research
∙
06/24/2023
Numerical approximation of the invariant distribution for a class of stochastic damped wave equations
We study a class of stochastic semilinear damped wave equations driven b...
share
research
∙
04/21/2023
Positivity-preserving schemes for some nonlinear stochastic PDEs
We introduce a positivity-preserving numerical scheme for a class of non...
research
∙
02/17/2023
Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations
We construct a positivity-preserving Lie–Trotter splitting scheme with f...
research
∙
07/31/2022
Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime
We study a family of numerical schemes applied to a class of multiscale ...
research
∙
07/31/2022
Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime
We study a family of numerical schemes applied to a class of multiscale ...
research
∙
07/21/2022
Splitting schemes for FitzHugh–Nagumo stochastic partial differential equations
We design and study splitting integrators for the temporal discretizatio...
research
∙
07/19/2022
Weak error estimates of fully-discrete schemes for the stochastic Cahn-Hilliard equation
We study a class of fully-discrete schemes for the numerical approximati...
research
∙
03/20/2022
Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs
We study an asymptotic preserving scheme for the temporal discretization...
research
∙
03/20/2022
Analysis of a modified Euler scheme for parabolic semilinear stochastic PDEs
We propose a modification of the standard linear implicit Euler integrat...
research
∙
11/14/2021
Splitting integrators for stochastic Lie–Poisson systems
We study stochastic Poisson integrators for a class of stochastic Poisso...
research
∙
04/29/2021
Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime
We design numerical schemes for a class of slow-fast systems of stochast...
research
∙
02/05/2021
Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs
Explicit stabilized integrators are an efficient alternative to implicit...
research
∙
11/04/2020
On Asymptotic Preserving schemes for a class of Stochastic Differential Equations in averaging and diffusion approximation regimes
We introduce and study a notion of Asymptotic Preserving schemes, relate...
research
∙
11/02/2020
Strong rates of convergence of a splitting scheme for Schrödinger equations with nonlocal interaction cubic nonlinearity and white noise dispersion
We analyse a splitting integrator for the time discretization of the Sch...
research
∙
10/01/2020
Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme
We consider the long-time behavior of an explicit tamed Euler scheme app...
research
∙
10/01/2020
Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme
We consider the long-time behavior of an explicit tamed exponential Eule...
research
∙
07/05/2020
Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
We analyze the qualitative properties and the order of convergence of a ...
research
∙
11/15/2018