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Structure-Preserving Numerical Methods for Stochastic Poisson Systems 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2021, 卷号: 29, 期号: 3, 页码: 802-830
作者:  Hong, Jialin;  Ruan, Jialin;  Sun, Liying;  Wang, Lijin
收藏  |  浏览/下载:131/0  |  提交时间:2021/04/26
Stochastic Poisson systems  Poisson structure  Casimir functions  Poisson integrators  symplectic integrators  generating functions  stochastic rigid body system  
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:167/0  |  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  
Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2017, 卷号: 21, 期号: 1, 页码: 237-270
作者:  Wang, Peng;  Hong, Jialin;  Xu, Dongsheng
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
Stochastic differential equation  Stochastic Hamiltonian system  symplectic integration  Runge-Kutta method  order condition  
CONSERVATIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A CONSERVED QUANTITY 期刊论文
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2016, 卷号: 13, 期号: 3, 页码: 435-456
作者:  Chen, Chuchu;  Cohen, David;  Hong, Jialin
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
Stochastic differential equations  invariants  conservative methods  stochastic geometric numerical integration  quadrature formula  splitting technique  mean-square convergence order  weak convergence order  
Predictor-corrector methods for a linear stochastic oscillator with additive noise 期刊论文
MATHEMATICAL AND COMPUTER MODELLING, 2007, 卷号: 46, 期号: 5-6, 页码: 738-764
作者:  Hong, Jialin;  Scherer, Rudolf;  Wang, Lijin
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
predictor-corrector method  linear stochastic oscillator  symplecticity  stochastic Hamiltonian system  second moment  mean-square convergence  
Explicit multi-symplectic methods for Hamiltonian wave equations 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2007, 卷号: 2, 期号: 4, 页码: 662-683
作者:  Hong, Jialin;  Jiang, Shanshan;  Li, Chun;  Liu, Hongyu
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
Hamiltonian wave equations  multi-symplectic integration  symplectic Runge-Kutta methods  symplectic Runge-Kutta-Nystrom methods