Tamed Euler-Maruyama method for SDEs with non-globally Lipschitz drift and multiplicative noise

Consider the following stochastic differential equation driven by multiplicative noise on ${\mathbb{R}}^d$ with a superlinearly growing drift coefficient, \begin{align*} $\mathrm{d}$ X_t = b (X_t) , $\mathrm{d}$ t + σ(X_t) , $\mathrm{d}$ B_t. \end{align*} It is known that the corresponding explicit Euler schemes may not converge. In this article, we analyze an explicit and easily implementable numerical method for approximating such a stochastic differential equation, i.e. its tamed Euler-Maruyama approximation. Under partial dissipation conditions ensuring the ergodicity, we obtain the uniform-in-time convergence rates of the tamed Euler-Maruyama process under $L^1$-Wasserstein distance and total variation distance.