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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:1/0  |  Submit date:2021/10/26
Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus  
Structure-Preserving Numerical Methods for Stochastic Poisson Systems 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2021, 卷号: 29, 期号: 3, 页码: 802-830
Authors:  Hong, Jialin;  Ruan, Jialin;  Sun, Liying;  Wang, Lijin
Favorite  |  View/Download:9/0  |  Submit date:2021/04/26
Stochastic Poisson systems  Poisson structure  Casimir functions  Poisson integrators  symplectic integrators  generating functions  stochastic rigid body system  
ASYMPTOTICALLY-PRESERVING LARGE DEVIATIONS PRINCIPLES BY STOCHASTIC SYMPLECTIC METHODS FOR A LINEAR STOCHASTIC OSCILLATOR 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 1, 页码: 32-59
Authors:  Chen, Chuchu;  Hong, Jialing;  Jin, Diancong;  Sun, Liying
Favorite  |  View/Download:11/0  |  Submit date:2021/04/26
stochastic symplectic methods  superiority  large deviations principle  rate function  asymptotical preservation  
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:19/0  |  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:63/0  |  Submit date:2020/01/10
Stochastic nonlinear Schrodinger equation  multiplicative noise  global existence  blow-up  exponential integrability  
HIGH ORDER CONFORMAL SYMPLECTIC AND ERGODIC SCHEMES FOR THE STOCHASTIC LANGEVIN EQUATION VIA GENERATING FUNCTIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 6, 页码: 3006-3029
Authors:  Hong, Jialin;  Sun, Liying;  Wang, Xu
Favorite  |  View/Download:16/0  |  Submit date:2018/07/30
stochastic Langevin equation  conformal symplectic scheme  generating function  ergodicity  weak convergence  
Modified equations for weakly convergent stochastic symplectic schemes via their generating functions 期刊论文
BIT NUMERICAL MATHEMATICS, 2016, 卷号: 56, 期号: 3, 页码: 1131-1162
Authors:  Wang, Lijin;  Hong, Jialin;  Sun, Liying
Favorite  |  View/Download:9/0  |  Submit date:2018/07/30
Stochastic backward error analysis  Stochastic modified equations  Stochastic symplectic methods  Stochastic Hamiltonian systems  Stochastic generating functions