3 papers
math.NA2025
An explicit splitting SAV scheme for the kinetic Langevin dynamics
Lei Dai, Yingsong Jiang, Xiaojie Wang
The kinetic Langevin dynamics finds diverse applications in various disciplines such as molecular dynamics and Hamiltonian Monte Carlo sampling. In this paper, a novel splitting sc…
math.NA2025
Perturbation estimates for order-one strong approximations of SDEs without globally monotone coefficients
Lei Dai, Xiaojie Wang
To obtain strong convergence rates of numerical schemes, an overwhelming majority of existing works impose a global monotonicity condition on coefficients of SDEs. Nevertheless, th…
math.NA2024
Higher order numerical methods for SDEs without globally monotone coefficients
Lei Dai, Xiaojie Wang
In the present work, we delve into further study of numerical approximations of SDEs with non-globally monotone coefficients. We design and analyze a new family of stopped incremen…