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08/31/2023
Error analysis of numerical methods on graded meshes for stochastic Volterra equations
This paper presents the error analysis of numerical methods on graded me...
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05/09/2023
Novel structure-preserving schemes for stochastic Klein–Gordon–Schrödinger equations with additive noise
Stochastic Klein–Gordon–Schrödinger (KGS) equations are important mathem...
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04/04/2023
Exponential superiority in probability of stochastic symplectic methods for linear stochastic oscillator
This paper proposes a novel concept of exponential superiority in probab...
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12/05/2022
An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics
In this paper, we propose and analyze an adaptive time-stepping fully di...
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10/12/2022
Ergodic numerical approximations for stochastic Maxwell equations
In this paper, we propose a novel kind of numerical approximations to in...
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09/17/2022
Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise
In this work, we present the convergence analysis of one-point large dev...
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08/29/2022
Semi-implicit energy-preserving numerical schemes for stochastic wave equation via SAV approach
In this paper, we propose and analyze semi-implicit numerical schemes fo...
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06/01/2022
Well-posedness and Mittag–Leffler Euler integrator for space-time fractional SPDEs with fractionally integrated additive noise
This paper considers the space-time fractional stochastic partial differ...
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03/01/2022
Finite difference method for stochastic Cahn–Hilliard equation: Strong convergence rate and density convergence
This paper presents the strong convergence rate and density convergence ...
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02/18/2022
Central limit theorem for full discretization of parabolic SPDE
In order to characterize the fluctuation between the ergodic limit and t...
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02/18/2022
Convergence analysis of a finite difference method for stochastic Cahn–Hilliard equation
This paper presents the convergence analysis of the spatial finite diffe...
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01/20/2022
Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations
Stochastic Hamiltonian partial differential equations, which possess the...
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01/19/2022
Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case
This paper considers the strong error analysis of the Euler and fast Eul...
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11/08/2021
Structure-preserving splitting methods for stochastic logarithmic Schrödinger equation via regularized energy approximation
In this paper, we study two kinds of structure-preserving splitting meth...
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08/04/2021
An adaptive time-stepping full discretization for stochastic Allen–Cahn equation
It is known in [1] that a regular explicit Euler-type scheme with a unif...
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06/21/2021
Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs
For parabolic stochastic partial differential equations (SPDEs), we show...
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05/31/2021
Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
In this paper, we focus on constructing numerical schemes preserving the...
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04/12/2021
Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System
This paper investigates the influences of standard numerical discretizat...
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03/03/2021
Weak intermittency and second moment bound of a fully discrete scheme for stochastic heat equation
In this paper, we first prove the weak intermittency, and in particular ...
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02/21/2021
A new efficient operator splitting method for stochastic Maxwell equations
This paper proposes and analyzes a new operator splitting method for sto...
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02/08/2021
Numerical approximations of one-point large deviations rate functions of stochastic differential equations with small noise
In this paper, we study the numerical approximation of the one-point lar...
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02/02/2021
A splitting semi-implicit method for stochastic incompressible Euler equations on 𝕋^2
The main difficulty in studying numerical method for stochastic evolutio...
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09/28/2020
Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations
In this paper, we focus on two kinds of large deviations principles (LDP...
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07/25/2020
Convergence of Density Approximations for Stochastic Heat Equation
This paper investigates the convergence of density approximations for st...
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07/05/2020
Super-convergence analysis on exponential integrator for stochastic heat equation driven by additive fractional Brownian motion
In this paper, we consider the strong convergence order of the exponenti...
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06/06/2020
Structure-preserving numerical methods for stochastic Poisson systems
We propose a class of numerical integration methods for stochastic Poiss...
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06/02/2020
Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation
In this paper, we consider the large deviations principles (LDPs) for th...
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09/02/2019
Strong convergence of a full discretization for stochastic wave equation with polynomial nonlinearity and addditive noise
In this paper, we propose a full discretization for d-dimensional stocha...
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07/27/2019
Analysis of a full discretization of stochastic Cahn--Hilliard equation with unbounded noise diffusion
In this article, we develop and analyze a full discretization, based on ...
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07/24/2019
Energy-preserving multi-symplectic Runge-Kutta methods for Hamiltonian wave equations
It is well-known that a numerical method which is at the same time geome...
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07/05/2019
Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems based on the Wong--Zakai approximation
We investigate the stochastic modified equation which plays an important...
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04/23/2019