Zhihui Liu, Associate Professor, Southern University of Science and Technology of China

Jialin Hong, Professor

Ergodic Estimates of One-Step Numerical Approximations for Superlinear SODEs

16:00-17:00, August 20(Thursday), N219

This talk focuses on the first-order convergence rate for the ergodic errors and ergodic limits of numerical approximations to a class of superlinear SODEs driven by multiplicative noise. By leveraging the generator approach within the Stein method, we derive a general error representation formula for one-step numerical schemes. Our framework applies to several recently studied schemes, including the tamed Euler, projected Euler, and backward Euler methods.