Cover Image

Convergence analysis for minimum action methods coupled with a finite difference method

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Hong, Jialin, Jin, Diancong, Sheng, Derui
Format:	Preprint
Published:	2021
Subjects:	Probability Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation
by: Jin, Diancong, et al.
Published: (2023)

Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation
by: Hong, Jialin, et al.
Published: (2022)

Density convergence of a fully discrete finite difference method for stochastic Cahn--Hilliard equation
by: Hong, Jialin, et al.
Published: (2022)

Asymptotic error distribution of numerical methods for parabolic SPDEs with multiplicative noise
by: Hong, Jialin, et al.
Published: (2025)

Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs
by: Hong, Jialin, et al.
Published: (2024)

Central limit theorem for temporal average of backward Euler--Maruyama method
by: Jin, Diancong
Published: (2023)

Asymptotic error distribution for stochastic Runge--Kutta methods of strong order one
by: Jin, Diancong
Published: (2025)

Asymptotic error distribution for tamed Euler method with coupled monotonicity condition
by: Dai, Xinjie, et al.
Published: (2026)

Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
by: Dai, Xinjie, et al.
Published: (2026)

Splitting AVF method for generalized Langevin equations: probability density function and geometric ergodicity
by: Dai, Xinjie, et al.
Published: (2026)

Convergence in Density of Splitting AVF Scheme for Stochastic Langevin Equation
by: Cui, Jianbo, et al.
Published: (2019)

Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
by: Chen, Chuchu, et al.
Published: (2018)

Asymptotic-preserving approximations for stochastic incompressible viscous fluids and SPDEs on graph
by: Cui, Jianbo, et al.
Published: (2024)

Superiority of stochastic symplectic methods via the law of iterated logarithm
by: Chen, Chuchu, et al.
Published: (2024)

The probabilistic superiority of stochastic symplectic methods via large deviations principles
by: Chen, Chuchu, et al.
Published: (2019)

A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation
by: Chen, Chuchu, et al.
Published: (2024)

Fully discrete finite element methods for the stochastic Kuramoto-Sivashinsky equation with multiplicative noise
by: Nguyen, Hung D., et al.
Published: (2025)

Density functions for the overdamped generalized Langevin equation and its Euler--Maruyama method: smoothness and convergence
by: Dai, Xinjie, et al.
Published: (2024)

A regularized truncated finite element method for degenerate parabolic stochastic PDE on non-compact graph
by: Cui, Jianbo, et al.
Published: (2026)

Superiority Of Symplectic Methods For Stochastic Hamiltonian System Via Asymptotic Error Distribution
by: Hong, Jialin, et al.
Published: (2023)

The law of iterated logarithm for numerical approximation of time-homogeneous Markov process
by: Chen, Chuchu, et al.
Published: (2025)

Analysis of the application of a high order symplectic method in Shardlow's method for dissipative particle dynamics
by: Amiri, Abdolreza
Published: (2025)

Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation
by: Chen, Chuchu, et al.
Published: (2020)

Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers
by: Cai, Meng, et al.
Published: (2024)

$L^p$-strong convergence orders of fully discrete schemes for the SPDE driven by Lévy noise
by: Chen, Chuchu, et al.
Published: (2024)

Optimized multilevel Monte Carlo methods in Banach spaces
by: Kirchner, Kristin, et al.
Published: (2026)

Convergence of the Markovian iteration for coupled FBSDEs via a differentiation approach
by: Huang, Zhipeng, et al.
Published: (2025)

Taming singular stochastic differential equations: A numerical method
by: Lê, Khoa, et al.
Published: (2021)

A quick probability-oriented introduction to operator splitting methods
by: Vovchanskyi, M. B.
Published: (2023)

High-precision newton-kantorovich method for nonlinear integral equations
by: Chertoganov, Kirill A., et al.
Published: (2025)

A control variate method based on polynomial approximation of Brownian path
by: Garnier, Josselin, et al.
Published: (2025)

Solving McKean-Vlasov Equation by deep learning particle method
by: Li, Jingyuan, et al.
Published: (2025)

Numerical method for nonlinear Kolmogorov PDEs via sensitivity analysis
by: Bartl, Daniel, et al.
Published: (2024)

Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation
by: Liu, Yating
Published: (2022)

A subspace constrained randomized Kaczmarz method for structure or external knowledge exploitation
by: Lok, Jackie, et al.
Published: (2023)

Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
by: Kamrani, Minoo, et al.
Published: (2023)

Mathematical analysis and numerical methods for the computation of transport coefficients in molecular dynamics
by: Blassel, Noe, et al.
Published: (2026)

Parameter-related strong convergence rates of Euler-type methods for time-changed stochastic differential equations
by: Zuo, Ruchun
Published: (2025)

On a spherically lifted spin model at finite temperature
by: Tang, Xun, et al.
Published: (2025)

Pathwise convergence of a novel numerical scheme based on semi-implicit method for stochastic differential-algebraic equations with non-global Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2025)