Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation.
Chuchu ChenJialin HongDiancong JinLiying SunPublished in: CoRR (2020)
Keyphrases
- hamilton jacobi
- large deviations
- heat equation
- finite difference
- wave equation
- state dependent
- steady state
- markov processes
- queue length
- eikonal equation
- medial axis
- partial differential equations
- distance transform
- heavy tailed
- level set method
- scale spaces
- monte carlo
- queueing systems
- importance sampling
- numerical solution
- diffusion process
- asymptotically optimal
- scale space
- gaussian model
- support vector
- difference equations
- linear programming