From the 1 of 5 linked papers with an AI index.
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Uniform-in-Time Weak and Ergodic Error Estimates of a Nonlinearity-Explicit Full Discretization for Superlinear SPDEs Driven by Multiplicative Noise
Jingjing Cai, Zhihui Liu, Xiaoming Wu
For a class of superlinear SPDEs driven by multiplicative noise, we prove an (essentially) sharp uniform-in-time (UIT) weak convergence rate for the nonlinearity-explicit Galerkin…
Geometric Ergodicity and Strong Error Estimates for Tamed Schemes of Super-linear SODEs
Zhihui Liu, Xiaoming Wu
The paper introduces explicit tamed Euler–Maruyama schemes for super‑linear stochastic ordinary differential equations, proving they preserve Lyapunov structure, inherit geometric…
Weak Error Estimates of Ergodic Approximations for Monotone Jump-diffusion SODEs
Zhihui Liu, Xiaoming Wu
We first derive the exponential ergodicity of the stochastic theta method (STM) with for monotone jump-diffusion stochastic ordinary differential equations (SODEs)…
Non-asymptotic Error Analysis of Explicit Modified Euler Methods for Superlinear and Non-contractive SODEs
Zhihui Liu, Xiaojie Wang, Xiaoming Wu +1
A family of explicit modified Euler methods (MEMs) is constructed for long-time approximations of super-linear SODEs driven by multiplicative noise. The proposed schemes can preser…
Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
Xiaoming Wu, Xiaojie Wang
This paper is concerned with long-time strong approximations of SDEs with non-globally Lipschitz coefficients.Under certain non-globally Lipschitz conditions, a long-time version o…