2 papers
math.NA2026
Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs
Yan Ding, Sizhou Wu, Ying Zhang
We study the temporal-spatial regularity properties of tamed Euler approximations for Lévy-driven SDEs with superlinearly growing drift and diffusion coefficients. We first introd…
math.NA2024
An Unstructured Mesh Reaction-Drift-Diffusion Master Equation with Reversible Reactions
Samuel A. Isaacson, Ying Zhang
We develop a convergent reaction-drift-diffusion master equation (CRDDME) to facilitate the study of reaction processes in which spatial transport is influenced by drift due to one…