2 papers
math.NA2025
Ergodic Estimates of One-Step Numerical Approximations for Superlinear SODEs
Xin Liu, Zhihui Liu
This paper establishes the first-order convergence rate for the ergodic error of numerical approximations to a class of stochastic ODEs (SODEs) with superlinear coefficients and mu…
math.NA2025
Non-asymptotic Error Analysis of Explicit Modified Euler Methods for Superlinear and Non-contractive SODEs
Zhihui Liu, Xiaojie Wang, Xiaoming Wu +1
A family of explicit modified Euler methods (MEMs) is constructed for long-time approximations of super-linear SODEs driven by multiplicative noise. The proposed schemes can preser…