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20192026
most citedWeak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise

47 citations · 60 across the 10 of their papers we have counts for

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math.NA2026

Strong order one-half convergence of a coupled tamed Euler--Peano scheme for reflected stochastic differential equations with super-linearly growing coefficients

Ziheng Chen, Caiyun Hua, Meng Cai

We study strong numerical approximations for reflected stochastic differential equations in possibly unbounded convex domains with super-linearly growing drift and diffusion coeffi…

math.PR2026

Mesoscopic Rates of Convergence for Complex Wishart Matrices at the Leftmost Spectrum Edge

Mengchun Cai

This paper establishes mesoscopic rates of convergence in the -Wasserstein distance for eigenvalue determinantal point processes (DPPs) derived from the Laguerre Unitary Ensem…