Numerical Methods for Dynamical Low-Rank Approximations of Stochastic Differential Equations -- Part I: Time discretization
Fuente:
arXiv
Saved in:
| Main Authors: | Kazashi, Yoshihito, Nobile, Fabio, Zoccolan, Fabio |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Dynamical Low-Rank Approximation for Stochastic Differential Equations
by: Kazashi, Yoshihito, et al.
Published: (2023)
by: Kazashi, Yoshihito, et al.
Published: (2023)
Dynamical Low-Rank Approximations for Kalman Filtering
by: Nobile, Fabio, et al.
Published: (2025)
by: Nobile, Fabio, et al.
Published: (2025)
Boundary-preserving Lamperti-splitting schemes for some Stochastic Differential Equations
by: Ulander, Johan
Published: (2023)
by: Ulander, Johan
Published: (2023)
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)
First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient
by: Vashistha, Divyanshu, et al.
Published: (2025)
by: Vashistha, Divyanshu, et al.
Published: (2025)
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)
Differentiating through Stochastic Differential Equations: A Primer
by: Leburu, Rishi, et al.
Published: (2026)
by: Leburu, Rishi, et al.
Published: (2026)
Numerical integrators for confined Langevin dynamics
by: Leimkuhler, B., et al.
Published: (2024)
by: Leimkuhler, B., 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)
Learning Stochastic Reduced Models from Data: A Nonintrusive Approach
by: Freitag, M. A., et al.
Published: (2024)
by: Freitag, M. A., et al.
Published: (2024)
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 the invariant measure for stochastic Allen-Cahn equation via an explicit fully discrete scheme
by: Wang, Yibo, et al.
Published: (2024)
by: Wang, Yibo, et al.
Published: (2024)
Dynamical Low-Rank Ensemble Kalman filter for State/Parameter estimation
by: Nobile, Fabio, et al.
Published: (2026)
by: Nobile, Fabio, et al.
Published: (2026)
Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
by: Cazacu, Nicoleta
Published: (2025)
by: Cazacu, Nicoleta
Published: (2025)
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)
A Recursive Polynomial Chaos Evolution Method for Stochastic Differential Equations
by: Bal, Guillaume, et al.
Published: (2026)
by: Bal, Guillaume, et al.
Published: (2026)
Stochastic conformal integrators for linearly damped stochastic Poisson systems
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
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 of an explicit full-discrete scheme for stochastic Burgers-Huxley equation
by: Wang, Yibo, et al.
Published: (2024)
by: Wang, Yibo, et al.
Published: (2024)
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)
Magnus Methods for Stochastic Delay-Differential Equations
by: Griggs, Mitchell T., et al.
Published: (2025)
by: Griggs, Mitchell T., et al.
Published: (2025)
Strong Convergence of a Splitting Method for the Stochastic Complex Ginzburg-Landau Equation
by: Jans, Marvin, et al.
Published: (2024)
by: Jans, Marvin, 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)
Modeling Unknown Stochastic Dynamical System via Autoencoder
by: Xu, Zhongshu, et al.
Published: (2023)
by: Xu, Zhongshu, et al.
Published: (2023)
An $L^0$-approach to stochastic evolution equations
by: Auestad, Øyvind Stormark
Published: (2025)
by: Auestad, Øyvind Stormark
Published: (2025)
Data-driven Effective Modeling of Multiscale Stochastic Dynamical Systems
by: Chen, Yuan, et al.
Published: (2024)
by: Chen, Yuan, 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)
Explicit Runge-Kutta schemes for Backward Stochastic Differential Equations
by: Fang, Shuixin, et al.
Published: (2025)
by: Fang, Shuixin, et al.
Published: (2025)
A Multilevel Monte Carlo Virtual Element Method for Uncertainty Quantification of Elliptic Partial Differential Equations
by: Antonietti, Paola F., et al.
Published: (2026)
by: Antonietti, Paola F., et al.
Published: (2026)
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)
Quantitative approximation of stochastic kinetic equations: from discrete to continuum
by: Hao, Zimo, et al.
Published: (2024)
by: Hao, Zimo, 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)
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)
Implementation of Milstein Schemes for Stochastic Delay-Differential Equations with Arbitrary Fixed Delays
by: Griggs, Mitchell T., et al.
Published: (2025)
by: Griggs, Mitchell T., et al.
Published: (2025)
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)
Optimal Control of Stochastic Partial Differential Equations with Partial Observations: Stochastic Maximum Principles and Numerical Approximation
by: Cao, Yanzhao, et al.
Published: (2025)
by: Cao, Yanzhao, et al.
Published: (2025)
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)
Numerical Ergodicity of Stochastic Allen--Cahn Equation driven by Multiplicative White Noise
by: Liu, Zhihui
Published: (2024)
by: Liu, Zhihui
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)
Similar Items
-
Dynamical Low-Rank Approximation for Stochastic Differential Equations
by: Kazashi, Yoshihito, et al.
Published: (2023) -
Dynamical Low-Rank Approximations for Kalman Filtering
by: Nobile, Fabio, et al.
Published: (2025) -
Boundary-preserving Lamperti-splitting schemes for some Stochastic Differential Equations
by: Ulander, Johan
Published: (2023) -
Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function
by: Paikaray, Prit Pritam, et al.
Published: (2023) -
First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient
by: Vashistha, Divyanshu, et al.
Published: (2025)