Weak intermittency and second moment bound of a fully discrete scheme for stochastic heat equation. - Chuchu Chen; Tonghe Dang; Jialin Hong (CoRR, 2021)

An adaptive time-stepping full discretization for stochastic Allen-Cahn equation. - Chuchu Chen; Tonghe Dang; Jialin Hong (CoRR, 2021)

Central limit theorem for full discretization of parabolic SPDE. - Chuchu Chen; Tonghe Dang; Jialin Hong; Tau Zhou (CoRR, 2022)

An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics. - Chuchu Chen; Tonghe Dang; Jialin Hong (CoRR, 2022)

Probabilistic limit behaviors of numerical discretizations for time-homogeneous Markov processes. - Chuchu Chen; Tonghe Dang; Jialin Hong; Guoting Song (CoRR, 2023)

Longtime behaviors of θ-Euler-Maruyama method for stochastic functional differential equations. - Chuchu Chen; Tonghe Dang; Jialin Hong; Guoting Song (CoRR, 2024)

Superiority of stochastic symplectic methods via the law of iterated logarithm. - Chuchu Chen; Xinyu Chen; Tonghe Dang; Jialin Hong (CoRR, 2024)

On structure preservation for fully discrete finite difference schemes of stochastic heat equation with Lévy space-time white noise. - Chuchu Chen; Tonghe Dang; Jialin Hong (CoRR, 2024)

Lp-strong convergence orders of fully discrete schemes for the SPDE driven by Lévy noise. - Chuchu Chen; Tonghe Dang; Jialin Hong; Ziyi Lei (CoRR, 2024)

A New Class of Splitting Methods That Preserve Ergodicity and Exponential Integrability for the Stochastic Langevin Equation. - Chuchu Chen; Tonghe Dang; Jialin Hong; Fengshan Zhang (SIAM J. Numer. Anal., 2025)

Finite difference schemes for Hamilton-Jacobi equation on Wasserstein space on graphs. - Jianbo Cui; Tonghe Dang; Chenchen Mou (CoRR, 2025)