2 papers
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.NA2025
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…