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STRONG AND WEAK CONVERGENCE RATES OF A SPATIAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATION WITH ONE-SIDED LIPSCHITZ COEFFICIENT 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 4, 页码: 1815-1841
作者:  Cui, Jianbo;  Hong, Jialin
收藏  |  浏览/下载：173/0  |  提交时间：2020/01/10
one-sided Lipschitz coefficient  stochastic Allen-Cahn equation  finite element method  strong and weak convergence rate  Kolmogorov equation  Malliavin calculus  
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：169/0  |  提交时间：2018/07/30
Stochastic differential equations  Stochastic Runge-Kutta methods  Symplectic integrators  Mean-square convergence  
Strong convergence rate of finite difference approximations for stochastic cubic Schrodinger equations 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2017, 卷号: 263, 期号: 7, 页码: 3687-3713
作者:  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui
收藏  |  浏览/下载：131/0  |  提交时间：2018/07/30
Stochastic cubic Schrodinger equation  Strong convergence rate  Central difference scheme  Exponential integrability  Continuous dependence  
ERROR ANALYSIS FOR D-LEAPING SCHEME OF CHEMICAL REACTION SYSTEM WITH DELAY 期刊论文
MULTISCALE MODELING & SIMULATION, 2017, 卷号: 15, 期号: 4, 页码: 1797-1829
作者:  Chen, Chuchu;  Liu, Di
收藏  |  浏览/下载：127/0  |  提交时间：2018/07/30
stochastic delay differential equation  Poisson random measure  D-leaping  mean-square strong convergence order  weak convergence order  Malliavin calculus  
Projection methods for stochastic differential equations with conserved quantities 期刊论文
BIT NUMERICAL MATHEMATICS, 2016, 卷号: 56, 期号: 4, 页码: 1497-1518
作者:  Zhou, Weien;  Zhang, Liying;  Hong, Jialin;  Song, Songhe
收藏  |  浏览/下载：125/0  |  提交时间：2018/07/30
Stochastic differential equations  Conserved quantities  Projection methods  Mean-square convergence  
MULTISCALE COMPUTATION AND CONVERGENCE FOR COUPLED THERMOELASTIC SYSTEM IN COMPOSITE MATERIALS 期刊论文
MULTISCALE MODELING & SIMULATION, 2015, 卷号: 13, 期号: 2, 页码: 661-690
作者:  Wang, Xin;  Cao, Liqun;  Wong, Yaushu
收藏  |  浏览/下载：126/0  |  提交时间：2018/07/30
linear time-dependent coupled thermoelastic equations  homogenization  multiscale asymptotic expansion  Laplace transform  finite element method  composite materials  
Sharp L-1 a posteriori error analysis for nonlinear convection-diffusion problems 期刊论文
MATHEMATICS OF COMPUTATION, 2006, 卷号: 75, 期号: 253, 页码: 43-71
作者:  Chen, ZM;  Ji, GH
收藏  |  浏览/下载：86/0  |  提交时间：2018/07/30