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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…
math.NA2024
Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
Xiaoming Wu, Xiaojie Wang
This paper is concerned with long-time strong approximations of SDEs with non-globally Lipschitz coefficients.Under certain non-globally Lipschitz conditions, a long-time version o…