{"id":"https://openalex.org/W7154624836","doi":"https://doi.org/10.48550/arxiv.2604.13785","title":"Pathwise convergence of a linearization scheme for stochastic differential-algebraic equations under the local Lipschitz coefficients","display_name":"Pathwise convergence of a linearization scheme for stochastic differential-algebraic equations under the local Lipschitz coefficients","publication_year":2026,"publication_date":"2026-04-15","ids":{"openalex":"https://openalex.org/W7154624836","doi":"https://doi.org/10.48550/arxiv.2604.13785"},"language":null,"primary_location":{"id":"doi:10.48550/arxiv.2604.13785","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2604.13785","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"type":"preprint","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.48550/arxiv.2604.13785","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5094186988","display_name":"Guy Tsafack","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Tsafack, Guy","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5046817110","display_name":"Antoine Tambue","orcid":"https://orcid.org/0000-0003-1851-1258"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Tambue, Antoine","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.7955999970436096,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.7955999970436096,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11416","display_name":"Numerical methods for differential equations","score":0.029400000348687172,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10046","display_name":"Stability and Control of Uncertain Systems","score":0.024299999698996544,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/lipschitz-continuity","display_name":"Lipschitz continuity","score":0.7746999859809875},{"id":"https://openalex.org/keywords/linearization","display_name":"Linearization","score":0.6926000118255615},{"id":"https://openalex.org/keywords/singularity","display_name":"Singularity","score":0.5561000108718872},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.5503000020980835},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5029000043869019},{"id":"https://openalex.org/keywords/rate-of-convergence","display_name":"Rate of convergence","score":0.4909000098705292},{"id":"https://openalex.org/keywords/numerical-analysis","display_name":"Numerical analysis","score":0.4602999985218048}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8029000163078308},{"id":"https://openalex.org/C22324862","wikidata":"https://www.wikidata.org/wiki/Q652707","display_name":"Lipschitz continuity","level":2,"score":0.7746999859809875},{"id":"https://openalex.org/C11210021","wikidata":"https://www.wikidata.org/wiki/Q1520713","display_name":"Linearization","level":3,"score":0.6926000118255615},{"id":"https://openalex.org/C16171025","wikidata":"https://www.wikidata.org/wiki/Q863349","display_name":"Singularity","level":2,"score":0.5561000108718872},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.5503000020980835},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.520799994468689},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5029000043869019},{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.4909000098705292},{"id":"https://openalex.org/C48753275","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical analysis","level":2,"score":0.4602999985218048},{"id":"https://openalex.org/C158946198","wikidata":"https://www.wikidata.org/wiki/Q131187","display_name":"Taylor series","level":2,"score":0.4156999886035919},{"id":"https://openalex.org/C168167062","wikidata":"https://www.wikidata.org/wiki/Q1117970","display_name":"Component (thermodynamics)","level":2,"score":0.3824000060558319},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.36090001463890076},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.3458999991416931},{"id":"https://openalex.org/C106487976","wikidata":"https://www.wikidata.org/wiki/Q685816","display_name":"Matrix (chemical analysis)","level":2,"score":0.30799999833106995},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.2906000018119812},{"id":"https://openalex.org/C117898588","wikidata":"https://www.wikidata.org/wiki/Q6664310","display_name":"Local convergence","level":3,"score":0.28519999980926514},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.27619999647140503},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.26750001311302185},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.25459998846054077}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.48550/arxiv.2604.13785","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2604.13785","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.48550/arxiv.2604.13785","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2604.13785","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"The":[0,25,86,142],"paper":[1],"deals":[2],"with":[3,13,136],"the":[4,18,22,30,39,43,69,75,79,95,103,115,133],"numerical":[5,44,58,129,147],"treatment":[6],"of":[7,32,78,98,144],"index-1":[8],"stochastic":[9],"differential-algebraic":[10],"equations":[11],"(SDAEs)":[12],"nonlinear":[14,84,104],"coefficients":[15],"that":[16,117,126],"satisfy":[17],"local":[19,62],"Lipschitz":[20],"and":[21,35,83,92],"Khasminskii":[23],"conditions.":[24],"key":[26],"challenge":[27],"here":[28],"is":[29,89,106,111,119,149],"presence":[31],"a":[33,55,61],"singular":[34],"non-autonomous":[36],"matrix":[37],"in":[38,81,121,132],"equation,":[40],"which":[41],"makes":[42],"method":[45,59,110,130,148],"challenging":[46],"to":[47,72,114,153],"analyze.":[48],"To":[49],"tackle":[50],"this":[51,127,145],"challenge,":[52],"we":[53,67],"develop":[54],"more":[56],"general":[57],"using":[60],"linearization":[63],"technique.":[64],"More":[65],"precisely,":[66],"use":[68],"Taylor":[70],"expansion":[71],"decompose":[73],"locally":[74],"drift":[76],"component":[77],"SDAEs":[80],"linear":[82,87],"parts.":[85],"part":[88,105],"approximated":[90,107],"implicitly":[91],"must":[93],"resolve":[94],"singularity":[96],"issue":[97],"each":[99],"time":[100],"step,":[101],"while":[102],"explicitly.":[108],"This":[109],"fascinating":[112],"due":[113],"fact":[116],"it":[118],"efficient":[120],"high":[122],"dimension.":[123],"We":[124],"prove":[125],"novel":[128,146],"converges":[131],"pathwise":[134],"sense":[135],"rate":[137],"$\\frac{1}{2}-\u03b5$,":[138],"for":[139],"arbitrary":[140],"$\u03b5&gt;0$.":[141],"implementation":[143],"also":[150],"carried":[151],"out":[152],"verify":[154],"our":[155],"theoretical":[156],"result.":[157]},"counts_by_year":[],"updated_date":"2026-07-01T06:00:48.157686","created_date":"2026-04-17T00:00:00"}
