2 papers
math.NA2025
Strong convergence rates of stochastic theta methods for index 1 stochastic differential algebraic equations under non-globally Lipschitz conditions
Lin Chen, Ziheng Chen, Jing Zhao
This work investigates numerical approximations of index 1 stochastic differential algebraic equations (SDAEs) with non-constant singular matrices under non-global Lipschitz condit…
math.OC2025
Frugal forward-backward splitting methods with deviations
Yongyu Fu, Haowen Zheng, Qiao-Li Dong +2
The deviation vectors provide additional degrees of freedom and effectively enhance the flexibility of algorithms. In the literature, the iterative schemes with deviations are cons…