9 papers · 1 filter
Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
Chenxu Pang, Xiaojie Wang, Yue Wu
This article investigates the weak approximation towards the invariant measure of semi-linear stochastic differential equations (SDEs) under non-globally Lipschitz coefficients. Fo…
On approximation of solutions of stochastic delay differential equations via randomized Euler scheme
Paweł Przybyłowicz, Yue Wu, Xinheng Xie
We investigate existence, uniqueness and approximation of solutions to stochastic delay differential equations (SDDEs) under Carathéodory-type drift coefficients. Moreover, we also…
Score-based Transport Modeling for Mean-Field Fokker-Planck Equations
Jianfeng Lu, Yue Wu, Yang Xiang
We use the score-based transport modeling method to solve the mean-field Fokker-Planck equations, which we call MSBTM. We establish an upper bound on the time derivative of the Kul…
A randomised trapezoidal quadrature
Yue Wu
A randomised trapezoidal quadrature rule is proposed for continuous functions which enjoys less regularity than commonly required. Indeed, we consider functions in some fractional…
Application of Randomized Quadrature Formulas to the Finite Element Method for Elliptic Equations
Raphael Kruse, Nick Polydorides, Yue Wu
The implementation of the finite element method for linear elliptic equations requires to assemble the stiffness matrix and the load vector. In general, the entries of this matrix-…
A Sketched Finite Element Method for Elliptic Models
Robert Lung, Yue Wu, Dimitris Kamilis +1
We consider a sketched implementation of the finite element method for elliptic partial differential equations on high-dimensional models. Motivated by applications in real-time si…