21 citations · 78 across the 21 of their papers we have counts for
Showing 2020Show all
2 papers · 1 filter
math.NA2020★ 2 cited
Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations
Jialin Hong, Diancong Jin, Derui Sheng +1
In this paper, we focus on two kinds of large deviations principles (LDPs) of the invariant measures of Langevin equations and their numerical methods, as the noise intensity $ε\to…
math.NA2020★ 14 cited
Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation
Chuchu Chen, Jialin Hong, Diancong Jin +1
In this paper, we consider the large deviations principles (LDPs) for the stochastic linear Schrödinger equation and its symplectic discretizations. These numerical discretizations…