Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems
文献类型：期刊论文
| 作者 | Chen, Chuchu1,2; Hong, Jialin1,2; Sheng, Derui1,2 |
| 刊名 | JOURNAL OF COMPLEXITY
 |
| 出版日期 | 2022-06-01 |
| 卷号 | 70页码:29 |
| 关键词 | Hitting probability Numerical discretization Stochastic parabolic system Critical dimension |
| ISSN号 | 0885-064X |
| DOI | 10.1016/j.jco.2021.101634 |
| 英文摘要 | This paper investigates the influence of standard numerical discretizations on hitting probabilities for a system of linear stochastic parabolic equations driven by space-time white noises. We establish lower and upper bounds for hitting probabilities of the associated numerical solutions of both temporal and spatial semi-discretizations in terms of Bessel-Riesz capacity and Hausdorff measure, respectively. Moreover, the critical dimensions of both temporal and spatial semi-discretizations turn out to be halves of those of the exact solution. This reveals that there exist some Borel sets Asuch that the probability of the event that the paths of the numerical solution hit Acannot converge to that of the exact solution when the stepsizes vanish. (C) 2021 Elsevier Inc. All rights reserved. |
| 资助项目 | National Natural Science Foundation of China[11971470] ; National Natural Science Foundation of China[11871068] ; National Natural Science Foundation of China[12031020] ; National Natural Science Foundation of China[12022118] ; Youth Innovation Promotion Association CAS |
| WOS研究方向 | Computer Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000766626700006 |
| 出版者 | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/60145]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Sheng, Derui |
| 作者单位 | 1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Chuchu,Hong, Jialin,Sheng, Derui. Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems[J]. JOURNAL OF COMPLEXITY,2022,70:29. |
| APA | Chen, Chuchu,Hong, Jialin,&Sheng, Derui.(2022).Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems.JOURNAL OF COMPLEXITY,70,29. |
| MLA | Chen, Chuchu,et al."Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems".JOURNAL OF COMPLEXITY 70(2022):29. |
入库方式： OAI收割
来源：数学与系统科学研究院
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