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Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40
Authors:  Chen, Chuchu;  Cui, Jianbo;  Hong, Jialin;  Sheng, Derui
Favorite  |  View/Download：58/0  |  Submit date：2022/06/21
density  convergence order  accelerated exponential Euler scheme  stochastic heat equation  Malliavin calculus  
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
Favorite  |  View/Download：79/0  |  Submit date：2021/10/26
Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus  
STRONG CONVERGENCE OF FULL DISCRETIZATION FOR STOCHASTIC CAHN-HILLIARD EQUATION DRIVEN BY ADDITIVE NOISE 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 6, 页码: 2866-2899
Authors:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
Favorite  |  View/Download：71/0  |  Submit date：2022/04/02
stochastic Cahn-Hilliard equation  spectral Galerkin method  accelarated implicit Euler method  strong convergence rate  
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
Favorite  |  View/Download：84/0  |  Submit date：2021/01/14
Stochastic Cahn-Hilliard equation  Unbounded noise diffusion  Malliavin calculus  Numerical approximation  Strong convergence rate  
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：100/0  |  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：158/0  |  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：134/0  |  Submit date：2020/01/10
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：121/0  |  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：124/0  |  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：118/0  |  Submit date：2018/07/30
Stochastic Hamiltonian system  Pseudo-symplectic method  Explicit Runge-Kutta method