Imagen de Portada

Long-time behavior of exact and numerical solutions of stochastic evolution equations on the sphere

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Cohen, David, Müller, Björn, Papini, Andrea
Formato:	Preprint
Publicado:	2026
Materias:	Numerical Analysis Mathematical Physics Probability 35Q99, 60H10, 60H15, 60H35, 65C20, 65C30
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Approximation of the Lévy-driven stochastic heat equation on the sphere
por: Lang, Annika, et al.
Publicado: (2025)

Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
por: Cazacu, Nicoleta
Publicado: (2025)

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

Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
por: Leobacher, Gunther, et al.
Publicado: (2020)

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

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

Euler-Maruyama approximations of the stochastic heat equation on the sphere
por: Lang, Annika, et al.
Publicado: (2023)

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

Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
por: Guo, Yujia, et al.
Publicado: (2025)

An Euler scheme for BSDEs via the Wiener chaos decomposition
por: Lozano, Pere Díaz, et al.
Publicado: (2025)

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

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

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

Stochastic conformal integrators for linearly damped stochastic Poisson systems
por: Bréhier, Charles-Edouard, et al.
Publicado: (2025)

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

Surface Dean--Kawasaki equations
por: Bell, John, et al.
Publicado: (2026)

An explicit scheme for stochastic Allen-Cahn equations with space-time white noise near the sharp interface limit
por: Jiang, Yingsong, et al.
Publicado: (2026)

Convergence rate for random walk approximations of mean field BSDEs
por: Djehiche, Boualem, et al.
Publicado: (2024)

Splitting methods for stochastic Hodgkin-Huxley type systems and a localized fundamental mean-square convergence theorem
por: Étoré, Pierre, et al.
Publicado: (2026)

Reaching the equilibrium: Long-term stable approximations for stochastic non-Newtonian Stokes equations with transport noise
por: Droniou, Jerome, et al.
Publicado: (2024)

Kalman-Langevin dynamics : exponential convergence, particle approximation and numerical approximation
por: Ringh, Axel, et al.
Publicado: (2025)

Strong convergence of an explicit full-discrete scheme for stochastic Burgers-Huxley equation
por: Wang, Yibo, et al.
Publicado: (2024)

Bicausal optimal transport for SDEs with irregular coefficients
por: Hitz, Michaela, et al.
Publicado: (2024)

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

Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function
por: Paikaray, Prit Pritam, et al.
Publicado: (2023)

Approximation of the invariant measure for stochastic Allen-Cahn equation via an explicit fully discrete scheme
por: Wang, Yibo, et al.
Publicado: (2024)

Strong solutions to degenerate SDEs and uniqueness for degenerate Fokker-Planck equations
por: Grube, Sebastian
Publicado: (2024)

Error bounds for full space-time splitting discretizations of semi-linear SPDEs -- with a focus on dG domain decompositions
por: Eisenmann, Monika, et al.
Publicado: (2024)

On splitting strategies for the numerical solution of stochastic delay differential equations with correlated noises
por: Kelly, Cónall, et al.
Publicado: (2026)

Quantitative approximation of stochastic kinetic equations: from discrete to continuum
por: Hao, Zimo, et al.
Publicado: (2024)

On Surrogate Learning for Linear Stability Assessment of Navier-Stokes Equations with Stochastic Viscosity
por: Sousedík, Bedřich, et al.
Publicado: (2021)

Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
por: Bao, Jianhai, et al.
Publicado: (2025)

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

First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient
por: Vashistha, Divyanshu, et al.
Publicado: (2025)

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $α$-stable process
por: Li, Xiaotong, et al.
Publicado: (2025)

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

Strong convergence of finite element approximations for a fourth-order stochastic pseudo-parabolic equation with additive noise
por: Bhar, Suprio, et al.
Publicado: (2025)

Pathwise convergence of the Euler scheme for rough and stochastic differential equations
por: Allan, Andrew L., et al.
Publicado: (2023)

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

Constructing Maximal Germ Couplings of Brownian Motions with Drift
por: Hummel, Sebastian, et al.
Publicado: (2023)