Related papers: A Strongly Monotonic Polygonal Euler Scheme
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Let $\mathrm{R}$ be a real closed field and $\mathrm{D} \subset \mathrm{R}$ an ordered domain. We consider the algorithmic problem of computing the generalized Euler-Poincar\'e characteristic of real algebraic as well as semi-algebraic…
The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…
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This work presents a randomized-tamed Milstein scheme for stochastic differential equations whose drift coefficient exhibits superlinear growth in the state variable and limited temporal regularity, quantified by $\beta$-H\"older continuity…
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We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…
The analysis of strong-stability-preserving (SSP) linear multistep methods is extended to semi-discretized problems for which different terms on the right-hand side satisfy different forward Euler (or circle) conditions. Optimal additive…
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The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic differential equations (SDEs). Its convergence properties are well-known in the case of globally Lipschitz continuous coefficients. However, in…
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In this paper we introduce a randomized version of the backward Euler method, that is applicable to stiff ordinary differential equations and nonlinear evolution equations with time-irregular coefficients. In the finite-dimensional case, we…
This paper presents a new strategy to deal with the excessive diffusion that standard finite volume methods for compressible Euler equations display in the limit of low Mach number. The strategy can be understood as using centered…
Many stellar systems exhibit a finite spatial extent, yet constructing self-consistent spherical models with a prescribed outer boundary is non-trivial because sharp density cutoffs introduce discontinuities that lead to inconsistencies in…
Classical Finite Volume methods for multi-dimensional problems include stabilization (e.g.\ via a Riemann solver), that is derived by considering several one-dimensional problems in different directions. Such methods therefore ignore a…
This paper focusses on finite volume schemes for solving multilayer diffusion problems. We develop a finite volume method that addresses a deficiency of recently proposed finite volume/difference methods, which consider only a limited…
In this paper, we study a class of problems where the sum of truncated convex functions is minimized. In statistical applications, they are commonly encountered when $\ell_0$-penalized models are fitted and usually lead to NP-Hard…