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CLT for approximating ergodic limit of SPDEs via a full discretization 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023, 卷号: 157, 页码: 1-41
作者:  Chen, Chuchu;  Dang, Tonghe;  Hong, Jialin;  Zhou, Tau
收藏  |  浏览/下载：126/0  |  提交时间：2023/02/07
Central limit theorem  Stochastic partial differential equation  Full discretization  Poisson equation  Ergodic limit  
A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T-2 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 29
作者:  Hong, Jialin;  Sheng, Derui;  Zhou, Tau
收藏  |  浏览/下载：63/0  |  提交时间：2023/02/07
stochastic incompressible Euler equation  convergence order  splitting semi-implicit Euler method  
Optimal Holder continuity and hitting probabilities for SPDEs with rough fractional noises 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 512, 期号: 1, 页码: 21
作者:  Hong, Jialin;  Liu, Zhihui;  Sheng, Derui
收藏  |  浏览/下载：58/0  |  提交时间：2023/02/07
Stochastic partial differential equation  Fractional Brownian sheet  Hurst index H < 1/2  Holder exponent  Hitting probability  
Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems 期刊论文
JOURNAL OF COMPLEXITY, 2022, 卷号: 70, 页码: 29
作者:  Chen, Chuchu;  Hong, Jialin;  Sheng, Derui
收藏  |  浏览/下载：112/0  |  提交时间：2022/04/29
Hitting probability  Numerical discretization  Stochastic parabolic system  Critical dimension  
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：101/0  |  提交时间：2023/02/07
   Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments  
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  
Large Deviations Principles for Symplectic Discretizations of Stochastic Linear Schrodinger Equation 期刊论文
POTENTIAL ANALYSIS, 2022, 页码: 41
作者:  Chen, Chuchu;  Hong, Jialin;  Jin, Diancong;  Sun, Liying
收藏  |  浏览/下载：124/0  |  提交时间：2022/04/29
Large deviations principle  Symplectic discretizations  Stochastic Schrodinger equation  Rate function  Exponential tightness  
Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 451, 页码: 20
作者:  Hong, Jialin;  Hou, Baohui;  Sun, Liying
收藏  |  浏览/下载：124/0  |  提交时间：2022/04/29
Compact finite difference method  Interior penalty discontinuous Galerkin finite element method  Pade approximation  Averaged energy evolution law  Stochastic wave equation  Multiplicative noise  
Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model 期刊论文
BIT NUMERICAL MATHEMATICS, 2021, 页码: 28
作者:  Hong, Jialin;  Ji, Lihai;  Wang, Xu;  Zhang, Jingjing
收藏  |  浏览/下载：112/0  |  提交时间：2022/04/02
Stochastic Lotka-Volterra predator-prey model  Positivity  Stochastic symplecticity  Structure-preserving methods  Convergence order conditions  
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93
作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
收藏  |  浏览/下载：122/0  |  提交时间：2021/10/26
Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus