference method for stochastic Cahn--Hilliard equation
por: Hong, Jialin, et al.
Publicado: (2022)

Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
por: Chen, Chuchu, et al.
Publicado: (2018)

Smooth perturbations of diagonally implicit Runge--Kutta methods
por: Driscoll, John, et al.
Publicado: (2026)

Explicit radial basis function Runge-Kutta methods
por: Gu, Jiaxi, et al.
Publicado: (2024)

An extended framework of continuous-stage Runge-Kutta methods
por: Tang, Wensheng
Publicado: (2018)

Superiority of stochastic symplectic methods via the law of iterated logarithm
por: Chen, Chuchu, et al.
Publicado: (2024)

Taming singular stochastic differential equations: A numerical method
por: Lê, Khoa, et al.
Publicado: (2021)

The probabilistic superiority of stochastic symplectic methods via large deviations principles
por: Chen, Chuchu, et al.
Publicado: (2019)

Numerical approximation of the stochastic heat equation with a distributional reaction term
por: Goudenège, Ludovic, et al.
Publicado: (2024)

On Runge-Kutta methods of order 10
por: Stepanov, Misha
Publicado: (2025)

$L^p$-strong convergence orders of fully discrete schemes for the SPDE driven by Lévy noise
por: Chen, Chuchu, et al.
Publicado: (2024)

Quadratic projectable Runge-Kutta methods
por: Stern, Ari, et al.
Publicado: (2024)

Chebyshev symplectic methods based on continuous-stage Runge-Kutta methods
por: Tang, Wensheng
Publicado: (2018)

Mean Square Temporal error estimates for the 2D stochastic Navier-Stokes equations with transport noise
por: Breit, Dominic, et al.
Publicado: (2023)

Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise
por: Bréhier, Charles-Edouard, et al.
Publicado: (2024)

Symplectic Isospectral Runge--Kutta Methods as Lie group methods
por: Cifani, Paolo, et al.
Publicado: (2025)

Multi-rate Runge-Kutta methods: stability analysis and applications
por: Bachmann, Bernhard, et al.
Publicado: (2024)

Energy-preserving continuous-stage Runge-Kutta-Nyström methods
por: Tang, Wensheng
Publicado: (2018)

Energy-preserving continuous-stage partitioned Runge-Kutta methods
por: Tang, Wensheng
Publicado: (2018)

Stable corrections for perturbed diagonally implicit Runge--Kutta methods
por: Driscoll, John, et al.
Publicado: (2026)

Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers
por: Cai, Meng, et al.
Publicado: (2024)

Fully discrete finite element methods for the stochastic Kuramoto-Sivashinsky equation with multiplicative noise
por: Nguyen, Hung D., et al.
Publicado: (2025)

Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
por: Kamrani, Minoo, et al.
Publicado: (2023)

Analysis of the application of a high order symplectic method in Shardlow's method for dissipative particle dynamics
por: Amiri, Abdolreza
Publicado: (2025)

Asymptotic expansion for the Hartman-Watson distribution
por: Pirjol, Dan
Publicado: (2020)