The superiority of stochastic symplectic methods for a linear stochastic oscillator via large deviations principles. - Chuchu Chen; Jialin Hong; Diancong Jin; Liying Sun (CoRR, 2019)

Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation. - Chuchu Chen; Jialin Hong; Diancong Jin; Liying Sun (CoRR, 2020)

Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations. - Jialin Hong; Diancong Jin; Derui Sheng; Liying Sun (CoRR, 2020)

Numerical approximations of one-point large deviations rate functions of stochastic differential equations with small noise. - Jialin Hong; Diancong Jin; Derui Sheng (CoRR, 2021)

Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs. - Chuchu Chen; Ziheng Chen 013; Jialin Hong; Diancong Jin (CoRR, 2021)

Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator. - Chuchu Chen; Jialin Hong; Diancong Jin; Liying Sun (SIAM J. Numer. Anal., 2021)

Convergence analysis of a finite difference method for stochastic Cahn-Hilliard equation. - Jialin Hong; Diancong Jin; Derui Sheng (CoRR, 2022)

Finite difference method for stochastic Cahn-Hilliard equation: Strong convergence rate and density convergence. - Jialin Hong; Diancong Jin; Derui Sheng (CoRR, 2022)

Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise. - Diancong Jin; Jialin Hong; Derui Sheng (CoRR, 2022)

Asymptotics of large deviations of finite difference method for stochastic Cahn-Hilliard equation. - Diancong Jin; Derui Sheng (CoRR, 2023)

Central limit theorem for temporal average of backward Euler-Maruyama method. - Diancong Jin (CoRR, 2023)

Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation. - Jialin Hong; Diancong Jin; Derui Sheng (Math. Comput., 2023)

Density functions for the overdamped generalized Langevin equation and its Euler-Maruyama method: smoothness and convergence. - Xinjie Dai; Diancong Jin (CoRR, 2024)

Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs. - Jialin Hong; Diancong Jin; Xu Wang; Guanlin Yang (CoRR, 2024)

Asymptotic error distribution for stochastic Runge-Kutta methods of strong order one. - Diancong Jin (CoRR, 2025)