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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
Authors:  Cohen, David;  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
Favorite  |  View/Download:5/0  |  Submit date:2020/06/30
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:17/0  |  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
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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
Authors:  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui;  Zhou, Weien
Favorite  |  View/Download:17/0  |  Submit date: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
Authors:  Cui, Jianbo;  Hong, Jialin
Favorite  |  View/Download:11/0  |  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  
Explicit pseudo-symplectic methods for stochastic Hamiltonian systems 期刊论文
BIT NUMERICAL MATHEMATICS, 2018, 卷号: 58, 期号: 1, 页码: 163-178
Authors:  Niu, Xinyan;  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui
Favorite  |  View/Download:14/0  |  Submit date:2018/07/30
Stochastic Hamiltonian system  Pseudo-symplectic method  Explicit Runge-Kutta method  
ANALYSIS OF A SPLITTING SCHEME FOR DAMPED STOCHASTIC NONLINEAR SCHRODINGER EQUATION WITH MULTIPLICATIVE NOISE 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2018, 卷号: 56, 期号: 4, 页码: 2045-2069
Authors:  Cui, Jianbo;  Hong, Jialin
Favorite  |  View/Download:15/0  |  Submit date:2018/10/07
damped stochastic nonlinear Schrodinger equation  exponential integrability  strong order  weak order  Kolmogorov equation  
ANALYSIS OF A SPLITTING SCHEME FOR DAMPED STOCHASTIC NONLINEAR SCHRODINGER EQUATION WITH MULTIPLICATIVE NOISE 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2018, 卷号: 56, 期号: 4, 页码: 2045
Authors:  Cui, Jianbo;  Hong, Jialin
Favorite  |  View/Download:8/0  |  Submit date:2019/12/31
Explicit pseudo-symplectic methods for stochastic Hamiltonian systems 期刊论文
BIT NUMERICAL MATHEMATICS, 2018, 卷号: 58, 期号: 1, 页码: 163
Authors:  Niu, Xinyan;  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui
Favorite  |  View/Download:7/0  |  Submit date:2019/12/31
Strong convergence rate of finite difference approximations for stochastic cubic Schrodinger equations 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2017, 卷号: 263, 期号: 7, 页码: 3687-3713
Authors:  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui
Favorite  |  View/Download:8/0  |  Submit date:2018/07/30
Stochastic cubic Schrodinger equation  Strong convergence rate  Central difference scheme  Exponential integrability  Continuous dependence