2 papers
math.PR2026
Quantifying the effect of graph structure on strong Feller property of SPDEs
Jianbo Cui, Tonghe Dang, Jialin Hong +1
This paper investigates how the structure of the underlying graph influences the behavior of stochastic partial differential equations (SPDEs) on finite tree graphs, where each edg…
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…