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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
Favorite  |  View/Download：79/0  |  Submit date：2021/10/26
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
Favorite  |  View/Download：84/0  |  Submit date：2021/01/14
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：118/0  |  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：159/0  |  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  
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：145/0  |  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：121/0  |  Submit date：2019/03/11
Stochastic nonlinear Schrodinger equation  Strong convergence rate  Exponential integrability  Splitting scheme  Non-monotone coefficients  
Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: 266, 期号: 8, 页码: 4712-4745
Authors:  Hong, Jialin;  Liu, Zhihui
Favorite  |  View/Download：120/0  |  Submit date：2019/03/11
Stochastic evolution equation  Multiplicative noise  Trajectory regularity  Factorization method  Gronwall inequality with singular kernel  
DYNAMIC EVALUATION OF EXPONENTIAL POLYNOMIAL CURVES AND SURFACES VIA BASIS TRANSFORMATION 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2019, 卷号: 41, 期号: 5, 页码: A3401-A3420
Authors:  Yang, Xunnian;  Hong, Jialin
Favorite  |  View/Download：96/0  |  Submit date：2020/05/24
curves and surfaces  linear differential operator  exponential polynomial  dynamic evaluation  basis transformation  
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：99/0  |  Submit date：2020/05/24