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Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System
Chuchu Chen, Jialin Hong, Derui Sheng
This paper investigates the influences of standard numerical discretizations on hitting probabilities for linear stochastic parabolic system driven by space-time white noises. We e…
math.NA2021
A splitting semi-implicit method for stochastic incompressible Euler equations on
Jialin Hong, Derui Sheng, Tau Zhou
The main difficulty in studying numerical method for stochastic evolution equations (SEEs) lies in the treatment of the time discretization (J. Printems. [ESAIM Math. Model. Numer.…