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math.NA2026
An explicit finite-memory scheme for approximating and sampling invariant measures of stochastic functional differential equations with infinite delay
Guozhen Li, Shan Huang, Xiaoyue Li +1
Efficient sampling and numerical approximation of invariant probability measures (IPMs) on infinite-dimensional function spaces are important problems in scientific computing. In t…
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…