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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
Authors:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
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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
Authors:  Cui, Jianbo;  Hong, Jialin
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Stochastic Cahn-Hilliard equation  Unbounded noise diffusion  Malliavin calculus  Numerical approximation  Strong convergence rate  
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
Authors:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
Favorite  |  View/Download:15/0  |  Submit date:2020/06/30
Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus  
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
Authors:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
Favorite  |  View/Download:62/0  |  Submit date: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
Authors:  Brehier, Charles-Edouard;  Cui, Jianbo;  Hong, Jialin
Favorite  |  View/Download:35/0  |  Submit date:2020/01/10
stochastic Allen-Cahn equation  splitting scheme  strong convergence rate  exponential integrability  
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
Authors:  Hong, Jialin;  Huang, Chuying;  Liu, Zhihui
Favorite  |  View/Download:33/0  |  Submit date: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
Authors:  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui;  Zhou, Weien
Favorite  |  View/Download:30/0  |  Submit date:2019/03/11
Stochastic nonlinear Schrodinger equation  Strong convergence rate  Exponential integrability  Splitting scheme  Non-monotone coefficients  
Invariant Measures for Stochastic Nonlinear Schrodinger Equations Numerical Approximations and Symplectic Structures Preface 期刊论文
INVARIANT MEASURES FOR STOCHASTIC NONLINEAR SCHRODINGER EQUATIONS: NUMERICAL APPROXIMATIONS AND SYMPLECTIC STRUCTURES, 2019, 卷号: 2251, 页码: V-+
Authors:  Hong, Jialin;  Wang, Xu
Favorite  |  View/Download:14/0  |  Submit date:2020/05/24
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
Authors:  Cui, Jianbo;  Hong, Jialin
Favorite  |  View/Download:26/0  |  Submit date:2020/01/10
one-sided Lipschitz coefficient  stochastic Allen-Cahn equation  finite element method  strong and weak convergence rate  Kolmogorov equation  Malliavin calculus  
Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths 期刊论文
APPLIED NUMERICAL MATHEMATICS, 2018, 卷号: 129, 页码: 120-136
Authors:  Hong, Jialin;  Huang, Chuying;  Wang, Xu
Favorite  |  View/Download:25/0  |  Submit date:2018/07/30
Rough path  Hamiltonian system  Symplectic Runge-Kutta method  Implicit method  Pathwlse convergence rate