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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:170/0  |  提交时间:2020/01/10
stochastic Allen-Cahn equation  splitting scheme  strong convergence rate  exponential integrability  
Mean-square convergence of a symplectic local discontinuous Galerkin method applied to stochastic linear Schrodinger equation 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2017, 卷号: 37, 期号: 2, 页码: 1041-1065
作者:  Chen, Chuchu;  Hong, Jialin;  Ji, Lihai
收藏  |  浏览/下载:128/0  |  提交时间:2018/07/30
symplectic method  local discontinuous Galerkin method  stochastic linear Schrodinger equation  L-2-stability  charge conservation law  mean-square convergence