常用链接
- [1]Derui Sheng.ASYMPTOTICS OF LARGE DEVIATIONS OF FINITE DIFFERENCE METHOD FOR STOCHASTIC CAHN–HILLIARD EQUATION.Acta Mathematica Scientia,(3):
- [2]Tau Zhou.Jia.Large deviations principle for stochastic delay differential equations with super-linearly growing coefficients.Frontiers of Mathematics,2024,
- [3]Convergence analysis for minimum action methods coupled with a finite difference method.IMA J. Numer. Anal.,2024,
- [4]Central limit theorem for temporal average of backward Euler--Maruyama method.J. Comput. Math.,2024,
- [5]Chuchu Chen,Jialin Hong.Diancong Jin.Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations.Bit Numer Math,
- [6]C. Chen,J. Hong,L. Sun.D. Jin.ASYMPTOTICALLY-PRESERVING LARGE DEVIATIONS PRINCIPLES BY STOCHASTIC SYMPLECTIC METHODS FOR A LINEAR STOCHASTIC OSCILLATOR.SIAM J. NUMER. ANAL.,
- [7]Chuchu Chen,Jialin Hong,Liying Sun.Diancong Jin.Large deviations principles for symplectic discretizat ions of stochastic linear Schrödinger equation.Potential Analysis,
- [8]Jialin Hong,Diancong Jin.Derui Sheng.Density convergence of a fully discrete finite difference method for stochastic Cahn–Hilliard equation.Math. Comp.,
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