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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:170/0  |  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  
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:213/0  |  提交时间:2020/01/10
Stochastic nonlinear Schrodinger equation  multiplicative noise  global existence  blow-up  exponential integrability  
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:162/0  |  提交时间:2019/03/11
Stochastic nonlinear Schrodinger equation  Strong convergence rate  Exponential integrability  Splitting scheme  Non-monotone coefficients  
Invariant Measures for Stochastic Nonlinear Schrodinger Equations Numerical Approximations and Symplectic Structures Preface 期刊论文
INVARIANT MEASURES FOR STOCHASTIC NONLINEAR SCHRODINGER EQUATIONS: NUMERICAL APPROXIMATIONS AND SYMPLECTIC STRUCTURES, 2019, 卷号: 2251, 页码: V-+
作者:  Hong, Jialin;  Wang, Xu
收藏  |  浏览/下载:134/0  |  提交时间:2020/05/24
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:147/0  |  提交时间:2018/10/07
damped stochastic nonlinear Schrodinger equation  exponential integrability  strong order  weak order  Kolmogorov equation