| Abstract: |
| The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. This talk aims to theoretically investigate the superiority from the perspective of the law of iterated logarithm, taking the linear stochastic Hamiltonian system in Hilbert space as a test model. Based on the time-change theorem for martingales and the Borell--TIS inequality, we first prove that the upper limit of the exact solution with a specific scaling function almost surely equals some non-zero constant, thus confirming the validity of the law of iterated logarithm. Then, we prove that stochastic symplectic fully discrete methods asymptotically preserve the law of iterated logarithm, but non-symplectic ones do not. This reveals the good ability of stochastic symplectic methods in characterizing the almost sure asymptotic growth of the utmost fluctuation of the underlying solution process. Applications of our results to the linear stochastic oscillator and the linear stochastic Schr\{o}dinger equation are also presented. |
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