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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:121/0  |  Submit date:2019/03/11
Stochastic nonlinear Schrodinger equation  Strong convergence rate  Exponential integrability  Splitting scheme  Non-monotone coefficients  
Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2017, 卷号: 325, 页码: 134-148
Authors:  Zhou, Weien;  Zhang, Jingjing;  Hong, Jialin;  Song, Songhe
Favorite  |  View/Download:106/0  |  Submit date:2018/07/30
Stochastic differential equations  Stochastic Runge-Kutta methods  Symplectic integrators  Mean-square convergence  
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:80/0  |  Submit date:2018/07/30
Nonlinear Schrodinger equation  White noise dispersion  Stochastic symplectic and multi-symplectic structures  Stochastic symplectic and multi-symplectic schemes  
Projection methods for stochastic differential equations with conserved quantities 期刊论文
BIT NUMERICAL MATHEMATICS, 2016, 卷号: 56, 期号: 4, 页码: 1497-1518
Authors:  Zhou, Weien;  Zhang, Liying;  Hong, Jialin;  Song, Songhe
Favorite  |  View/Download:72/0  |  Submit date:2018/07/30
Stochastic differential equations  Conserved quantities  Projection methods  Mean-square convergence