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CLT for approximating ergodic limit of SPDEs via a full discretization 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023, 卷号: 157, 页码: 1-41
Authors:  Chen, Chuchu;  Dang, Tonghe;  Hong, Jialin;  Zhou, Tau
Favorite  |  View/Download：29/0  |  Submit date：2023/02/07
Central limit theorem  Stochastic partial differential equation  Full discretization  Poisson equation  Ergodic limit  
Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems 期刊论文
JOURNAL OF COMPLEXITY, 2022, 卷号: 70, 页码: 29
Authors:  Chen, Chuchu;  Hong, Jialin;  Sheng, Derui
Favorite  |  View/Download：66/0  |  Submit date：2022/04/29
Hitting probability  Numerical discretization  Stochastic parabolic system  Critical dimension  
STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
Authors:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan
Favorite  |  View/Download：9/0  |  Submit date：2023/02/07
   Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments  
Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40
Authors:  Chen, Chuchu;  Cui, Jianbo;  Hong, Jialin;  Sheng, Derui
Favorite  |  View/Download：47/0  |  Submit date：2022/06/21
density  convergence order  accelerated exponential Euler scheme  stochastic heat equation  Malliavin calculus  
Large Deviations Principles for Symplectic Discretizations of Stochastic Linear Schrodinger Equation 期刊论文
POTENTIAL ANALYSIS, 2022, 页码: 41
Authors:  Chen, Chuchu;  Hong, Jialin;  Jin, Diancong;  Sun, Liying
Favorite  |  View/Download：73/0  |  Submit date：2022/04/29
Large deviations principle  Symplectic discretizations  Stochastic Schrodinger equation  Rate function  Exponential tightness  
ASYMPTOTICALLY-PRESERVING LARGE DEVIATIONS PRINCIPLES BY STOCHASTIC SYMPLECTIC METHODS FOR A LINEAR STOCHASTIC OSCILLATOR 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 1, 页码: 32-59
Authors:  Chen, Chuchu;  Hong, Jialing;  Jin, Diancong;  Sun, Liying
Favorite  |  View/Download：93/0  |  Submit date：2021/04/26
stochastic symplectic methods  superiority  large deviations principle  rate function  asymptotical preservation  
SYMPLECTIC DISCONTINUOUS GALERKIN FULL DISCRETIZATION FOR STOCHASTIC MAXWELL EQUATIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 4, 页码: 2197-2217
Authors:  Chen, Chuchu
Favorite  |  View/Download：52/0  |  Submit date：2022/04/02
stochastic Maxwell equations  symplectic dG full discretization  mean-square convergence  
Energy and quadratic invariants preserving (EQUIP) multi-symplectic methods for Hamiltonian wave equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2020, 卷号: 418, 页码: 18
Authors:  Chen, Chuchu;  Hong, Jialin;  Sim, Chol;  Sonwu, Kwang
Favorite  |  View/Download：97/0  |  Submit date：2020/10/12
Hamiltonian wave equations  Energy preservation  EQUIP multi-symplectic methods  
Drift-preserving numerical integrators for stochastic Hamiltonian systems 期刊论文
ADVANCES IN COMPUTATIONAL MATHEMATICS, 2020, 卷号: 46, 期号: 2, 页码: 22
Authors:  Chen, Chuchu;  Cohen, David;  D'Ambrosio, Raffaele;  Lang, Annika
Favorite  |  View/Download：97/0  |  Submit date：2020/05/24
Stochastic differential equations  Stochastic Hamiltonian systems  Energy  Trace formula  Numerical schemes  Strong convergence  Weak convergence  Multilevel Monte Carlo  
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations 期刊论文
BIT NUMERICAL MATHEMATICS, 2020, 页码: 41
Authors:  Chen, Chuchu;  Hong, Jialin;  Jin, Diancong
Favorite  |  View/Download：82/0  |  Submit date：2020/05/24
Stochastic differential equations  Invariants  Conservative methods  Mean square convergence order  Quadrature formula