research
∙
07/09/2023
Central limit theorem for temporal average of backward Euler–Maruyama method
This work focuses on the temporal average of the backward Euler–Maruyama...
share
research
∙
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...
research
∙
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...
research
∙
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 ...
research
∙
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...
research
∙
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...
research
∙
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...
research
∙
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...
research
∙
06/02/2020