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Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93
作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
收藏  |  浏览/下载：135/0  |  提交时间：2021/10/26
Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus  
ASYMPTOTICALLY-PRESERVING LARGE DEVIATIONS PRINCIPLES BY STOCHASTIC SYMPLECTIC METHODS FOR A LINEAR STOCHASTIC OSCILLATOR 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 1, 页码: 32-59
作者:  Chen, Chuchu;  Hong, Jialing;  Jin, Diancong;  Sun, Liying
收藏  |  浏览/下载：164/0  |  提交时间：2021/04/26
stochastic symplectic methods  superiority  large deviations principle  rate function  asymptotical preservation  
Energy and quadratic invariants preserving (EQUIP) multi-symplectic methods for Hamiltonian wave equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2020, 卷号: 418, 页码: 18
作者:  Chen, Chuchu;  Hong, Jialin;  Sim, Chol;  Sonwu, Kwang
收藏  |  浏览/下载：182/0  |  提交时间：2020/10/12
Hamiltonian wave equations  Energy preservation  EQUIP multi-symplectic methods  
Drift-preserving numerical integrators for stochastic Hamiltonian systems 期刊论文
ADVANCES IN COMPUTATIONAL MATHEMATICS, 2020, 卷号: 46, 期号: 2, 页码: 22
作者:  Chen, Chuchu;  Cohen, David;  D'Ambrosio, Raffaele;  Lang, Annika
收藏  |  浏览/下载：179/0  |  提交时间：2020/05/24
Stochastic differential equations  Stochastic Hamiltonian systems  Energy  Trace formula  Numerical schemes  Strong convergence  Weak convergence  Multilevel Monte Carlo  
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations 期刊论文
BIT NUMERICAL MATHEMATICS, 2020, 页码: 41
作者:  Chen, Chuchu;  Hong, Jialin;  Jin, Diancong
收藏  |  浏览/下载：145/0  |  提交时间：2020/05/24
Stochastic differential equations  Invariants  Conservative methods  Mean square convergence order  Quadrature formula  
Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths 期刊论文
APPLIED NUMERICAL MATHEMATICS, 2018, 卷号: 129, 页码: 120-136
作者:  Hong, Jialin;  Huang, Chuying;  Wang, Xu
收藏  |  浏览/下载：153/0  |  提交时间：2018/07/30
Rough path  Hamiltonian system  Symplectic Runge-Kutta method  Implicit method  Pathwlse convergence rate  
Optimal error estimate of conservative local discontinuous Galerkin method for nonlinear Schrodinger equation 期刊论文
APPLIED NUMERICAL MATHEMATICS, 2018, 卷号: 127, 页码: 164-178
作者:  Hong, Jialin;  Ji, Lihai;  Liu, Zhihui
收藏  |  浏览/下载：170/0  |  提交时间：2018/07/30
Nonlinear Schrodinger equation  Optimal error estimates  Charge conservation law  Local discontinuous Galerkin method  Generalized alternating numerical flux  
Explicit pseudo-symplectic methods for stochastic Hamiltonian systems 期刊论文
BIT NUMERICAL MATHEMATICS, 2018, 卷号: 58, 期号: 1, 页码: 163-178
作者:  Niu, Xinyan;  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui
收藏  |  浏览/下载：184/0  |  提交时间：2018/07/30
Stochastic Hamiltonian system  Pseudo-symplectic method  Explicit Runge-Kutta method  
EXPLICIT theta-SCHEMES FOR MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2018, 卷号: 56, 期号: 4, 页码: 2672-2697
作者:  Sun, Yabing;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：165/0  |  提交时间：2018/10/07
mean-field backward stochastic differential equation  theta-schemes  error estimates  
Stochastic symplectic and multi-symplectic methods for nonlinear Schrodinger equation with white noise dispersion 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2017, 卷号: 342, 页码: 267-285
作者:  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui;  Zhou, Weien
收藏  |  浏览/下载：119/0  |  提交时间：2018/07/30
Nonlinear Schrodinger equation  White noise dispersion  Stochastic symplectic and multi-symplectic structures  Stochastic symplectic and multi-symplectic schemes