KMS Of Academy of mathematics and systems sciences, CAS
| Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems | |
| Chen, Chuchu1,2; Hong, Jialin1,2; Sheng, Derui1,2 | |
| 2022-06-01 | |
| Source Publication | JOURNAL OF COMPLEXITY
 |
| ISSN | 0885-064X |
| Volume | 70Pages:29 |
| Abstract | This paper investigates the influence of standard numerical discretizations on hitting probabilities for a system of linear stochastic parabolic equations driven by space-time white noises. We establish lower and upper bounds for hitting probabilities of the associated numerical solutions of both temporal and spatial semi-discretizations in terms of Bessel-Riesz capacity and Hausdorff measure, respectively. Moreover, the critical dimensions of both temporal and spatial semi-discretizations turn out to be halves of those of the exact solution. This reveals that there exist some Borel sets Asuch that the probability of the event that the paths of the numerical solution hit Acannot converge to that of the exact solution when the stepsizes vanish. (C) 2021 Elsevier Inc. All rights reserved. |
| Keyword | Hitting probability Numerical discretization Stochastic parabolic system Critical dimension |
| DOI | 10.1016/j.jco.2021.101634 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | National Natural Science Foundation of China[11971470] ; National Natural Science Foundation of China[11871068] ; National Natural Science Foundation of China[12031020] ; National Natural Science Foundation of China[12022118] ; Youth Innovation Promotion Association CAS |
| WOS Research Area | Computer Science ; Mathematics |
| WOS Subject | Computer Science, Theory & Methods ; Mathematics, Applied ; Mathematics |
| WOS ID | WOS:000766626700006 |
| Publisher | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/60146 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Sheng, Derui |
| Affiliation | 1.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China |
| Recommended Citation GB/T 7714 | Chen, Chuchu,Hong, Jialin,Sheng, Derui. Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems[J]. JOURNAL OF COMPLEXITY,2022,70:29. |
| APA | Chen, Chuchu,Hong, Jialin,&Sheng, Derui.(2022).Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems.JOURNAL OF COMPLEXITY,70,29. |
| MLA | Chen, Chuchu,et al."Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems".JOURNAL OF COMPLEXITY 70(2022):29. |
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