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Showing 1 to 1 of 1 for “"Adaptive mesh construction"”.
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Adaptive mesh construction for the numerical solution of stochastic differential equations with Markovian switching
… space. We propose a variant of the Jump Adapted-Adaptive approach introduced by K, Lord, & Sun (2024) to construct nonuniform meshes for explicit numerical schemes that adjust timesteps locally to rapid changes in the numerical solution and which also incorporate the switching times of an …