Large deviations principles for symplectic discretizations of stochastic linear Schrödinger equation

DOI10.1007/s11118-022-09990-zzbMath1523.60054arXiv2006.01357OpenAlexW3032963590MaRDI QIDQ6072411

Chuchu Chen, Diancong Jin, Jialin Hong, Liying Sun

Publication date: 13 October 2023

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.01357

zbMATH Keywords

rate functionlarge deviations principlestochastic Schrödinger equationexponential tightnesssymplectic discretizations

Mathematics Subject Classification ID

Large deviations (60F10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

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• Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator
• Stochastic Equations in Infinite Dimensions
• Stochastic Multi-Symplectic Integrator for Stochastic Nonlinear Schrödinger Equation
• Large deviations

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