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math.NA2025
Symplectic methods for stochastic Hamiltonian systems: asymptotic error distributions and Hamiltonian-specific analysis
Chuchu Chen, Xinyu Chen, Jialin Hong +1
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that cla…
math.NA2025
The law of iterated logarithm for numerical approximation of time-homogeneous Markov process
Chuchu Chen, Xinyu Chen, Jialin Hong
The law of the iterated logarithm (LIL) for the time-homogeneous Markov process with a unique invariant measure characterizes the almost sure maximum possible fluctuation of time a…
math.NA2024
Superiority of stochastic symplectic methods via the law of iterated logarithm
Chuchu Chen, Xinyu Chen, Tonghe Dang +1
The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behav…