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19952026
most citedBSDE with quadratic growth and unbounded terminal value

241 citations

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math.NA2020

Exact targeting of Gibbs distributions using velocity-jump processes

Pierre Monmarché, Mathias Rousset, Pierre-André Zitt

This work introduces and studies a new family of velocity jump Markov processes directly amenable to exact simulation with the following two properties: i) trajectories converge in…

math.NA2020★ 1 cited

Error estimates of local energy regularization for the logarithmic Schrodinger equation

Weizhu Bao, Remi Carles, Chunmei Su +1

The logarithmic nonlinearity has been used in many partial differential equations (PDEs) for modeling problems in various applications.Due to the singularity of the logarithmic fun…

math.NA2020

Convergence Analysis of Asymptotic Preserving Schemes for Strongly Magnetized plasmas

Francis Filbet, Luis Miguel Rodrigues, Hamed Zakerzadeh

The present paper is devoted to the convergence analysis of a class of asymptotic preserving particle schemes [Filbet \& Rodrigues, SIAM J. Numer. Anal., 54 (2) (2016)] for the Vla…