2 papers
math.NA2021
Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
Yulong Liu, Yuanling Niu, Xiujun Cheng
A new explicit stochastic scheme of order 1 is proposed for solving commutative stochastic differential equations (SDEs) with non-globally Lipschitz continuous coefficients. The pr…
math.NA2021
Fractional Crank-Nicolson-Galerkin finite element methods for nonlinear time fractional parabolic problems with time delay
Lili Li, Mianfu She, Yuanling Niu
A linearized numerical scheme is proposed to solve the nonlinear time fractional parabolic problems with time delay. The scheme is based on the standard Galerkin finite element met…