2 papers
math.NA2026
Uniform-in-Time Weak and Ergodic Error Estimates of a Nonlinearity-Explicit Full Discretization for Superlinear SPDEs Driven by Multiplicative Noise
Jingjing Cai, Zhihui Liu, Xiaoming Wu
For a class of superlinear SPDEs driven by multiplicative noise, we prove an (essentially) sharp uniform-in-time (UIT) weak convergence rate for the nonlinearity-explicit Galerkin…
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…