Imagen de Portada

Geometric Milstein Scheme for Stochastic Differential Equations on SO(n) and SE(n)

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Wang, Xi, Solo, Victor
Formato:	Preprint
Publicado:	2026
Materias:	Numerical Analysis
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Tangent Space Parametrization for Stochastic Differential Equations on SO(n)
por: Wang, Xi, et al.
Publicado: (2025)

Geometry-preserving Numerical Scheme for Riemannian Stochastic Differential Equations
por: Wang, Xi, et al.
Publicado: (2025)

Implementation of Milstein Schemes for Stochastic Delay-Differential Equations with Arbitrary Fixed Delays
por: Griggs, Mitchell T., et al.
Publicado: (2025)

An Antithetic Multilevel Monte Carlo-Milstein Scheme for Stochastic Partial Differential Equations with non-commutative noise
por: Haji-Ali, Abdul-Lateef, et al.
Publicado: (2023)

Explicit $θ$-Schemes for Solving Anticipated Backward Stochastic Differential Equations
por: Hu, Mingshang, et al.
Publicado: (2019)

An Improved Milstein Method for the Numerical Solution of Multidimensional Stochastic Differential Equations
por: Banerjee, Paromita, et al.
Publicado: (2026)

Stochastic Parareal Algorithm for Stochastic Differential Equations
por: Wang, Huanxin, et al.
Publicado: (2025)

Encoded Forward Backward Stochastic Neural Network for High-Dimensional Backward Stochastic Differential Equations and Parabolic Partial Differential Equations
por: Zhang, Zhao, et al.
Publicado: (2026)

An extended Milstein scheme for effective weak approximation of diffusions
por: Iguchi, Yuga, et al.
Publicado: (2024)

A Stochastic Method for Solving Time-Fractional Differential Equations
por: Guidotti, Nicolas L., et al.
Publicado: (2023)

Stability and Convergence Analysis of an Exact Finite Difference Scheme for Fredholm Integro-Differential Equations
por: Alam, Mehebub, et al.
Publicado: (2024)

Strong Stability Preservation for Stochastic Partial Differential Equations
por: Woodfield, James
Publicado: (2024)

On a Nonuniform Crank-Nicolson Scheme for Solving the Stochastic Kawarada Equation via Arbitrary Grids
por: Padgett, Joshua L, et al.
Publicado: (2019)

Unconditionally positivity-preserving approximations of the Ait-Sahalia type model: Explicit Milstein-type schemes
por: Jiang, Yingsong, et al.
Publicado: (2024)

A Spline-based Physics-Informed Numerical Scheme: Accurate Smooth Solutions for Differential Equations
por: Mourad, Ayman, et al.
Publicado: (2026)

Application of Kalman Filter in Stochastic Differential Equations
por: Bao, Wencheng, et al.
Publicado: (2024)

A High-order Backpropagation Algorithm for Neural Stochastic Differential Equation Model
por: Sheng, Daili, et al.
Publicado: (2025)

Adaptive Mesh Construction for the Numerical Solution of Stochastic Differential Equations with Markovian Switching
por: Kelly, Cónall, et al.
Publicado: (2024)

Milstein-type Schemes for Hyperbolic SPDEs
por: Kastner, Felix, et al.
Publicado: (2025)

A Non-compact Positivity-Preserving Numerical Scheme for Elliptic Differential Equations Based on Mathematical Expectation
por: Xu, Haoran, et al.
Publicado: (2026)

Adaptive Time-Step Semi-Implicit One-Step Taylor Scheme for Stiff Ordinary Differential Equations
por: Boscarino, S., et al.
Publicado: (2024)

Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients
por: Deng, Shounian, et al.
Publicado: (2024)

Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics
por: Li, Guozhen, et al.
Publicado: (2025)

Strong convergence of the adaptive Milstein method for nonlinear stochastic differential equations with piecewise continuous arguments
por: Zhang, Yuhang, et al.
Publicado: (2025)

Flux-Balanced Patankar-type Schemes for the Compressible Euler Equations
por: Izgin, Thomas, et al.
Publicado: (2026)

L2 convergence of smooth approximations of Stochastic Differential Equations with unbounded coefficients
por: Pathiraja, Sahani
Publicado: (2020)

A Gradually Reinforced Sample-Average-Approximation Differentiable Homotopy Method for a System of Stochastic Equations
por: Li, Peixuan, et al.
Publicado: (2024)

A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients
por: Vu, Thi-Huong, et al.
Publicado: (2024)

Lattice Random Walk Discretisations of Stochastic Differential Equations
por: Duffield, Samuel, et al.
Publicado: (2025)

Easy-to-Implement One-Step Schemes for Stochastic Integration
por: Woodfield, J., et al.
Publicado: (2025)

Multilevel Particle Filters for Partially Observed McKean-Vlasov Stochastic Differential Equations
por: Awadelkarim, Elsiddig, et al.
Publicado: (2024)

Discretization, Uniform-in-Time Estimations and Approximation of Invariant Measures for Nonlinear Stochastic Differential Equations with Non-Uniform Dissipativity
por: Huang, Shan, et al.
Publicado: (2025)

A generic Scheme For the time-dependent Navier-Stokes Equation Coupled With The Heat Equation
por: Alnashri, Yahya
Publicado: (2024)

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

Temporal Two-Grid Compact Difference Scheme for Benjamin-Bona-Mahony-Burgers Equation
por: Ding, Lisen, et al.
Publicado: (2026)

A Flexible Velocity Boltzmann Scheme for Convection-Diffusion Equations
por: Rao, S. V. Raghurama, et al.
Publicado: (2024)

High-Order Flux Splitting Schemes for the Euler Equations of Gas Dynamics
por: Chu, Shaoshuai, et al.
Publicado: (2025)

A Finite Volume Scheme for Savage-Hutter Equations on Unstructured Grids
por: Li, Ruo, et al.
Publicado: (2019)

Splitting Method for Stochastic Navier-Stokes Equations
por: Zhu, Jie, et al.
Publicado: (2025)

Stochastic Optimal Prediction for the Kuramoto-Sivashinsky Equation
por: Stinis, Panagiotis
Publicado: (2003)