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math.NA2021
Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs
Chuchu Chen, Ziheng Chen, Jialin Hong +1
For parabolic stochastic partial differential equations (SPDEs), we show that the numerical methods, including the spatial spectral Galerkin method and further the full discretizat…
math.NA2021
Weak intermittency and second moment bound of a fully discrete scheme for stochastic heat equation
Chuchu Chen, Tonghe Dang, Jialin Hong
In this paper, we first prove the weak intermittency, and in particular the sharp exponential order of the second moment of the exact solution of the stochastic heat equati…
math.NA2021
A new efficient operator splitting method for stochastic Maxwell equations
Chuchu Chen, Jialin Hong, Lihai Ji
This paper proposes and analyzes a new operator splitting method for stochastic Maxwell equations driven by additive noise, which not only decomposes the original multi-dimensional…