21 citations · 78 across the 21 of their papers we have counts for
4 papers · 1 filter
Scheme-Induced Minimum Action Methods for SPDEs: A Variational Framework for Convergence Analysis
Jialin Hong, Diancong Jin, Derui Sheng
The minimum action method (MAM) is an important numerical tool for computing the most probable transition paths and the leading exponential rates of rare-event probabilities for st…
Density convergence of a fully discrete finite difference method for stochastic Cahn--Hilliard equation
Jialin Hong, Diancong Jin, Derui Sheng
This paper focuses on investigating the density convergence of a fully discrete finite difference method when applied to numerically solve the stochastic Cahn--Hilliard equation dr…
Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation
Jialin Hong, Diancong Jin, Derui Sheng
This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative…
Large deviations principle for stochastic delay differential equations with super-linearly growing coefficients
Diancong Jin, Ziheng Chen, Tau Zhou
We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly…