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math.PR2024
Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers
Meng Cai, Chuchu Chen, Jialin Hong +1
For stochastic wave equation, when the dissipative damping is a non-globally Lipschitz function of the velocity, there are few results on the long-time dynamics, in particular, the…
math.PR2023
Probabilistic limit behaviors of numerical discretizations for time-homogeneous Markov processes
Chuchu Chen, Tonghe Dang, Jialin Hong +1
In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations…