Speaker：Zhihui Liu (Southern University of Science and Technology)

Time：2025-8-11 15:00

Location：Conference Room C503 at Administration Building at Haiyun Campus

Abstract:

We construct a family of explicit tamed Euler--Maruyama (TEM) schemes, which can preserve the same Lyapunov structure for super-linear stochastic differential equations (including SODEs and SPDEs) driven by multiplicative noise. These TEM schemes are shown to inherit the geometric ergodicity of the considered SDEs and converge with optimal strong convergence orders.