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STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
作者:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan
收藏  |  浏览/下载:100/0  |  提交时间:2023/02/07
   Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments  
Optimal regularity of stochastic evolution equations in M-type 2 Banach space 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: 267, 期号: 3, 页码: 1955-1971
作者:  Hong, Jialin;  Huang, Chuying;  Liu, Zhihui
收藏  |  浏览/下载:181/0  |  提交时间:2020/01/10
Stochastic evolution equation  Multiplicative noise  Well-posedness  Trajectory regularity  Factorization method  
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:158/0  |  提交时间:2019/03/11
Stochastic nonlinear Schrodinger equation  Strong convergence rate  Exponential integrability  Splitting scheme  Non-monotone coefficients  
Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: 266, 期号: 8, 页码: 4712-4745
作者:  Hong, Jialin;  Liu, Zhihui
收藏  |  浏览/下载:153/0  |  提交时间:2019/03/11
Stochastic evolution equation  Multiplicative noise  Trajectory regularity  Factorization method  Gronwall inequality with singular kernel  
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:164/0  |  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  
An energy-conserving method for stochastic Maxwell equations with multiplicative noise 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2017, 卷号: 351, 页码: 216-229
作者:  Hong, Jialin;  Ji, Lihai;  Zhang, Liying;  Cai, Jiaxiang
收藏  |  浏览/下载:217/0  |  提交时间:2018/07/30
Energy-conserving method  Three-dimensional stochastic Maxwell equations  Multiplicative noise  Geometric structure  
Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2017, 卷号: 325, 页码: 134-148
作者:  Zhou, Weien;  Zhang, Jingjing;  Hong, Jialin;  Song, Songhe
收藏  |  浏览/下载:147/0  |  提交时间:2018/07/30
Stochastic differential equations  Stochastic Runge-Kutta methods  Symplectic integrators  Mean-square convergence  
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:125/0  |  提交时间:2018/07/30
Stochastic cubic Schrodinger equation  Strong convergence rate  Central difference scheme  Exponential integrability  Continuous dependence  
Projection methods for stochastic differential equations with conserved quantities 期刊论文
BIT NUMERICAL MATHEMATICS, 2016, 卷号: 56, 期号: 4, 页码: 1497-1518
作者:  Zhou, Weien;  Zhang, Liying;  Hong, Jialin;  Song, Songhe
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
Stochastic differential equations  Conserved quantities  Projection methods  Mean-square convergence  
Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2016, 卷号: 306, 页码: 500-519
作者:  Chen, Chuchu;  Hong, Jialin;  Zhang, Liying
收藏  |  浏览/下载:116/0  |  提交时间:2018/07/30
Stochastic Maxwell equations  Stochastic Hamiltonian partial differential equations  Dissipative property of averaged energy  Conservation law of averaged divergence  Stochastic multi-symplectic method