40 citations · 129 across the 23 of their papers we have counts for
23 papers
Asymptotic error distribution of numerical methods for parabolic SPDEs with multiplicative noise
Jialin Hong, Diancong Jin, Xu Wang
This paper aims to investigate the asymptotic error distribution of several numerical methods for stochastic partial differential equations (SPDEs) with multiplicative noise. First…
An inverse potential problem for the stochastic diffusion equation with a multiplicative white noise
Xiaoli Feng, Peijun Li, Xu Wang
This work concerns the direct and inverse potential problems for the stochastic diffusion equation driven by a multiplicative time-dependent white noise. The direct problem is to e…
Inverse scattering for the biharmonic wave equation with a random potential
Peijun Li, Xu Wang
We consider the inverse random potential scattering problem for the two- and three-dimensional biharmonic wave equation in lossy media. The potential is assumed to be a microlocall…
Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises
Chuying Huang, Xu Wang
The strong convergence rate of the Euler scheme for SDEs driven by additive fractional Brownian motions is studied, where the fractional Brownian motion has Hurst parameter $H\in(\…
An inverse random source problem for the biharmonic wave equation
Peijun Li, Xu Wang
This paper is concerned with an inverse source problem for the stochastic biharmonic operator wave equation. The driven source is assumed to be a microlocally isotropic Gaussian ra…
Inverse random potential scattering for elastic waves
Jianliang Li, Peijun Li, Xu Wang
This paper is concerned with the inverse elastic scattering problem for a random potential in three dimensions. Interpreted as a distribution, the potential is assumed to be a micr…