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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
作者:  Hong, Jialin;  Huang, Chuying;  Wang, Xu
收藏  |  浏览/下载:128/0  |  提交时间:2021/10/26
fractional Brownian motion  strong convergence rate  Runge-Kutta method  simplified step-N Euler scheme  
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
作者:  Niu, Xinyan;  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui
收藏  |  浏览/下载:162/0  |  提交时间:2018/07/30
Stochastic Hamiltonian system  Pseudo-symplectic method  Explicit Runge-Kutta method  
Explicit multi-symplectic methods for Klein-Gordon-Schrodinger equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2009, 卷号: 228, 期号: 9, 页码: 3517-3532
作者:  Hong, Jialin;  Jiang, Shanshan;  Li, Chun
收藏  |  浏览/下载:93/0  |  提交时间:2018/07/30
Klein-Gordon-Schrodinger equation  Multi-symplectic integrator  Runge-Kutta-Nystrom method  Runge-Kutta-type method  Explicit