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STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
作者:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan
收藏  |  浏览/下载：105/0  |  提交时间：2023/02/07
   Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments  
Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen-Cahn equation 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2019, 卷号: 39, 期号: 4, 页码: 2096-2134
作者:  Brehier, Charles-Edouard;  Cui, Jianbo;  Hong, Jialin
收藏  |  浏览/下载：170/0  |  提交时间：2020/01/10
stochastic Allen-Cahn equation  splitting scheme  strong convergence rate  exponential integrability  
CONVERGENCE ANALYSIS OF A SYMPLECTIC SEMI-DISCRETIZATION FOR STOCHASTIC NLS EQUATION WITH QUADRATIC POTENTIAL 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2019, 卷号: 24, 期号: 8, 页码: 4295-4315
作者:  Hong, Jialin;  Miao, Lijun;  Zhang, Liying
收藏  |  浏览/下载：169/0  |  提交时间：2020/01/10
Stochastic nonlinear Schrodinger equation  quadratic potential  additive noise  stochastic symplectic scheme  convergence analysis  
Strong convergence rate of splitting schemes for stochastic nonlinear Schrodinger equations 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: 266, 期号: 9, 页码: 5625-5663
作者:  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui;  Zhou, Weien
收藏  |  浏览/下载：160/0  |  提交时间：2019/03/11
Stochastic nonlinear Schrodinger equation  Strong convergence rate  Exponential integrability  Splitting scheme  Non-monotone coefficients  
RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 2, 页码: 702-727
作者:  Chen, Chuchu;  Hong, Jialin;  Ji, Lihai
收藏  |  浏览/下载：167/0  |  提交时间：2020/01/10
stochastic Maxwell equations  stochastic Runge-Kutta semidiscretization  stochastic symplecticity  mean-square convergence order  
MEAN-SQUARE CONVERGENCE OF A SEMIDISCRETE SCHEME FOR STOCHASTIC MAXWELL EQUATIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 2, 页码: 728-750
作者:  Chen, Chuchu;  Hong, Jialin;  Ji, Lihai
收藏  |  浏览/下载：152/0  |  提交时间：2020/01/10
mean-square convergence order  semidiscrete scheme  stochastic Maxwell equations  regularity  
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：169/0  |  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  
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：146/0  |  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：159/0  |  提交时间：2018/07/30
Nonlinear Schrodinger equation  Optimal error estimates  Charge conservation law  Local discontinuous Galerkin method  Generalized alternating numerical flux  
Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2018, 卷号: 38, 期号: 1, 页码: 184-197
作者:  Cao, Yanzhao;  Hong, Jialin;  Liu, Zhihui
收藏  |  浏览/下载：157/0  |  提交时间：2018/07/30
stochastic differential equation of boundary value type  fractional Brownian motion  piecewise constant approximation  finite element approximation