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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…
math.NA2024
Longtime behaviors of -Euler-Maruyama method for stochastic functional differential equations
Chuchu Chen, Tonghe Dang, Jialin Hong +1
This paper investigates longtime behaviors of the -Euler-Maruyama method for the stochastic functional differential equation with superlinearly growing coefficients. We focus on…
math.NA2024
Long-time weak convergence analysis of a semi-discrete scheme for stochastic Maxwell equations
Chuchu Chen, Jialin Hong, Ge Liang
It is known from the monograph [1, Chapter 5] that the weak convergence analysis of numerical schemes for stochastic Maxwell equations is an unsolved problem. This paper aims to fi…