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08/31/2023
Error analysis of numerical methods on graded meshes for stochastic Volterra equations
This paper presents the error analysis of numerical methods on graded me...
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04/24/2023
Asymptotics of large deviations of finite difference method for stochastic Cahn–Hilliard equation
In this work, we establish the Freidlin–Wentzell large deviations princi...
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04/04/2023
Exponential superiority in probability of stochastic symplectic methods for linear stochastic oscillator
This paper proposes a novel concept of exponential superiority in probab...
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09/17/2022
Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise
In this work, we present the convergence analysis of one-point large dev...
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06/01/2022
Well-posedness and Mittag–Leffler Euler integrator for space-time fractional SPDEs with fractionally integrated additive noise
This paper considers the space-time fractional stochastic partial differ...
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03/01/2022
Finite difference method for stochastic Cahn–Hilliard equation: Strong convergence rate and density convergence
This paper presents the strong convergence rate and density convergence ...
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02/18/2022
Convergence analysis of a finite difference method for stochastic Cahn–Hilliard equation
This paper presents the convergence analysis of the spatial finite diffe...
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01/19/2022
Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case
This paper considers the strong error analysis of the Euler and fast Eul...
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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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02/08/2021
Numerical approximations of one-point large deviations rate functions of stochastic differential equations with small noise
In this paper, we study the numerical approximation of the one-point lar...
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02/02/2021
A splitting semi-implicit method for stochastic incompressible Euler equations on 𝕋^2
The main difficulty in studying numerical method for stochastic evolutio...
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09/28/2020
Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations
In this paper, we focus on two kinds of large deviations principles (LDP...
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07/25/2020
