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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:152/0  |  提交时间:2018/07/30
Rough path  Hamiltonian system  Symplectic Runge-Kutta method  Implicit method  Pathwlse convergence rate  
Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2017, 卷号: 325, 页码: 134-148
作者:  Zhou, Weien;  Zhang, Jingjing;  Hong, Jialin;  Song, Songhe
收藏  |  浏览/下载:172/0  |  提交时间:2018/07/30
Stochastic differential equations  Stochastic Runge-Kutta methods  Symplectic integrators  Mean-square convergence  
Mean-square convergence of a symplectic local discontinuous Galerkin method applied to stochastic linear Schrodinger equation 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2017, 卷号: 37, 期号: 2, 页码: 1041-1065
作者:  Chen, Chuchu;  Hong, Jialin;  Ji, Lihai
收藏  |  浏览/下载:136/0  |  提交时间:2018/07/30
symplectic method  local discontinuous Galerkin method  stochastic linear Schrodinger equation  L-2-stability  charge conservation law  mean-square convergence  
HIGH ORDER CONFORMAL SYMPLECTIC AND ERGODIC SCHEMES FOR THE STOCHASTIC LANGEVIN EQUATION VIA GENERATING FUNCTIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 6, 页码: 3006-3029
作者:  Hong, Jialin;  Sun, Liying;  Wang, Xu
收藏  |  浏览/下载:118/0  |  提交时间:2018/07/30
stochastic Langevin equation  conformal symplectic scheme  generating function  ergodicity  weak convergence