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Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40
作者:  Chen, Chuchu;  Cui, Jianbo;  Hong, Jialin;  Sheng, Derui
收藏  |  浏览/下载:105/0  |  提交时间:2022/06/21
density  convergence order  accelerated exponential Euler scheme  stochastic heat equation  Malliavin calculus  
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  
A multi-level mixed element scheme of the two-dimensional Helmholtz transmission eigenvalue problem 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2020, 卷号: 40, 期号: 1, 页码: 686-707
作者:  Xi, Yingxia;  Ji, Xia;  Zhang, Shuo
收藏  |  浏览/下载:135/0  |  提交时间:2020/09/23
mixed finite element method  transmission eigenvalue  multi-level scheme  
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:168/0  |  提交时间:2020/01/10
stochastic Allen-Cahn equation  splitting scheme  strong convergence rate  exponential integrability  
Mean-square convergence of a symplectic local discontinuous Galerkin method applied to stochastic linear Schrodinger equation 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2017, 卷号: 37, 期号: 2, 页码: 1041-1065
作者:  Chen, Chuchu;  Hong, Jialin;  Ji, Lihai
收藏  |  浏览/下载:123/0  |  提交时间:2018/07/30
symplectic method  local discontinuous Galerkin method  stochastic linear Schrodinger equation  L-2-stability  charge conservation law  mean-square convergence  
Convergence analysis on multigrid methods for elliptic problems with large jumps in coefficients 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2015, 卷号: 35, 期号: 4, 页码: 1888-1912
作者:  Zheng, Hui;  Wu, Jinbiao
收藏  |  浏览/下载:107/0  |  提交时间:2018/07/30
multigrid method  jump coefficient problem  discrete harmonic extension  nearly singular problem  preconditioned conjugate gradient method  
Convergence and quasi-optimal complexity of adaptive finite element computations for multiple eigenvalues 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2015, 卷号: 35, 期号: 4, 页码: 1934-1977
作者:  Dai, Xiaoying;  He, Lianhua;  Zhou, Aihui
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
adaptive finite element  a posteriori error estimator  convergence rate  complexity  multiple eigenvalue  
The cyclic Barzilai-Borwein method for unconstrained optimization 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2006, 卷号: 26, 期号: 3, 页码: 604-627
作者:  Dai, Yu-Hong;  Hager, William W.;  Schittkowski, Klaus;  Zhang, Hongchao
收藏  |  浏览/下载:110/0  |  提交时间:2018/07/30
unconstrained optimization  gradient method  convex quadratic programming  non-monotone line search  
A two-level additive Schwarz method for the Morley nonconforming element approximation of a nonlinear biharmonic equation 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2004, 卷号: 24, 期号: 1, 页码: 97-122
作者:  Xu, XJ;  Lui, SH;  Rahman, T
收藏  |  浏览/下载:80/0  |  提交时间:2018/07/30
the Morley element  nonlinear biharmonic equation  additive Schwarz method  
Alternate minimization gradient method 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2003, 卷号: 23, 期号: 3, 页码: 377-393
作者:  Dai, YH;  Yuan, YX
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
linear system  unconstrained optimization  gradient method  monotonic and nonmonotonic  convergence rate  line search