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most citedStrong convergence of multiscale truncated Euler-Maruyama method for super-linear slow-fast stochastic differential equations

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math.NA2026

An explicit adaptive time-stepping scheme for superlinear stochastic diffusion systems

Xueqi Wen, Guozhen Li, Yuanping Cui +1

This paper develops an adaptive time-stepping Euler--Maruyama (EM) scheme for stochastic diffusion systems with superlinearly growing coefficients. The adaptive timestep is chosen…

math.NA2023★ 1 cited

Strong convergence of multiscale truncated Euler-Maruyama method for super-linear slow-fast stochastic differential equations

Yuanping Cui, Xiaoyue Li, Xuerong Mao

This manuscript is dedicated to the numerical approximation of super-linear slow-fast stochastic differential equations (SFSDEs). Borrowing the heterogeneous multiscale idea, we pr…