40 citations · 129 across the 23 of their papers we have counts for
4 papers · 2 filters
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…