| Publication | Date of Publication | Type |
|---|
Quantitative asymptotic error analysis and Richardson extrapolation for exponential Euler approximations of stochastic wave equations
(available as arXiv preprint) | 2026-10-12 | Paper |
Fundamental weak convergence theorem for stochastic Volterra integral equations and its applications
(available as arXiv preprint) | 2026-06-28 | Paper |
A uniform-in-time weakly convergent explicit numerical method for the underdamped Langevin equation with polynomial potentials
(available as arXiv preprint) | 2026-06-13 | Paper |
A uniform-in-time weakly convergent explicit numerical method for the underdamped Langevin equation with polynomial potentials
(available as arXiv preprint) | 2026-01-01 | Paper |
Convergence analysis for minimum action methods coupled with a finite difference method
IMA Journal of Numerical Analysis | 2025-10-15 | Paper |
Large deviations principle for stochastic delay differential equations with super-linearly growing coefficients
Frontiers of Mathematics | 2025-07-10 | Paper |
Asymptotics of large deviations of finite difference method for stochastic Cahn-Hilliard equation
Acta Mathematica Scientia. Series B. (English Edition) | 2025-04-03 | Paper |
Central limit theorem for temporal average of backward Euler-Maruyama method
Journal of Computational Mathematics | 2025-03-05 | Paper |
Asymptotic error distribution for stochastic Runge--Kutta methods of strong order one
(available as arXiv preprint) | 2025-01-01 | Paper |
Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation
Mathematics of Computation | 2024-06-27 | Paper |
Density functions for the overdamped generalized Langevin equation and its Euler--Maruyama method: smoothness and convergence
(available as arXiv preprint) | 2024-01-01 | Paper |
Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs
(available as arXiv preprint) | 2024-01-01 | Paper |
Large deviations principles for symplectic discretizations of stochastic linear Schrödinger equation
Potential Analysis | 2023-10-13 | Paper |
| Central limit theorem for temporal average of backward Euler--Maruyama method | 2023-07-09 | Paper |
| Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation | 2023-04-24 | Paper |
| Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise | 2022-09-17 | Paper |
| Density convergence of a fully discrete finite difference method for stochastic Cahn--Hilliard equation | 2022-03-01 | Paper |
| Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation | 2022-02-18 | Paper |
| Large deviations principle for stochastic delay differential equations with super-linearly growing coefficients | 2022-01-01 | Paper |
Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation
(available as arXiv preprint) | 2022-01-01 | Paper |
Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise
(available as arXiv preprint) | 2022-01-01 | Paper |
| Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs | 2021-06-21 | Paper |
| Convergence analysis for minimum action methods coupled with a finite difference method | 2021-02-08 | Paper |
Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator
SIAM Journal on Numerical Analysis | 2021-01-28 | Paper |
Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs
(available as arXiv preprint) | 2021-01-01 | Paper |
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
BIT | 2020-12-16 | Paper |
| Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations | 2020-09-28 | Paper |
The probabilistic superiority of stochastic symplectic methods via large deviations principles
(available as arXiv preprint) | 2020-01-01 | Paper |
Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations
(available as arXiv preprint) | 2020-01-01 | Paper |
| The probabilistic superiority of stochastic symplectic methods via large deviations principles | 2019-06-08 | Paper |
