5 citations · 5 across the 9 of their papers we have counts for
9 papers
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…
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…
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…
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…
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…
Error analysis of numerical methods on graded meshes for stochastic Volterra equations
Xinjie Dai, Jialin Hong, Derui Sheng
This paper presents the error analysis of numerical methods on graded meshes for stochastic Volterra equations with weakly singular kernels. We first prove a novel regularity estim…