  The strong convergence of the semi-implicit Euler-Maruyama (EM) method for
stochastic differential equations with non-linear coefficients driven by a
class of L\'evy processes is investigated. The dependence of the convergence
order of the numerical scheme on the parameters of the class of L\'evy
processes is discovered, which is different from existing results. In addition,
the existence and uniqueness of numerical invariant measure of the
semi-implicit EM method is studied and its convergence to the underlying
invariant measure is also proved. Numerical examples are provided to confirm
our theoretical results.
