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20182026
most citedThe probabilistic superiority of stochastic symplectic methods via large deviations principles

21 citations · 78 across the 21 of their papers we have counts for

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2 papers · 1 filter

math.NA2023★ 5 cited

Central limit theorem for temporal average of backward Euler--Maruyama method

Diancong Jin

This work focuses on the temporal average of the backward Euler--Maruyama (BEM) method, which is used to approximate the ergodic limit of stochastic ordinary differential equations…

math.NA2023★ 2 cited

Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation

Diancong Jin, Derui Sheng

In this work, we establish the Freidlin--Wentzell large deviations principle (LDP) of the stochastic Cahn--Hilliard equation with small noise, which implies the one-point LDP. Furt…