Xu Wang

activity

20152025

most citedAn inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion

40 citations · 129 across the 23 of their papers we have counts for

collaborators

Showing 2018Show all

2 papers · 1 filter

math.NA2018★ 37 cited

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…

math.NA2018★ 2 cited

Parareal exponential $θ$ -scheme for longtime simulation of stochastic Schrödinger equations with weak damping

Jialin Hong, Xu Wang, Liying Zhang

A parareal algorithm based on an exponential $θ$ -scheme is proposed for the stochastic Schrödinger equation with weak damping and additive noise. It proceeds as a two-level tempora…

Optimal Strong Convergence Rate of a Backward Euler Type Scheme for the Cox--Ingersoll--Ross Model Driven by Fractional Brownian Motion

Parareal exponential θ-scheme for longtime simulation of stochastic Schrödinger equations with weak damping

Parareal exponential $θ$ -scheme for longtime simulation of stochastic Schrödinger equations with weak damping