Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator (Q5147756): Difference between revisions

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scientific article; zbMATH DE number 7302946

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English	Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator	scientific article; zbMATH DE number 7302946

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instance of

scholarly article

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title

Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator (English)

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zbMATH Open document ID

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SIAM Journal on Numerical Analysis

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publication date

28 January 2021

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Mathematics Subject Classification ID

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stochastic symplectic methods

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superiority

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large deviations principle

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rate function

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asymptotical preservation

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MaRDI profile type

MaRDI publication profile

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cites work

High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

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Weak backward error analysis for stochastic Hamiltonian systems

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Symplectic Runge--Kutta Semidiscretization for Stochastic Schrödinger Equation

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Mean-square convergence of a symplectic local discontinuous Galerkin method applied to stochastic linear Schrödinger equation

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Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods

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On the numerical discretisation of stochastic oscillators

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Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion

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Weak Backward Error Analysis for SDEs

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Large deviations techniques and applications.

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High-Order Symplectic Schemes for Stochastic Hamiltonian Systems

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Adaptive sampling of large deviations

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High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions

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Invariant measures for stochastic nonlinear Schrödinger equations. Numerical approximations and symplectic structures

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Probability theory. A comprehensive course.

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Q4826106

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An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions

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A review on numerical schemes for solving a linear stochastic oscillator

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Modified equations for stochastic differential equations

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Generating functions for stochastic symplectic methods

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Modified equations for weakly convergent stochastic symplectic schemes via their generating functions

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On the Existence and the Applications of Modified Equations for Stochastic Differential Equations

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full work available at URL

https://doi.org/10.1137/19m1306919

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OpenAlex ID

W3119005476

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Sitelinks

Mathematics(1 entry)

mardi Publication:5147756

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
+Normal rank
@@ Property / cites work @@
+Weak backward error analysis for stochastic Hamiltonian systems
+Normal rank
@@ Property / cites work @@
+Symplectic Runge--Kutta Semidiscretization for Stochastic Schrödinger Equation
+Normal rank
@@ Property / cites work @@
+Mean-square convergence of a symplectic local discontinuous Galerkin method applied to stochastic linear Schrödinger equation
+Normal rank
@@ Property / cites work @@
+Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods
+Normal rank
@@ Property / cites work @@
+On the numerical discretisation of stochastic oscillators
+Normal rank
@@ Property / cites work @@
+Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion
+Normal rank
@@ Property / cites work @@
+Weak Backward Error Analysis for SDEs
@@ Property / cites work: Weak Backward Error Analysis for SDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations techniques and applications.
@@ Property / cites work: Large deviations techniques and applications. / rank @@
+Normal rank
@@ Property / cites work @@
+High-Order Symplectic Schemes for Stochastic Hamiltonian Systems
+Normal rank
@@ Property / cites work @@
+Adaptive sampling of large deviations
@@ Property / cites work: Adaptive sampling of large deviations / rank @@
+Normal rank
@@ Property / cites work @@
+High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions
+Normal rank
@@ Property / cites work @@
+Invariant measures for stochastic nonlinear Schrödinger equations. Numerical approximations and symplectic structures
+Normal rank
@@ Property / cites work @@
+Probability theory. A comprehensive course.
@@ Property / cites work: Probability theory. A comprehensive course. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
+Normal rank
@@ Property / cites work @@
+A review on numerical schemes for solving a linear stochastic oscillator
+Normal rank
@@ Property / cites work @@
+Modified equations for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Generating functions for stochastic symplectic methods
+Normal rank
@@ Property / cites work @@
+Modified equations for weakly convergent stochastic symplectic schemes via their generating functions
+Normal rank
@@ Property / cites work @@
+On the Existence and the Applications of Modified Equations for Stochastic Differential Equations
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1137/19m1306919
+Normal rank
@@ Property / OpenAlex ID @@
+W3119005476
@@ Property / OpenAlex ID: W3119005476 / rank @@
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