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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.NA2024

Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs

Jialin Hong, Diancong Jin, Xu Wang +1

The asymptotic error distribution of numerical methods applied to stochastic ordinary differential equations has been well studied, which characterizes the evolution pattern of the…

math.NA2024

Density functions for the overdamped generalized Langevin equation and its Euler--Maruyama method: smoothness and convergence

Xinjie Dai, Diancong Jin

This paper focuses on studying the convergence rate of the density function of the Euler--Maruyama (EM) method, when applied to the overdamped generalized Langevin equation with fr…