Uniformly accurate schemes for drift-oscillatory stochastic differential equations
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Publication:2165880
DOI10.1016/j.apnum.2022.07.001zbMath1505.65008arXiv2108.06987OpenAlexW4281258816WikidataQ115360245 ScholiaQ115360245MaRDI QIDQ2165880
Ibrahim Almuslimani, Mohammed Lemou, Philippe Chartier, Florian Méhats
Publication date: 23 August 2022
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.06987
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (3)
A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics ⋮ Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime ⋮ Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime
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