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A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T-2 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 29
作者:  Hong, Jialin;  Sheng, Derui;  Zhou, Tau
收藏  |  浏览/下载:63/0  |  提交时间:2023/02/07
stochastic incompressible Euler equation  convergence order  splitting semi-implicit Euler method  
Optimal Holder continuity and hitting probabilities for SPDEs with rough fractional noises 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 512, 期号: 1, 页码: 21
作者:  Hong, Jialin;  Liu, Zhihui;  Sheng, Derui
收藏  |  浏览/下载:58/0  |  提交时间:2023/02/07
Stochastic partial differential equation  Fractional Brownian sheet  Hurst index H < 1/2  Holder exponent  Hitting probability  
Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems 期刊论文
JOURNAL OF COMPLEXITY, 2022, 卷号: 70, 页码: 29
作者:  Chen, Chuchu;  Hong, Jialin;  Sheng, Derui
收藏  |  浏览/下载:112/0  |  提交时间:2022/04/29
Hitting probability  Numerical discretization  Stochastic parabolic system  Critical dimension  
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
作者:  Chen, Chuchu;  Cui, Jianbo;  Hong, Jialin;  Sheng, Derui
收藏  |  浏览/下载:104/0  |  提交时间:2022/06/21
density  convergence order  accelerated exponential Euler scheme  stochastic heat equation  Malliavin calculus