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12/05/2022
An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics
In this paper, we propose and analyze an adaptive time-stepping fully di...
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10/12/2022
Ergodic numerical approximations for stochastic Maxwell equations
In this paper, we propose a novel kind of numerical approximations to in...
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02/18/2022
Central limit theorem for full discretization of parabolic SPDE
In order to characterize the fluctuation between the ergodic limit and t...
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01/24/2022
Stochastic asymptotical regularization for linear inverse problems
We introduce Stochastic Asymptotical Regularization (SAR) methods for th...
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08/04/2021
An adaptive time-stepping full discretization for stochastic Allen–Cahn equation
It is known in [1] that a regular explicit Euler-type scheme with a unif...
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06/21/2021
Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs
For parabolic stochastic partial differential equations (SPDEs), we show...
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04/12/2021
Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System
This paper investigates the influences of standard numerical discretizat...
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03/03/2021
Weak intermittency and second moment bound of a fully discrete scheme for stochastic heat equation
In this paper, we first prove the weak intermittency, and in particular ...
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02/21/2021
A new efficient operator splitting method for stochastic Maxwell equations
This paper proposes and analyzes a new operator splitting method for sto...
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09/21/2020
A symplectic discontinuous Galerkin full discretization for stochastic Maxwell equations
This paper proposes a fully discrete method called the symplectic dG ful...
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07/25/2020
Convergence of Density Approximations for Stochastic Heat Equation
This paper investigates the convergence of density approximations for st...
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06/02/2020
Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation
In this paper, we consider the large deviations principles (LDPs) for th...
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07/24/2019
Energy-preserving multi-symplectic Runge-Kutta methods for Hamiltonian wave equations
It is well-known that a numerical method which is at the same time geome...
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07/20/2019
Drift-preserving numerical integrators for stochastic Hamiltonian systems
The paper deals with numerical discretizations of separable nonlinear Ha...
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07/05/2019
