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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  
Energy and quadratic invariants preserving (EQUIP) multi-symplectic methods for Hamiltonian wave equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2020, 卷号: 418, 页码: 18
作者:  Chen, Chuchu;  Hong, Jialin;  Sim, Chol;  Sonwu, Kwang
收藏  |  浏览/下载：172/0  |  提交时间：2020/10/12
Hamiltonian wave equations  Energy preservation  EQUIP multi-symplectic methods  
Exponential integrators for stochastic Maxwell?s equations driven by It? noise 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2020, 卷号: 410, 页码: 21
作者:  Cohen, David;  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
收藏  |  浏览/下载：142/0  |  提交时间：2020/06/30
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
作者:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
收藏  |  浏览/下载：155/0  |  提交时间：2020/06/30
Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus  
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations 期刊论文
BIT NUMERICAL MATHEMATICS, 2020, 页码: 41
作者:  Chen, Chuchu;  Hong, Jialin;  Jin, Diancong
收藏  |  浏览/下载：135/0  |  提交时间：2020/05/24
Stochastic differential equations  Invariants  Conservative methods  Mean square convergence order  Quadrature formula  
Well-Posedness and Finite Element Approximations for Elliptic SPDEs with Gaussian Noises 期刊论文
数学研究通讯:英文版, 2020, 卷号: 36.0, 期号: 002, 页码: 113-127
作者:  Yanzhao Cao;  Jialin Hong;  Zhihui Liu
收藏  |  浏览/下载：172/0  |  提交时间：2021/01/14
Elliptic  stochastic  partial  differential  equation  spectral  approximations  finite  element  approximations  power-law  noise