2 papers
math.NA2026
Long-time error analysis of finite element fully discrete schemes for SPDEs with non-globally Lipschitz coefficients
Ruisheng Qi, Xiaojie Wang
The present paper proposes new fully discrete schemes for long-time approximations of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients in…
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…