Superiority of stochastic symplectic methods via the law of iterated logarithm
Fuente:
arXiv
Saved in:
| Main Authors: | Chen, Chuchu, Chen, Xinyu, Dang, Tonghe, Hong, Jialin |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
The law of iterated logarithm for numerical approximation of time-homogeneous Markov process
by: Chen, Chuchu, et al.
Published: (2025)
by: Chen, Chuchu, et al.
Published: (2025)
A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation
by: Chen, Chuchu, et al.
Published: (2024)
by: Chen, Chuchu, 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)
by: Chen, Chuchu, et al.
Published: (2024)
On structure preservation for fully discrete finite difference schemes of stochastic heat equation with Lévy space-time white noise
by: Chen, Chuchu, et al.
Published: (2024)
by: Chen, Chuchu, et al.
Published: (2024)
Longtime behaviors of $θ$-Euler-Maruyama method for stochastic functional differential equations
by: Chen, Chuchu, et al.
Published: (2024)
by: Chen, Chuchu, et al.
Published: (2024)
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)
by: Cai, Meng, et al.
Published: (2024)
The probabilistic superiority of stochastic symplectic methods via large deviations principles
by: Chen, Chuchu, et al.
Published: (2019)
by: Chen, Chuchu, et al.
Published: (2019)
Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation
by: Chen, Chuchu, et al.
Published: (2020)
by: Chen, Chuchu, et al.
Published: (2020)
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
by: Chen, Chuchu, et al.
Published: (2018)
by: Chen, Chuchu, et al.
Published: (2018)
Convergence analysis for minimum action methods coupled with a finite difference method
by: Hong, Jialin, et al.
Published: (2021)
by: Hong, Jialin, et al.
Published: (2021)
Asymptotic error distribution of numerical methods for parabolic SPDEs with multiplicative noise
by: Hong, Jialin, et al.
Published: (2025)
by: Hong, Jialin, et al.
Published: (2025)
Long-time weak convergence analysis of a semi-discrete scheme for stochastic Maxwell equations
by: Chen, Chuchu, et al.
Published: (2024)
by: Chen, Chuchu, et al.
Published: (2024)
Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs
by: Hong, Jialin, et al.
Published: (2024)
by: Hong, Jialin, et al.
Published: (2024)
Quantifying the effect of graph structure on strong Feller property of SPDEs
by: Cui, Jianbo, et al.
Published: (2026)
by: Cui, Jianbo, et al.
Published: (2026)
Analysis of the application of a high order symplectic method in Shardlow's method for dissipative particle dynamics
by: Amiri, Abdolreza
Published: (2025)
by: Amiri, Abdolreza
Published: (2025)
Symplectic methods for stochastic Hamiltonian systems: asymptotic error distributions and Hamiltonian-specific analysis
by: Chen, Chuchu, et al.
Published: (2025)
by: Chen, Chuchu, et al.
Published: (2025)
On the logarithmic energy of solutions to the polynomial eigenvalue problem
by: Armentano, Diego, et al.
Published: (2024)
by: Armentano, Diego, et al.
Published: (2024)
Taming singular stochastic differential equations: A numerical method
by: Lê, Khoa, et al.
Published: (2021)
by: Lê, Khoa, et al.
Published: (2021)
Faber polynomials in a deltoid region and power iteration momentum methods
by: Cowal, Peter, et al.
Published: (2025)
by: Cowal, Peter, et al.
Published: (2025)
Asymptotic error distribution for stochastic Runge--Kutta methods of strong order one
by: Jin, Diancong
Published: (2025)
by: Jin, Diancong
Published: (2025)
Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation
by: Jin, Diancong, et al.
Published: (2023)
by: Jin, Diancong, et al.
Published: (2023)
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
by: Kamrani, Minoo, et al.
Published: (2023)
by: Kamrani, Minoo, et al.
Published: (2023)
Fully discrete finite element methods for the stochastic Kuramoto-Sivashinsky equation with multiplicative noise
by: Nguyen, Hung D., et al.
Published: (2025)
by: Nguyen, Hung D., et al.
Published: (2025)
Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
by: Dai, Xinjie, et al.
Published: (2026)
by: Dai, Xinjie, et al.
Published: (2026)
Numerical solution of kinetic SPDEs via stochastic Magnus expansion
by: Kamm, Kevin, et al.
Published: (2022)
by: Kamm, Kevin, et al.
Published: (2022)
Parameter-related strong convergence rates of Euler-type methods for time-changed stochastic differential equations
by: Zuo, Ruchun
Published: (2025)
by: Zuo, Ruchun
Published: (2025)
Novel semi-explicit symplectic schemes for nonseparable stochastic Hamiltonian systems
by: Hong, Jialin, et al.
Published: (2024)
by: Hong, Jialin, et al.
Published: (2024)
Low regularity symplectic schemes for stochastic NLS
by: Armstrong-Goodall, Jacob, et al.
Published: (2024)
by: Armstrong-Goodall, Jacob, et al.
Published: (2024)
Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
by: Agarwal, Ankush, et al.
Published: (2023)
by: Agarwal, Ankush, et al.
Published: (2023)
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)
by: Tsafack, Guy, et al.
Published: (2025)
Convergence of the Markovian iteration for coupled FBSDEs via a differentiation approach
by: Huang, Zhipeng, et al.
Published: (2025)
by: Huang, Zhipeng, et al.
Published: (2025)
On the convergence of adaptive approximations for stochastic differential equations
by: Foster, James, et al.
Published: (2023)
by: Foster, James, et al.
Published: (2023)
Splitting integrators for linear Vlasov equations with stochastic perturbations
by: Bréhier, Charles-Edouard, et al.
Published: (2024)
by: Bréhier, Charles-Edouard, et al.
Published: (2024)
Weak approximation of stochastic differential equations with sticky boundary conditions
by: Sharma, Akash
Published: (2025)
by: Sharma, Akash
Published: (2025)
Artificial Barriers for stochastic differential equations and for construction of boundary-preserving schemes
by: Ulander, Johan
Published: (2024)
by: Ulander, Johan
Published: (2024)
Asymptotic-preserving approximations for stochastic incompressible viscous fluids and SPDEs on graph
by: Cui, Jianbo, et al.
Published: (2024)
by: Cui, Jianbo, et al.
Published: (2024)
Numerical approximation of the stochastic heat equation with a distributional reaction term
by: Goudenège, Ludovic, et al.
Published: (2024)
by: Goudenège, Ludovic, et al.
Published: (2024)
Numerical analysis of the stochastic Navier-Stokes equations
by: Breit, Dominic, et al.
Published: (2025)
by: Breit, Dominic, et al.
Published: (2025)
Boundary-preserving weak approximation for some semilinear stochastic partial differential equations
by: Ulander, Johan
Published: (2024)
by: Ulander, Johan
Published: (2024)
Finite element approximations of the stochastic Benjamin-Bona-Mahony equation with multiplicative noise
by: Nguyen, Hung D., et al.
Published: (2026)
by: Nguyen, Hung D., et al.
Published: (2026)
Similar Items
-
The law of iterated logarithm for numerical approximation of time-homogeneous Markov process
by: Chen, Chuchu, et al.
Published: (2025) -
A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation
by: Chen, Chuchu, 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) -
On structure preservation for fully discrete finite difference schemes of stochastic heat equation with Lévy space-time white noise
by: Chen, Chuchu, et al.
Published: (2024) -
Longtime behaviors of $θ$-Euler-Maruyama method for stochastic functional differential equations
by: Chen, Chuchu, et al.
Published: (2024)