This paper aims to investigate the tamed Euler method for the random periodic solution of semilinear SDEs with one-sided Lipschitz coefficient.We introduce a novel approach to analyze mean-square error bounds of the n...This paper aims to investigate the tamed Euler method for the random periodic solution of semilinear SDEs with one-sided Lipschitz coefficient.We introduce a novel approach to analyze mean-square error bounds of the novel schemes,without relying on a priori high-order moment bound of the numerical approximation.The expected order-one mean square convergence is attained for the proposed scheme.Moreover,a numerical example is presented to verify our theoretical analysis.展开更多
基金supported by the National Natural Science Foundation of China(Nos.12471394,12371417)Natural Science Foundation of Changsha(No.kq2502101)。
文摘This paper aims to investigate the tamed Euler method for the random periodic solution of semilinear SDEs with one-sided Lipschitz coefficient.We introduce a novel approach to analyze mean-square error bounds of the novel schemes,without relying on a priori high-order moment bound of the numerical approximation.The expected order-one mean square convergence is attained for the proposed scheme.Moreover,a numerical example is presented to verify our theoretical analysis.
