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Showing 2022 · math.NAShow all
3 papers · 2 filters
math.NA2022★ 6 cited
High order splitting methods for SDEs satisfying a commutativity condition
James Foster, Goncalo dos Reis, Calum Strange
In this paper, we introduce a new simple approach to developing and establishing the convergence of splitting methods for a large class of stochastic differential equations (SDEs),…
math.NA2022★ 1 cited
Unitarity of some barycentric rational approximants
Tobias Jawecki, Pranav Singh
The exponential function maps the imaginary axis to the unit circle and, for many applications, this unitarity property is also desirable from its approximations. We show that this…
math.NA2022★ 1 cited
Models for information propagation on graphs
Oliver R. A. Dunbar, Charles M. Elliott, Lisa Maria Kreusser
We propose and unify classes of different models for information propagation over graphs. In a first class, propagation is modelled as a wave which emanates from a set of \emph{kno…