2 papers
math.NA2026
Asymptotic error distribution for tamed Euler method with coupled monotonicity condition
Xinjie Dai, Diancong Jin, Jiaoyang Xu
This paper establishes the asymptotic error distribution of the tamed Euler method for stochastic differential equations (SDEs) with a coupled monotonicity condition, that is, the…
math.NA2024
Density functions for the overdamped generalized Langevin equation and its Euler--Maruyama method: smoothness and convergence
Xinjie Dai, Diancong Jin
This paper focuses on studying the convergence rate of the density function of the Euler--Maruyama (EM) method, when applied to the overdamped generalized Langevin equation with fr…