Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime (Q6192520)
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scientific article; zbMATH DE number 7815421
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| English | Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime |
scientific article; zbMATH DE number 7815421 |
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Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime (English)
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11 March 2024
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multiscale stochastic differential equations
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Wong-Zakai approximation
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numerical schemes
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asymptotic preserving methods
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uniformly accurate methods
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0.8762521743774414
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0.7839038968086243
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0.7750244736671448
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0.7723210453987122
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