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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:125/0  |  提交时间:2021/10/26
Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus  
Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 269, 期号: 11, 页码: 10143-10180
作者:  Cui, Jianbo;  Hong, Jialin
收藏  |  浏览/下载:120/0  |  提交时间:2021/01/14
Stochastic Cahn-Hilliard equation  Unbounded noise diffusion  Malliavin calculus  Numerical approximation  Strong convergence rate  
ON GLOBAL EXISTENCE AND BLOW-UP FOR DAMPED STOCHASTIC NONLINEAR SCHRODINGER EQUATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2019, 卷号: 24, 期号: 12, 页码: 6837-6854
作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
收藏  |  浏览/下载:209/0  |  提交时间:2020/01/10
Stochastic nonlinear Schrodinger equation  multiplicative noise  global existence  blow-up  exponential integrability  
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:169/0  |  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:158/0  |  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: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  
Holder continuity for parabolic Anderson equation with non-Gaussian noise 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2016, 卷号: 441, 期号: 2, 页码: 684-691
作者:  Cui, Jianbo;  Liu, Zhihui;  Miao, Lijun;  Wang, Xu
收藏  |  浏览/下载:98/0  |  提交时间:2018/07/30
Parabolic Anderson equation  Non-Gaussian noise  Holder continuity