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math.NA2021
Maximum Principle Preserving Finite Difference Scheme for 1-D Nonlocal-to-Local Diffusion Problems
Amanda Gute, Xingjie Helen Li
In a recent paper (see [7]), a quasi-nonlocal coupling method was introduced to seamlessly bridge a nonlocal diffusion model with the classical local diffusion counterpart in a one…
math.NA2021★ 1 cited
ISALT: Inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems
Xingjie Li, Fei Lu, Felix X. -F. Ye
Efficient simulation of SDEs is essential in many applications, particularly for ergodic systems that demand efficient simulation of both short-time dynamics and large-time statist…