3 papers
math.NA2022
An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics
Chuchu Chen, Tonghe Dang, Jialin Hong
In this paper, we propose and analyze an adaptive time-stepping fully discrete scheme which possesses the optimal strong convergence order for the stochastic nonlinear Schrödinger…
math.PR2022
Central limit theorem for full discretization of parabolic SPDE
Chuchu Chen, Tonghe Dang, Jialin Hong +1
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit the…
math.NA2021
Weak intermittency and second moment bound of a fully discrete scheme for stochastic heat equation
Chuchu Chen, Tonghe Dang, Jialin Hong
In this paper, we first prove the weak intermittency, and in particular the sharp exponential order of the second moment of the exact solution of the stochastic heat equati…