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math.NA2024
Novel semi-explicit symplectic schemes for nonseparable stochastic Hamiltonian systems
Jialin Hong, Baohui Hou, Liying Sun
In this manuscript, we propose efficient stochastic semi-explicit symplectic schemes tailored for nonseparable stochastic Hamiltonian systems (SHSs). These semi-explicit symplectic…
math.NA2024
Polynomial weak approximation for stochastic reaction-diffusion equations near the sharp interface limit
Jianbo Cui, Liying Sun
We study weak approximation for stochastic reaction-diffusion equations in the sharp-interface regime, where the diffuse interface thickness \(ε\) is small and the dependence of n…