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

DOI10.1137/19M1306919zbMath1466.60055OpenAlexW3119005476MaRDI QIDQ5147756

Chuchu Chen, Jialing Hong, Diancong Jin, Liying Sun

Publication date: 28 January 2021

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m1306919

zbMATH Keywords

rate functionlarge deviations principlestochastic symplectic methodssuperiorityasymptotical preservation

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)

Related Items

Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model, Splitting integrators for stochastic Lie–Poisson systems, Large deviations principles for symplectic discretizations of stochastic linear Schrödinger equation

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