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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:5/0  |  Submit date:2019/03/11
Stochastic nonlinear Schrodinger equation  Strong convergence rate  Exponential integrability  Splitting scheme  Non-monotone coefficients  
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:3/0  |  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:4/0  |  Submit date:2018/10/07
damped stochastic nonlinear Schrodinger equation  exponential integrability  strong order  weak order  Kolmogorov equation  
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:6/0  |  Submit date:2018/07/30
Stochastic cubic Schrodinger equation  Strong convergence rate  Central difference scheme  Exponential integrability  Continuous dependence  
Stochastic symplectic and multi-symplectic methods for nonlinear Schrodinger equation with white noise dispersion 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2017, 卷号: 342, 页码: 267-285
Authors:  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui;  Zhou, Weien
Favorite  |  View/Download:5/0  |  Submit date:2018/07/30
Nonlinear Schrodinger equation  White noise dispersion  Stochastic symplectic and multi-symplectic structures  Stochastic symplectic and multi-symplectic schemes  
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
Authors:  Cui, Jianbo;  Liu, Zhihui;  Miao, Lijun;  Wang, Xu
Favorite  |  View/Download:8/0  |  Submit date:2018/07/30
Parabolic Anderson equation  Non-Gaussian noise  Holder continuity