6 citations · 15 across the 12 of their papers we have counts for
20 papers
An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics
Chuchu Chen, Tonghe Dang, Jialin Hong
In this paper, we propose and analyze an adaptive time-stepping fully discrete scheme which possesses the optimal strong convergence order for the stochastic nonlinear Schrödinger…
Ergodic numerical approximations for stochastic Maxwell equations
Chuchu Chen, Jialin Hong, Lihai Ji +1
In this paper, we propose a novel kind of numerical approximations to inherit the ergodicity of stochastic Maxwell equations. The key to proving the ergodicity lies in the uniform…
Central limit theorem for full discretization of parabolic SPDE
Chuchu Chen, Tonghe Dang, Jialin Hong +1
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit the…
Structure-preserving splitting methods for stochastic logarithmic Schrödinger equation via regularized energy approximation
Jianbo Cui, Jialin Hong, Liying Sun
In this paper, we study two kinds of structure-preserving splitting methods, including the Lie--Trotter type splitting method and the finite difference type method, for the stochas…
Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs
Chuchu Chen, Ziheng Chen, Jialin Hong +1
For parabolic stochastic partial differential equations (SPDEs), we show that the numerical methods, including the spatial spectral Galerkin method and further the full discretizat…
Weak intermittency and second moment bound of a fully discrete scheme for stochastic heat equation
Chuchu Chen, Tonghe Dang, Jialin Hong
In this paper, we first prove the weak intermittency, and in particular the sharp exponential order of the second moment of the exact solution of the stochastic heat equati…