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08/22/2023
An iterative method for Helmholtz boundary value problems arising in wave propagation
The complex Helmholtz equation (Δ + k^2)u=f (where k∈ℝ,u(·),f(·)∈ℂ) is a...
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02/10/2023
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean–Vlasov SDEs and associated particle systems
We study a class of McKean–Vlasov Stochastic Differential Equations (MV-...
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10/31/2022
High order splitting methods for SDEs satisfying a commutativity condition
In this paper, we introduce a new simple approach to developing and esta...
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08/26/2022
Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction
We consider in this work the convergence of a split-step Euler type sche...
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08/22/2022
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients
We propose an explicit drift-randomised Milstein scheme for both McKean–...
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05/24/2021
Operator-splitting schemes for degenerate conservative-dissipative systems
The theory of Wasserstein gradient flows in the space of probability mea...
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05/20/2021
A flexible split-step scheme for MV-SDEs
We present an implicit Split-Step explicit Euler type Method (dubbed SSM...
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02/18/2021
Regression-type analysis for block maxima on block maxima
This paper devises a regression-type model for the situation where both ...
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10/16/2020