相关论文: Unconditionally positivity-preserving explicit Eul…

A class of semi-bounded solutions of the two-dimensional incompressible Euler equations satisfying either periodic or Dirichlet boundary conditions is examined. For smooth initial data, new blowup criteria in terms of the initial concavity…

A critical challenge inherent to the projection method applied to the Landau-Lifshitz equation is the deficiency of rigorous theoretical justifications for the stability of its projection step. To mitigate this limitation, we introduce a…

Typical fully conservative discretizations of the Euler compressible single or multi-component fluid equations governed by a real-fluid equation of state exhibit spurious pressure oscillations due to the nonlinearity of the thermodynamic…

We consider SDEs with bounded and $\alpha$-H\"older continuous drift, with $\alpha \in (0,1)$, driven by multiplicative noise. We show that under sufficient conditions on the diffusion matrix, which guarantee the existence of a unique…

In this article, we study the continuous and discrete fractional persistence problem which looks for the persistence of properties of a given classical ($\alpha=1$) differential equation in the fractional case (here using fractional…

We study in this article the strong rate of convergence of the Euler-Maruyama scheme and associated with the jump-type equation introduced in Li and Mytnik. We obtain the strong rate of convergence under similar assumptions for strong…

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

In this work, we present a semi-discrete scheme to approximate solutions to the scalar LWR traffic model with spatially discontinuous flux, described by the equation $u_t + (k(x)u(1-u))_x = 0$. This approach is based on the…

The explicit Euler scheme and similar explicit approximation schemes (such as the Milstein scheme) are known to diverge strongly and numerically weakly in the case of one-dimensional stochastic ordinary differential equations with…

This paper is concerned with long-time strong approximations of SDEs with non-globally Lipschitz coefficients.Under certain non-globally Lipschitz conditions, a long-time version of fundamental strong convergence theorem is established for…

We investigate the strong approximation of stochastic differential equations whose drift is square-integrable in time and Dini continuous in space, while the diffusion coefficient is non-constant and uniformly elliptic. Using a refined…

Consider a centered smooth Gaussian random field $\{X(t), t\in T \}$ with a general (nonconstant) variance function. In this work, we demonstrate that as $u \to \infty$, the excursion probability $\mathbb{P}\{\sup_{t\in T} X(t) \geq u\}$…

The Euler-Maruyama scheme is known to diverge strongly and numerically weakly when applied to nonlinear stochastic differential equations (SDEs) with superlinearly growing and globally one-sided Lipschitz continuous drift coefficients.…

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 paper, we investigate the weak convergence rate of Euler-Maruyama's approximation for stochastic differential equations with irregular drifts. Explicit weak convergence rates are presented if drifts satisfy an integrability…

We derive sharp strong convergence rates for the Euler-Maruyama scheme approximating multidimensional SDEs with multiplicative noise without imposing any regularity condition on the drift coefficient. In case the noise is additive, we show…

Numerical schemes provably preserving the positivity of density and pressure are highly desirable for MHD, but the rigorous positivity-preserving (PP) analysis remains challenging. The difficulties mainly arise from the intrinsic complexity…

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 address a class of schemes for the Euler equations with the following features: the space discretization is staggered, possible upwinding is performed with respect to the material velocity only and the internal energy balance is solved,…

In this paper, we study weak well-posedness of a McKean-Vlasov stochastic differential equations (SDEs) whose drift is density-dependent and whose diffusion is constant. The existence part is due to H\"older stability estimates of the…