116 citations · 259 across the 40 of their papers we have counts for
Showing 2018 · math.NAShow all
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math.NA2018★ 8 cited
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
Chuchu Chen, Jialin Hong, Diancong Jin
A novel class of conservative numerical methods for general conservative Stratonovich stochastic differential equations with multiple invariants is proposed and analyzed. These met…
math.NA2018★ 1 cited
Runge-Kutta semidiscretizations for stochastic Maxwell equations with additive noise
Chuchu Chen, Jialin Hong, Lihai Ji
The paper concerns semidiscretizations in time of stochastic Maxwell equations driven by additive noise. We show that the equations admit physical properties and mathematical struc…
math.NA2018★ 2 cited
Mean-square convergence of a semi-discrete scheme for stochastic nonlinear Maxwell equations
Chuchu Chen, Jialin Hong, Lihai Ji
In this paper, we propose a semi-implicit Euler scheme to discretize the stochastic nonlinear Maxwell equations with multiplicative Ito noise, which is implicit in the drift term a…