An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model
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Publication:2229921
DOI10.1016/j.cam.2021.113725zbMath1469.60195arXiv2005.06034OpenAlexW3178076923MaRDI QIDQ2229921
Wolfgang Stockinger, Christoph Reisinger
Publication date: 17 September 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.06034
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Neural biology (92C20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (7)
Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients ⋮ A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations ⋮ McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion ⋮ Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations ⋮ Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations ⋮ On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient ⋮ Well-posedness and tamed schemes for McKean-Vlasov equations with common noise
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