arXiv subjects

Ziyi Lei

Publications and source records attributed to Ziyi Lei.

7 recordsLinked to original sources

arXiv2026

Strong and weak rates of convergence in the Smoluchowski--Kramers approximation for stochastic partial differential equations

We consider a class of stochastic damped semilinear wave equations, in the small-mass limit. It has previously been established that the solution converges to the solution of a stochastic semilinear heat equation. In this work we exhibit strong and weak rates of convergence in this Smoluchowski--Kramers approximation result. The rates depend on the regularity of the driving Wiener process. For instance, for trace-class noise the strong and weak rates of convergence are $1$, whereas for space-time white noise (in dimension $1$) the strong and weak rates of convergence are $1/2$ and $1$ respectively.

math.PR↗

arXiv2024

$L^p$-strong convergence orders of fully discrete schemes for the SPDE driven by Lévy noise

It is well known that for a stochastic differential equation driven by Lévy noise, the temporal Hölder continuity in $L^p$ sense of the exact solution does not exceed $1/p$. This leads to that the $L^p$-strong convergence order of a numerical scheme will vanish as $p$ increases to infinity if the temporal Hölder continuity of the solution process is directly used. A natural question arises: can one obtain the $L^p$-strong convergence order that does not depend on $p$? In this paper, we provide a positive answer for fully discrete schemes of the stochastic partial differential equation (SPDE) driven by Lévy noise. Two cases are considered: the first is the linear multiplicative Poisson noise with $ν(χ)<\infty$ and the second is the additive Poisson noise with $ν(χ)\leq\infty$, where $ν$ is the Lévy measure and $χ$ is the mark set. For the first case, we present a strategy by employing the jump-adapted time discretization, while for the second case, we introduce the approach based on the recently obtained Lê's quantitative John--Nirenberg inequality. We show that proposed schemes converge in $L^p$ sense with orders almost $1/2$ in both space and time for all $p\ge2$, which contributes novel results in the numerical analysis of the SPDE driven by Lévy noise.

math.NA↗

arXiv2024

The necessity of (co)unit in nearly Frobenius algebra

In this article, we concern the concept of nearly Frobenius algebra, which corresponds to most 2D-TQFT of which each cobordism admits no critical points of index 0 or 2. We prove that any nearly Frobenius algebra over a principal ideal domain with surjective multiplication and injective comultiplication is indeed a Frobenius algebra. The motivation of this study mainly emanates from the investigation of potential constructions of link homology.

math.GT↗

arXiv2024

A categorification for the partial-dual genus polynomial

The partial-dual genus polynomial $^\partial\varepsilon_G(z)$ of a ribbon graph $G$ is the generating function that enumerates all partial duals of $G$. In this paper, we give a categorification for this polynomial. The key ingredient of the construction is an extended Frobenius algebra related to unoriented topological quantum field theory.

math.GT↗

arXiv2023

First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps

For Ait-Sahalia-type interest rate model with Poisson jumps, we are interested in strong convergence of a novel time-stepping method, called transformed jump-adapted backward Euler method (TJABEM). Under certain hypothesis, the considered model takes values in positive domain $(0,\infty)$. It is shown that the TJABEM can preserve the domain of the underlying problem. Furthermore, for the above model with non-globally Lipschitz drift and diffusion coefficients, the strong convergence rate of order one of the TJABEM is recovered with respect to a $L^p$-error criterion. Finally, numerical experiments are given to illustrate the theoretical results.

math.NA↗

arXiv2023

Numerical approximation of the invariant distribution for a class of stochastic damped wave equations

We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply semi-discrete and fully-discrete methods in order to approximate this invariant distribution, using a spectral Galerkin method and an exponential Euler integrator for spatial and temporal discretization respectively. We prove that the considered numerical schemes also admit unique invariant distributions, and we prove error estimates between the approximate and exact invariant distributions, with identification of the orders of convergence. To the best of our knowledge this is the first result in the literature concerning numerical approximation of invariant distributions for stochastic damped wave equations.

math.NA↗

arXiv2021

A categorification for the signed chromatic polynomial

By coloring a signed graph by signed colors, one obtains the signed chromatic polynomial of the signed graph. For each signed graph we construct graded cohomology groups whose graded Euler characteristic yields the signed chromatic polynomial of the signed graph. We show that the cohomology groups satisfy a long exact sequence which corresponds to signed deletion-contraction rule. This work is motivated by Helme-Guizon and Rong's construction of the categorification for the chromatic polynomial of unsigned graphs.

math.CO↗