Non-asymptotic Error Analysis of Explicit Modified Euler Methods for Superlinear and Non-contractive SODEs
Fuente:
arXiv
Saved in:
| Main Authors: | Liu, Zhihui, Wang, Xiaojie, Wu, Xiaoming, Zhang, Xiaoyan |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Ergodic Estimates of One-Step Numerical Approximations for Superlinear SODEs
by: Liu, Xin, et al.
Published: (2025)
by: Liu, Xin, et al.
Published: (2025)
Weak Error Estimates of Ergodic Approximations for Monotone Jump-diffusion SODEs
by: Liu, Zhihui, et al.
Published: (2025)
by: Liu, Zhihui, et al.
Published: (2025)
Geometric Ergodicity and Strong Error Estimates for Tamed Schemes of Super-linear SODEs
by: Liu, Zhihui, et al.
Published: (2024)
by: Liu, Zhihui, et al.
Published: (2024)
Approximation of Invariant Measures for Stochastic Differential Equations with Piecewise Continuous Arguments via Backward Euler Method
by: Chen, Chuchu, et al.
Published: (2019)
by: Chen, Chuchu, et al.
Published: (2019)
Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
by: Pang, Chenxu, et al.
Published: (2023)
by: Pang, Chenxu, et al.
Published: (2023)
A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
by: Guo, Yujia, et al.
Published: (2024)
by: Guo, Yujia, et al.
Published: (2024)
Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
by: Guo, Yujia, et al.
Published: (2025)
by: Guo, Yujia, 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)
by: Wu, Xiaoming, et al.
Published: (2024)
Sparse grid approximation of nonlinear SPDEs: The Landau--Lifshitz--Gilbert equation
by: An, Xin, et al.
Published: (2023)
by: An, Xin, et al.
Published: (2023)
Higher-order spring-coupled multilevel Monte Carlo method for invariant measures
by: Ragunathan, Sankarasubramanian, et al.
Published: (2024)
by: Ragunathan, Sankarasubramanian, et al.
Published: (2024)
An exponential map free implicit midpoint method for stochastic Lie-Poisson systems
by: Ephrati, Sagy, et al.
Published: (2024)
by: Ephrati, Sagy, et al.
Published: (2024)
Explicit modified Euler approximations of the Aït-Sahalia type model with Poisson jumps
by: Jiang, Yingsong, et al.
Published: (2025)
by: Jiang, Yingsong, et al.
Published: (2025)
Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
by: Qi, Xiao, et al.
Published: (2026)
by: Qi, Xiao, et al.
Published: (2026)
A structure-preserving scheme for computing effective diffusivity and anomalous diffusion phenomena of random flows
by: Zhang, Tan, et al.
Published: (2024)
by: Zhang, Tan, 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)
by: Eisenmann, Monika, et al.
Published: (2024)
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)
by: Jiang, Yingsong, et al.
Published: (2025)
A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient
by: Biswas, Sani
Published: (2026)
by: Biswas, Sani
Published: (2026)
Perturbation estimates for order-one strong approximations of SDEs without globally monotone coefficients
by: Dai, Lei, et al.
Published: (2023)
by: Dai, Lei, et al.
Published: (2023)
Higher order numerical methods for SDEs without globally monotone coefficients
by: Dai, Lei, et al.
Published: (2024)
by: Dai, Lei, et al.
Published: (2024)
Euler-Maruyama approximations of the stochastic heat equation on the sphere
by: Lang, Annika, et al.
Published: (2023)
by: Lang, Annika, et al.
Published: (2023)
What makes nonholonomic integrators work?
by: Modin, Klas, et al.
Published: (2017)
by: Modin, Klas, et al.
Published: (2017)
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)
by: Liu, Zhihui, et al.
Published: (2025)
Preconditioning for the high-order sampling of the invariant distribution of parabolic semilinear SPDEs
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
by: Bhar, Suprio, et al.
Published: (2025)
by: Bhar, Suprio, et al.
Published: (2025)
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)
by: Jiang, Yingsong, et al.
Published: (2026)
An explicit splitting SAV scheme for the kinetic Langevin dynamics
by: Dai, Lei, et al.
Published: (2025)
by: Dai, Lei, et al.
Published: (2025)
An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model
by: Liu, Ruishu, et al.
Published: (2023)
by: Liu, Ruishu, et al.
Published: (2023)
Numerical integrators for confined Langevin dynamics
by: Leimkuhler, B., et al.
Published: (2024)
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)
by: Leimkuhler, B., et al.
Published: (2020)
Numerical Analysis of 2D Stochastic Navier--Stokes Equations with Transport Noise: Regularity and Spatial Semidiscretization
by: Li, Binjie, et al.
Published: (2025)
by: Li, Binjie, et al.
Published: (2025)
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)
by: Li, Binjie, et al.
Published: (2024)
Rigorous enclosure of Lyapunov exponents of stochastic flows
by: Breden, Maxime, et al.
Published: (2024)
by: Breden, Maxime, et al.
Published: (2024)
Numerical Unique Ergodicity of Monotone SDEs driven by Nondegenerate Multiplicative Noise
by: Liu, Zhihui, et al.
Published: (2024)
by: Liu, Zhihui, et al.
Published: (2024)
Numerical Methods and Analysis via Random Field Based Malliavin Calculus for Backward Stochastic PDEs
by: Dai, Wanyang
Published: (2013)
by: Dai, Wanyang
Published: (2013)
Numerical Ergodicity of Stochastic Allen--Cahn Equation driven by Multiplicative White Noise
by: Liu, Zhihui
Published: (2024)
by: Liu, Zhihui
Published: (2024)
Strong convergence of finite element schemes for the stochastic Landau--Lifshitz--Bloch equation
by: Soenjaya, Agus L.
Published: (2026)
by: Soenjaya, Agus L.
Published: (2026)
Stabilized Weighted Reduced Order Methods for Parametrized Advection-Dominated Optimal Control Problems governed by Partial Differential Equations with Random Inputs
by: Zoccolan, Fabio, et al.
Published: (2023)
by: Zoccolan, Fabio, et al.
Published: (2023)
Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise
by: Bréhier, Charles-Edouard, et al.
Published: (2026)
by: Bréhier, Charles-Edouard, et al.
Published: (2026)
Error Analysis of Time-Dependent Test Functions in the Semi-Lagrangian Discontinuous Finite Element Scheme Based on the Characteristic Galerkin Method
by: Xie, Zhengrong
Published: (2026)
by: Xie, Zhengrong
Published: (2026)
Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
by: Pang, Chenxu, et al.
Published: (2023)
by: Pang, Chenxu, et al.
Published: (2023)
Similar Items
-
Ergodic Estimates of One-Step Numerical Approximations for Superlinear SODEs
by: Liu, Xin, et al.
Published: (2025) -
Weak Error Estimates of Ergodic Approximations for Monotone Jump-diffusion SODEs
by: Liu, Zhihui, et al.
Published: (2025) -
Geometric Ergodicity and Strong Error Estimates for Tamed Schemes of Super-linear SODEs
by: Liu, Zhihui, et al.
Published: (2024) -
Approximation of Invariant Measures for Stochastic Differential Equations with Piecewise Continuous Arguments via Backward Euler Method
by: Chen, Chuchu, et al.
Published: (2019) -
Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
by: Pang, Chenxu, et al.
Published: (2023)