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 …

We present the first higher-order approximation scheme for solutions of jump-diffusion
stochastic differential equations with discontinuous drift. For this transformation-based jump …

In this paper, a split-step balanced θ-method (SSBT) has been presented for solving
stochastic differential equations (SDEs) under non-global Lipschitz conditions, where θ∈[0 …

In this paper, we develop a sparse grid stochastic collocation method to improve the
computational efficiency in handling the steady Stokes-Darcy model with random hydraulic …

Previous work on the stability and convergence analysis of the finite element methods for the
deterministic Navier-Stokes equations was carried out under the uniqueness condition. In …

In this paper, a new time-dependent 2D/3D stochastic closed-loop geothermal system with
multiplicative noise is developed and studied. This model considers heat transfer between …

In this work, we investigate the strong convergence of the Euler–Maruyama method for
second-order stochastic singular initial value problems with additive white noise. The …

In this paper, we study the well-posedness and regularity of non-autonomous stochastic
differential algebraic equations (SDAEs) with nonlinear, locally Lipschitz and monotone (2) …

This paper develops a new 2D/3D stochastic closed-loop geothermal system with a random
hydraulic conductivity tensor. We use the finite element method (FEM) and the Monte Carlo …

In this paper, we study the strong convergence of a jump-adapted implicit Milstein method
for a class of jump-diffusion stochastic differential equations with non-globally Lipschitz drift …