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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:171/0  |  提交时间:2020/01/10
stochastic Allen-Cahn equation  splitting scheme  strong convergence rate  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:160/0  |  提交时间:2019/03/11
Stochastic nonlinear Schrodinger equation  Strong convergence rate  Exponential integrability  Splitting scheme  Non-monotone coefficients  
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:160/0  |  提交时间:2018/07/30
Nonlinear Schrodinger equation  Optimal error estimates  Charge conservation law  Local discontinuous Galerkin method  Generalized alternating numerical flux  
Strong convergence rate of finite difference approximations for stochastic cubic Schrodinger equations 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2017, 卷号: 263, 期号: 7, 页码: 3687-3713
作者:  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui
收藏  |  浏览/下载:129/0  |  提交时间:2018/07/30
Stochastic cubic Schrodinger equation  Strong convergence rate  Central difference scheme  Exponential integrability  Continuous dependence  
HIGH ORDER CONFORMAL SYMPLECTIC AND ERGODIC SCHEMES FOR THE STOCHASTIC LANGEVIN EQUATION VIA GENERATING FUNCTIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 6, 页码: 3006-3029
作者:  Hong, Jialin;  Sun, Liying;  Wang, Xu
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
stochastic Langevin equation  conformal symplectic scheme  generating function  ergodicity  weak convergence  
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:112/0  |  提交时间:2018/07/30
stochastic Schriidinger equation  multiplicative noise  unique ergodicity  multisymplectic scheme  weak error  
APPROXIMATING STOCHASTIC EVOLUTION EQUATIONS WITH ADDITIVE WHITE AND ROUGH NOISES 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 4, 页码: 1958-1981
作者:  Cao, Yanzhao;  Hong, Jialin;  Liu, Zhihui
收藏  |  浏览/下载:121/0  |  提交时间:2018/07/30
stochastic evolution equation  fractional Brownian motion  Wong-Zakai approximation  Galerkin approximation  
SYMPLECTIC RUNGE-KUTTA SEMIDISCRETIZATION FOR STOCHASTIC SCHRODINGER EQUATION 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2016, 卷号: 54, 期号: 4, 页码: 2569-2593
作者:  Chen, Chuchu;  Hong, Jialin
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
stochastic Schrodinger equation  infinite-dimensional stochastic Hamiltonian system  symplectic structure  symplectic Runge-Kutta method  semidiscretization  mean-square convergence order