40 citations · 129 across the 23 of their papers we have counts for
14 papers · 1 filter
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…
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 source problem for the stochastic wave equation
Xiaoli Feng, Meixia Zhao, Peijun Li +1
This paper is concerned with an inverse source problem for the stochastic wave equation driven by a fractional Brownian motion. Given the random source, the direct problem is to st…
Numerical solution of an inverse random source problem for the time fractional diffusion equation via PhaseLift
Yuxuan Gong, Peijun Li, Xu Wang +1
This paper is concerned with the inverse random source problem for a stochastic time fractional diffusion equation, where the source is assumed to be driven by a Gaussian random fi…
An inverse random source problem for the one-dimensional Helmholtz equation with attenuation
Peijun Li, Xu Wang
This paper is concerned with an inverse random source problem for the one-dimensional stochastic Helmholtz equation with attenuation. The source is assumed to be a microlocally iso…
Optimal Strong Convergence Rate of a Backward Euler Type Scheme for the Cox--Ingersoll--Ross Model Driven by Fractional Brownian Motion
Jialin Hong, Chuying Huang, Minoo Kamrani +1
In this paper, we investigate the optimal strong convergence rate of numerical approximations for the Cox--Ingersoll--Ross model driven by fractional Brownian motion with Hurst par…
Parareal exponential -scheme for longtime simulation of stochastic Schrödinger equations with weak damping
Jialin Hong, Xu Wang, Liying Zhang
A parareal algorithm based on an exponential -scheme is proposed for the stochastic Schrödinger equation with weak damping and additive noise. It proceeds as a two-level tempora…
Stochastic K-symplectic integrators for stochastic non-canonical Hamiltonian systems and applications to the Lotka--Volterra model
Jialin Hong, Lihai Ji, Xu Wang +1
We give a theoretical framework of stochastic non-canonical Hamiltonian systems as well as their modified symplectic structure which is named stochastic K-symplectic structure. The…
Strong convergence rate of Runge--Kutta methods and simplified step- Euler schemes for SDEs driven by fractional Brownian motions
Jialin Hong, Chuying Huang, Xu Wang
This paper focuses on the strong convergence rate of both Runge--Kutta methods and simplified step- Euler schemes for stochastic differential equations driven by multi-dimension…
Symplectic Runge-Kutta Methods for Hamiltonian Systems Driven by Gaussian Rough Paths
Jialin Hong, Chuying Huang, Xu Wang
We consider Hamiltonian systems driven by multi-dimensional Gaussian processes in rough path sense, which include fractional Brownian motions with Hurst parameter .…
High order conformal symplectic and ergodic schemes for stochastic Langevin equation via generating functions
Jialin Hong, Liying Sun, Xu Wang
In this paper, we consider the stochastic Langevin equation with additive noises, which possesses both conformal symplectic geometric structure and ergodicity. We propose a methodo…
Convergence in probability of an ergodic and conformal multi-symplectic numerical scheme for a damped stochastic NLS equation
Jialin Hong, Lihai Ji, Xu Wang
In this paper, we investigate the convergence order in probability of a novel ergodic numerical scheme for damped stochastic nonlinear Schrödinger equation with an additive noise.…
Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme
Jialin Hong, Xu Wang, Liying Zhang
We consider a finite dimensional approximation of the stochastic nonlinear Schrödinger equation driven by multiplicative noise, which is derived by applying a symplectic method to…
Approximation of Invariant Measure for Damped Stochastic Nonlinear Schrödinger Equation via an Ergodic Numerical Scheme
Chuchu Chen, Jialin Hong, Xu Wang
In order to inherit numerically the ergodicity of the damped stochastic nonlinear Schrödinger equation with additive noise, we propose a fully discrete scheme, whose spatial direct…