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math.NA2025
A Dilation-based Seamless Multiscale Method For Elliptic Problems
Ziheng Chen, Björn Engquist
Many numerical methods for multiscale differential equations require a scale separation between the larger and the smaller scales to achieve accuracy and computational efficiency.…
math.NA2025
Strong and weak convergence orders of numerical methods for SDEs driven by time-changed Lévy noise
Ziheng Chen, Jiao Liu, Anxin Wu
This work investigates the strong and weak convergence orders of numerical methods for SDEs driven by time-changed Lévy noise under the globally Lipschitz conditions. Based on the…