2 papers
math.NA2025
Asymptotic error distribution of numerical methods for parabolic SPDEs with multiplicative noise
Jialin Hong, Diancong Jin, Xu Wang
This paper aims to investigate the asymptotic error distribution of several numerical methods for stochastic partial differential equations (SPDEs) with multiplicative noise. First…
math.NA2024
Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs
Jialin Hong, Diancong Jin, Xu Wang +1
The asymptotic error distribution of numerical methods applied to stochastic ordinary differential equations has been well studied, which characterizes the evolution pattern of the…