Asymptotics of large deviations of finite difference method for stochastic Cahn-Hilliard equation.
Diancong JinDerui ShengPublished in: CoRR (2023)
Keyphrases
- large deviations
- finite difference method
- heat equation
- state dependent
- numerical methods
- steady state
- markov processes
- queue length
- partial differential equations
- markov chain
- queueing systems
- importance sampling
- differential equations
- heavy tailed
- monte carlo
- finite difference
- numerical solution
- scale space
- diffusion process
- optimal policy
- finite element method
- generalization bounds
- arrival rate
- stochastic processes
- asymptotically optimal
- image processing
- pairwise