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math.NA2024
Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift
Mireille Bossy, Kerlyns Martínez
We consider the problem of the discrete-time approximation of the solution of a one-dimensional SDE with piecewise locally Lipschitz drift and continuous diffusion coefficients wit…
math.NA2014★ 14 cited
Monte Carlo methods for linear and non-linear Poisson-Boltzmann equation
Mireille Bossy, Nicolas Champagnat, Helene Leman +3
The electrostatic potential in the neighborhood of a biomolecule can be computed thanks to the non-linear divergence-form elliptic Poisson-Boltzmann PDE. Dedicated Monte-Carlo meth…