Weak Error Estimates of Ergodic Approximations for Monotone Jump-diffusion SODEs
Fuente:
arXiv
Saved in:
| Main Authors: | Liu, Zhihui, Wu, Xiaoming |
|---|---|
| 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)
Non-asymptotic Error Analysis of Explicit Modified Euler Methods for Superlinear and Non-contractive 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)
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)
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)
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)
Numerical Ergodicity and Uniform Estimate of Monotone SPDEs Driven by Multiplicative Noise
by: Liu, Zhihui
Published: (2023)
by: Liu, Zhihui
Published: (2023)
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)
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)
Numerical Ergodicity of Stochastic Allen--Cahn Equation driven by Multiplicative White Noise
by: Liu, Zhihui
Published: (2024)
by: Liu, Zhihui
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)
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)
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)
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)
Sampling from mixture distributions based on regime-switching diffusions
by: Tretyakov, M. V.
Published: (2024)
by: Tretyakov, M. V.
Published: (2024)
Numerical integrators for confined Langevin dynamics
by: Leimkuhler, B., et al.
Published: (2024)
by: Leimkuhler, B., et al.
Published: (2024)
On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients
by: Mickel, Annalena, et al.
Published: (2023)
by: Mickel, Annalena, et al.
Published: (2023)
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)
Approximation of the Lévy-driven stochastic heat equation on the sphere
by: Lang, Annika, et al.
Published: (2025)
by: Lang, Annika, et al.
Published: (2025)
Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
by: Cox, Sonja, et al.
Published: (2019)
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)
by: Li, Binjie, et al.
Published: (2025)
Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function
by: Paikaray, Prit Pritam, et al.
Published: (2023)
by: Paikaray, Prit Pritam, et al.
Published: (2023)
Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
by: Cazacu, Nicoleta
Published: (2025)
by: Cazacu, Nicoleta
Published: (2025)
A mixed finite element method for a class of fourth-order stochastic evolution equations with multiplicative noise
by: Goldys, Beniamin, et al.
Published: (2025)
by: Goldys, Beniamin, 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)
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)
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)
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)
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)
Strong convergence of finite element approximations for a fourth-order stochastic pseudo-parabolic equation with additive noise
by: Bhar, Suprio, et al.
Published: (2025)
by: Bhar, Suprio, et al.
Published: (2025)
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)
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)
by: Leobacher, Gunther, et al.
Published: (2020)
Approximating the signature of Brownian motion for high order SDE simulation
by: Foster, James
Published: (2024)
by: Foster, James
Published: (2024)
On Surrogate Learning for Linear Stability Assessment of Navier-Stokes Equations with Stochastic Viscosity
by: Sousedík, Bedřich, et al.
Published: (2021)
by: Sousedík, Bedřich, et al.
Published: (2021)
Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise
by: Wang, Yibo, et al.
Published: (2024)
by: Wang, Yibo, 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)
by: Becker, Sebastian, et al.
Published: (2017)
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)
Deep Forward-Backward Dynamic Programming Schemes for High-Dimensional Semilinear Nonlocal PDEs and FBSDE with Jumps
by: Wang, Wansheng, et al.
Published: (2025)
by: Wang, Wansheng, et al.
Published: (2025)
Kalman-Langevin dynamics : exponential convergence, particle approximation and numerical approximation
by: Ringh, Axel, et al.
Published: (2025)
by: Ringh, Axel, et al.
Published: (2025)
A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient
by: Biswas, Sani
Published: (2026)
by: Biswas, Sani
Published: (2026)
Similar Items
-
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) -
Geometric Ergodicity and Strong Error Estimates for Tamed Schemes of Super-linear SODEs
by: Liu, Zhihui, et al.
Published: (2024) -
Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
by: Pang, Chenxu, et al.
Published: (2023) -
Approximation of Invariant Measures for Stochastic Differential Equations with Piecewise Continuous Arguments via Backward Euler Method
by: Chen, Chuchu, et al.
Published: (2019)