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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.NA2025

Asymptotic error distribution of numerical methods for parabolic SPDEs with multiplicative noise

Jialin Hong, Diancong Jin, Xu Wang

This paper aims to investigate the asymptotic error distribution of several numerical methods for stochastic partial differential equations (SPDEs) with multiplicative noise. First…

math.NA2025

Asymptotic error distributions for diffusion-implicit schemes via appurtenant methods

Diancong Jin

We develop an appurtenant-method framework for analyzing asymptotic error distributions and implement it in two diffusion-implicit settings for stochastic differential equations. T…