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Linearization of nonlinear Fokker-Planck equations and applications 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
作者:  Ren, Panpan;  Roeckner, Michael;  Wang, Feng-Yu
收藏  |  浏览/下载：74/0  |  提交时间：2023/02/07
Nonlinear Fokker-Planck equation  McKean-Vlasov stochastic differential equation  Diffusion process  Ergodicity  Feynman-Kac formula  
A WONG-ZAKAI THEOREM FOR THE STOCHASTIC MASS-CRITICAL NONLINEAR SCHRODINGER EQUATION 期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2021, 卷号: 53, 期号: 3, 页码: 3681-3715
作者:  Fan, Chenjie;  Xu, Weijun
收藏  |  浏览/下载：105/0  |  提交时间：2021/10/26
Wong-Zakai  mass-critical  stochastic NLS  
ON GLOBAL EXISTENCE AND BLOW-UP FOR DAMPED STOCHASTIC NONLINEAR SCHRODINGER EQUATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2019, 卷号: 24, 期号: 12, 页码: 6837-6854
作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
收藏  |  浏览/下载：207/0  |  提交时间：2020/01/10
Stochastic nonlinear Schrodinger equation  multiplicative noise  global existence  blow-up  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：164/0  |  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：158/0  |  提交时间：2019/03/11
Stochastic nonlinear Schrodinger equation  Strong convergence rate  Exponential integrability  Splitting scheme  Non-monotone coefficients  
PARAREAL EXPONENTIAL theta-SCHEME FOR LONGTIME SIMULATION OF STOCHASTIC SCHRODINGER EQUATIONS WITH WEAK DAMPING 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2019, 卷号: 41, 期号: 6, 页码: B1155-B1177
作者:  Hong, Jialin;  Wang, Xu;  Zhang, Liying
收藏  |  浏览/下载：129/0  |  提交时间：2020/09/23
stochastic Schrodinger equation  parareal algorithm  exponential theta-scheme  invariant measure  
ANALYSIS OF A SPLITTING SCHEME FOR DAMPED STOCHASTIC NONLINEAR SCHRODINGER EQUATION WITH MULTIPLICATIVE NOISE 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2018, 卷号: 56, 期号: 4, 页码: 2045-2069
作者:  Cui, Jianbo;  Hong, Jialin
收藏  |  浏览/下载：141/0  |  提交时间：2018/10/07
damped stochastic nonlinear Schrodinger equation  exponential integrability  strong order  weak order  Kolmogorov equation  
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：108/0  |  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  
NUMERICAL ANALYSIS ON ERGODIC LIMIT OF APPROXIMATIONS FOR STOCHASTIC NLS EQUATION VIA MULTI-SYMPLECTIC SCHEME 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 1, 页码: 305-327
作者:  Hong, Jialin;  Wang, Xu;  Zhang, Liying
收藏  |  浏览/下载：109/0  |  提交时间：2018/07/30
stochastic Schriidinger equation  multiplicative noise  unique ergodicity  multisymplectic scheme  weak error  
Vector financial rogue waves 期刊论文
PHYSICS LETTERS A, 2011, 卷号: 375, 期号: 48, 页码: 4274-4279
作者:  Yan, Zhenya
收藏  |  浏览/下载：102/0  |  提交时间：2018/07/30
Black-Scholes option pricing model  The coupled nonlinear volatility and option pricing model  Adaptive nonlinear Schrodinger equation  Controlled stochastic volatility  Financial markets  Vector financial rogue waves (rogons)