most citedReaction-Diffusion Theory in the Presence of an Attractive Harmonic Potential

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math.NA2022

Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift

Kathrin Spendier, Michaela Szölgyenyi

Numerical methods for SDEs with irregular coefficients are intensively studied in the literature, with different types of irregularities usually being attacked separately. In this…