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Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2021, 卷号: 41, 期号: 2, 页码: 1608-1638
Authors:  Hong, Jialin;  Huang, Chuying;  Wang, Xu
Favorite  |  View/Download:5/0  |  Submit date:2021/10/26
fractional Brownian motion  strong convergence rate  Runge-Kutta method  simplified step-N Euler scheme  
Variational inequality transport model on the sphere by the active-set reduced-space algorithm 期刊论文
COMPUTER PHYSICS COMMUNICATIONS, 2021, 卷号: 260, 页码: 10
Authors:  Yang, Haijian;  Yang, Chao;  Huang, Jizu
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Transport problem on the sphere  Variational inequality  Parallel computing  Fully implicit scheme  Active-set reduced-space method  
Energy and quadratic invariants preserving (EQUIP) multi-symplectic methods for Hamiltonian wave equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2020, 卷号: 418, 页码: 18
Authors:  Chen, Chuchu;  Hong, Jialin;  Sim, Chol;  Sonwu, Kwang
Favorite  |  View/Download:29/0  |  Submit date:2020/10/12
Hamiltonian wave equations  Energy preservation  EQUIP multi-symplectic methods  
Symplectic simulation of dark solitons motion for nonlinear Schrodinger equation 期刊论文
NUMERICAL ALGORITHMS, 2019, 卷号: 81, 期号: 4, 页码: 1485-1503
Authors:  Zhu, Beibei;  Tang, Yifa;  Zhang, Ruili;  Zhang, Yihao
Favorite  |  View/Download:30/0  |  Submit date:2020/01/10
Nonlinear Schrodinger equation  Ablowitz-ladik model  Symplectic methods  K-symplectic methods  Invariants  
Conservative explicit local time-stepping schemes for the shallow water equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2019, 卷号: 382, 页码: 152-176
Authors:  Hoang, Thi-Thao-Phuong;  Leng, Wei;  Ju, Lili;  Wang, Zhu;  Pieper, Konstantin
Favorite  |  View/Download:37/0  |  Submit date:2019/04/02
Shallow water equations  Local time-stepping  Strong stability preserving Runge-Kutta  Finite volume  Mass conservation  Potential vorticity  
ACCELERATION OF THE TWO-LEVEL MGRIT ALGORITHM VIA THE DIAGONALIZATION TECHNIQUE 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2019, 卷号: 41, 期号: 5, 页码: A3421-A3448
Authors:  Wu, Shu-Lin;  Zhou, Tao
Favorite  |  View/Download:26/0  |  Submit date:2020/05/24
multigrid-reduction-in-time (MGRIT) algorithm  acceleration  convergence analysis  diagonalization technique  parallel coarse-grid-correction  
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
Authors:  Hong, Jialin;  Huang, Chuying;  Wang, Xu
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Rough path  Hamiltonian system  Symplectic Runge-Kutta method  Implicit method  Pathwlse convergence rate  
Explicit pseudo-symplectic methods for stochastic Hamiltonian systems 期刊论文
BIT NUMERICAL MATHEMATICS, 2018, 卷号: 58, 期号: 1, 页码: 163-178
Authors:  Niu, Xinyan;  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui
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Stochastic Hamiltonian system  Pseudo-symplectic method  Explicit Runge-Kutta method  
SYMPLECTIC RUNGE-KUTTA METHODS OF HIGH ORDER BASED ON W-TRANSFORMATION 期刊论文
JOURNAL OF APPLIED ANALYSIS AND COMPUTATION, 2017, 卷号: 7, 期号: 3, 页码: 1185-1199
Authors:  Xia, Kaifeng;  Cong, Yuhao;  Sun, Geng
Favorite  |  View/Download:16/0  |  Submit date:2018/07/30
Runge-Kutta method  symplectic and algebraically stable method  W-transformation  
A new high-order finite volume method for 3D elastic wave simulation on unstructured meshes 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2017, 卷号: 340, 页码: 534-555
Authors:  Zhang, Wensheng;  Zhuang, Yuan;  Zhang, Lina
Favorite  |  View/Download:16/0  |  Submit date:2018/07/30
3D  Elastic wave equation  High-order  Finite volume method  Unstructured tetrahedral mesh  Wave propagation