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This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generic truncated Euler-Maruyama (TEM) scheme for SDDEs is…
We revisit the numerical stability of four well-established explicit stochastic integration schemes through a new generic benchmark stochastic differential equation designed to assess asymptotic statistical accuracy and stability…
We consider the Dynamical Low Rank (DLR) approximation of random parabolic equations and propose a class of fully discrete numerical schemes. Similarly to the continuous DLR approximation, our schemes are shown to satisfy a discrete…
This paper is concerned with the numerical approximation of stochastic ordinary differential equations, which satisfy a global monotonicity condition. This condition includes several equations with super-linearly growing drift and diffusion…
In this article we introduce several kinds of easily implementable explicit schemes, which are amenable to Khasminski's techniques and are particularly suitable for highly nonlinear stochastic differential equations (SDEs). We show that…
We prove a general criterion providing sufficient conditions under which a time-discretiziation of a given Stochastic Differential Equation (SDE) is a uniform in time approximation of the SDE. The criterion is also, to a certain extent,…
This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean…
In this paper, we study the polynomial stability of analytical solution and convergence of the semi-implicit Euler method for non-linear stochastic pantograph differential equations. Firstly, the sufficient conditions for solutions to grow…
We consider numerical solution of Coupled Nonlinear Schr\"{o}dinger Equation. We prove stability and convergence in the $L_2$ space for an explicit scheme which estimations is used for implicit scheme and compare both method. As a test we…
We consider kinetic systems and prove their stability working in weighted spaces in which the systems are symmetric. We prove stability for various explicit and implicit semi-discrete and fully discrete schemes. The applications include…
The stability of classical semi-implicit scheme, and some more advanced iterative schemes recently proposed for Numerical Weather Prediction (NWP) purpose is examined. In all these schemes, the solution of the centred-implicit non-linear…
General stochastic Euler schemes for ordinary differential equations are studied. We give proofs on the consistency, the rate of convergence and the asymptotic normality of these procedures.
In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…
The present work concerns the derivation of a numerical scheme to approximate weak solutions of the Euler equations with a gravitational source term. The designed scheme is proved to be fully well-balanced since it is able to exactly…
Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad\'{e}…
Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…
This paper focuses on the construction and analysis of explicit numerical methods of high dimensional stochastic nonlinear Schrodinger equations (SNLSEs). We first prove that the classical explicit numerical methods are unstable and suffer…
We construct a family of steady solutions to the two-dimensional incompressible Euler equation in a general bounded domain, such that the vorticity is supported in two well-separated regions of small diameter and converges to a pair of…
In this paper, we investigate nonlinear stability of planar steady Euler flows related to least energy solutions of the Lane-Emden equation in a smooth bounded domain. We prove the orbital stability of these flows in terms of both the $L^s$…
This paper is devoted to the study of nonlinear stability of steady incompressible Euler flows in two dimensions. We prove that a steady Euler flow is nonlinearly stable in $L^p$ norm of the vorticity if its stream function is a semistable…