8 citations · 8 across the 7 of their papers we have counts for
5 papers · 1 filter
Inversions of stochastic processes from ergodic measures of Nonlinear SDEs
Hongyu Liu, Zhihui Liu
We introduce and analyze a novel class of inverse problems for stochastic dynamics: Given the ergodic invariant measure of a stochastic process governed by a nonlinear stochastic o…
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…
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…
Weak Error Estimates of Ergodic Approximations for Monotone Jump-diffusion SODEs
Zhihui Liu, Xiaoming Wu
We first derive the exponential ergodicity of the stochastic theta method (STM) with for monotone jump-diffusion stochastic ordinary differential equations (SODEs) u…
Numerical Ergodicity and Optimal Strong Error Estimates for a Class of Novel Tamed Schemes to Superlinear SPDEs
Zhihui Liu, Jie Shen
We construct a class of novel tamed schemes for superlinear stochastic partial differential equations (SPDEs), including the stochastic Allen--Cahn equation driven by either multip…