{"id":"https://openalex.org/W4402271218","doi":"https://doi.org/10.1090/mcom/4014","title":"A strong order 1.5 boundary preserving discretization scheme for scalar SDEs defined in a domain","display_name":"A strong order 1.5 boundary preserving discretization scheme for scalar SDEs defined in a domain","publication_year":2024,"publication_date":"2024-09-05","ids":{"openalex":"https://openalex.org/W4402271218","doi":"https://doi.org/10.1090/mcom/4014"},"language":"en","primary_location":{"id":"doi:10.1090/mcom/4014","is_oa":false,"landing_page_url":"https://doi.org/10.1090/mcom/4014","pdf_url":null,"source":{"id":"https://openalex.org/S102439543","display_name":"Mathematics of Computation","issn_l":"0025-5718","issn":["0025-5718","1088-6842"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310315719","host_organization_name":"American Mathematical Society","host_organization_lineage":["https://openalex.org/P4310315719"],"host_organization_lineage_names":["American Mathematical Society"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics of Computation","raw_type":"journal-article"},"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5022355228","display_name":"Ruishu Liu","orcid":null},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Ruishu Liu","raw_affiliation_strings":["National Engineering Laboratory for Big Data System Computing Technology, Shenzhen University, China; and School of Mathematics and Statistics, HNP-LAMA, Central South University, Changsha, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"National Engineering Laboratory for Big Data System Computing Technology, Shenzhen University, China; and School of Mathematics and Statistics, HNP-LAMA, Central South University, Changsha, China","institution_ids":["https://openalex.org/I139660479"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5088256243","display_name":"Andreas Neuenkirch","orcid":"https://orcid.org/0000-0002-0419-1225"},"institutions":[{"id":"https://openalex.org/I177802217","display_name":"University of Mannheim","ror":"https://ror.org/031bsb921","country_code":"DE","type":"education","lineage":["https://openalex.org/I177802217"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Andreas Neuenkirch","raw_affiliation_strings":["Institut f\u00fcr Mathematik, Universit\u00e4t Mannheim, B6, 26, D-68131 Mannheim, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut f\u00fcr Mathematik, Universit\u00e4t Mannheim, B6, 26, D-68131 Mannheim, Germany","institution_ids":["https://openalex.org/I177802217"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100351308","display_name":"Xiaojie Wang","orcid":"https://orcid.org/0000-0003-4098-6399"},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiaojie Wang","raw_affiliation_strings":["School of Mathematics and Statistics, HNP-LAMA, Central South University, Changsha, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, HNP-LAMA, Central South University, Changsha, China","institution_ids":["https://openalex.org/I139660479"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5022355228"],"corresponding_institution_ids":["https://openalex.org/I139660479"],"apc_list":null,"apc_paid":null,"fwci":0.3576,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.55500428,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":96,"max":98},"biblio":{"volume":"94","issue":"354","first_page":"1815","last_page":"1862"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10339","display_name":"Advanced Numerical Methods in Computational Mathematics","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10339","display_name":"Advanced Numerical Methods in Computational Mathematics","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10514","display_name":"Numerical methods in engineering","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/2211","display_name":"Mechanics of Materials"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9947999715805054,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.8587903380393982},{"id":"https://openalex.org/keywords/scalar","display_name":"Scalar (mathematics)","score":0.7176498174667358},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.6251824498176575},{"id":"https://openalex.org/keywords/scheme","display_name":"Scheme (mathematics)","score":0.624087929725647},{"id":"https://openalex.org/keywords/domain","display_name":"Domain (mathematical analysis)","score":0.5551043152809143},{"id":"https://openalex.org/keywords/boundary","display_name":"Boundary (topology)","score":0.5405856370925903},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.537298858165741},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4946915805339813},{"id":"https://openalex.org/keywords/boundary-value-problem","display_name":"Boundary value problem","score":0.42854374647140503},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.38804516196250916},{"id":"https://openalex.org/keywords/geometry","display_name":"Geometry","score":0.10893094539642334},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.10437396168708801}],"concepts":[{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.8587903380393982},{"id":"https://openalex.org/C57691317","wikidata":"https://www.wikidata.org/wiki/Q1289248","display_name":"Scalar (mathematics)","level":2,"score":0.7176498174667358},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.6251824498176575},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.624087929725647},{"id":"https://openalex.org/C36503486","wikidata":"https://www.wikidata.org/wiki/Q11235244","display_name":"Domain (mathematical analysis)","level":2,"score":0.5551043152809143},{"id":"https://openalex.org/C62354387","wikidata":"https://www.wikidata.org/wiki/Q875399","display_name":"Boundary (topology)","level":2,"score":0.5405856370925903},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.537298858165741},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4946915805339813},{"id":"https://openalex.org/C182310444","wikidata":"https://www.wikidata.org/wiki/Q1332643","display_name":"Boundary value problem","level":2,"score":0.42854374647140503},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.38804516196250916},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.10893094539642334},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.10437396168708801},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1090/mcom/4014","is_oa":false,"landing_page_url":"https://doi.org/10.1090/mcom/4014","pdf_url":null,"source":{"id":"https://openalex.org/S102439543","display_name":"Mathematics of Computation","issn_l":"0025-5718","issn":["0025-5718","1088-6842"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310315719","host_organization_name":"American Mathematical Society","host_organization_lineage":["https://openalex.org/P4310315719"],"host_organization_lineage_names":["American Mathematical Society"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics of Computation","raw_type":"journal-article"},{"id":"pmh:oai:ub-madoc.bib.uni-mannheim.de:67253","is_oa":false,"landing_page_url":"https://orcid.org/0000-0002-0419-1225>","pdf_url":null,"source":{"id":"https://openalex.org/S4377196315","display_name":"MADOC (University of Mannheim)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I177802217","host_organization_name":"University of Mannheim","host_organization_lineage":["https://openalex.org/I177802217"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"PeerReviewed"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.7099999785423279,"id":"https://metadata.un.org/sdg/10","display_name":"Reduced inequalities"}],"awards":[{"id":"https://openalex.org/G682562957","display_name":null,"funder_award_id":"12071488","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6849372555","display_name":null,"funder_award_id":"12371417","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8996470866","display_name":null,"funder_award_id":"11971488","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":45,"referenced_works":["https://openalex.org/W69337820","https://openalex.org/W1460189015","https://openalex.org/W1621950790","https://openalex.org/W1946723472","https://openalex.org/W1968906460","https://openalex.org/W1972079349","https://openalex.org/W1978200689","https://openalex.org/W1978275259","https://openalex.org/W1981041832","https://openalex.org/W2006012599","https://openalex.org/W2011337807","https://openalex.org/W2030607685","https://openalex.org/W2041099100","https://openalex.org/W2046001715","https://openalex.org/W2082166031","https://openalex.org/W2104482562","https://openalex.org/W2105277645","https://openalex.org/W2115906242","https://openalex.org/W2136024542","https://openalex.org/W2138197227","https://openalex.org/W2139679875","https://openalex.org/W2148524004","https://openalex.org/W2152573633","https://openalex.org/W2169771573","https://openalex.org/W2205741027","https://openalex.org/W2235503675","https://openalex.org/W2329986772","https://openalex.org/W2591788282","https://openalex.org/W2739102365","https://openalex.org/W2951662467","https://openalex.org/W3007710073","https://openalex.org/W3021444882","https://openalex.org/W3046606667","https://openalex.org/W3091098472","https://openalex.org/W3096748962","https://openalex.org/W3122662177","https://openalex.org/W3133228211","https://openalex.org/W3171329469","https://openalex.org/W4213329537","https://openalex.org/W4231021340","https://openalex.org/W4289778926","https://openalex.org/W4292198165","https://openalex.org/W4313017177","https://openalex.org/W4377101855","https://openalex.org/W4385381755"],"related_works":["https://openalex.org/W2006251942","https://openalex.org/W2364741597","https://openalex.org/W1492103595","https://openalex.org/W1864774435","https://openalex.org/W946352265","https://openalex.org/W3020787026","https://openalex.org/W2334479858","https://openalex.org/W2799209613","https://openalex.org/W2793786119","https://openalex.org/W2135686668"],"abstract_inverted_index":{"In":[0,80],"this":[1,53],"paper,":[2],"we":[3,38,50],"study":[4],"the":[5,75,78,83,90,95,102,112],"strong":[6,56],"approximation":[7],"of":[8,77,89,101],"scalar":[9],"stochastic":[10],"differential":[11],"equations":[12],"(SDEs),":[13],"which":[14],"take":[15],"values":[16],"in":[17],"a":[18,26,30,35,40,87],"domain":[19,84],"and":[20,34,131],"have":[21],"non-Lipschitz":[22],"coefficients.":[23,134],"By":[24],"combining":[25],"Lamperti-type":[27],"transformation":[28],"with":[29,126],"semi-implicit":[31,91],"discretization":[32,92],"approach":[33],"taming":[36,96],"strategy,":[37],"construct":[39],"domain-preserving":[41],"scheme":[42,54,103],"that":[43,52,104],"strongly":[44],"converges":[45],"under":[46,71],"weak":[47],"assumptions.":[48],"Moreover,":[49],"show":[51],"has":[55],"convergence":[57,117],"order":[58],"<inline-formula":[59],"content-type=\"math/mathml\">":[60],"<mml:math":[61],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[62],"alttext=\"1.5\">":[63],"<mml:semantics>":[64],"<mml:mn>1.5</mml:mn>":[65],"<mml:annotation":[66],"encoding=\"application/x-tex\">1.5</mml:annotation>":[67],"</mml:semantics>":[68],"</mml:math>":[69],"</inline-formula>":[70],"additional":[72],"assumptions":[73],"on":[74],"coefficients":[76],"SDE.":[79],"our":[81,141],"scheme,":[82],"preservation":[85],"is":[86],"consequence":[88],"approach,":[93],"while":[94],"strategy":[97],"allows":[98],"controlling":[99],"terms":[100],"admit":[105],"singularities":[106],"but":[107],"are":[108,119,137],"required":[109],"to":[110,121,139],"obtain":[111],"desired":[113],"order.":[114],"Our":[115],"general":[116],"results":[118],"applied":[120],"various":[122],"SDEs":[123],"from":[124],"applications,":[125],"sub-linearly":[127],"or":[128],"super-linearly":[129],"growing":[130],"non-globally":[132],"Lipschitz":[133],"Numerical":[135],"experiments":[136],"presented":[138],"illustrate":[140],"theoretical":[142],"findings.":[143]},"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-04-23T06:14:38.165362","created_date":"2025-10-10T00:00:00"}
