12 citations · 63 across the 21 of their papers we have counts for
23 papers
Quantitative asymptotic error analysis and Richardson extrapolation for exponential Euler approximations of stochastic wave equations
Jianbo Cui, Diancong Jin, Huagui Liu +1
We establish quantitative weak convergence for the joint terminal law of the solution to a stochastic wave equation and the normalized error of its exponential Euler approximation.…
Asymptotic preservation of an exponential Euler method under Hamiltonian fast advection with multiple critical points
Jianbo Cui, Guozhen Li, Derui Sheng
We establish the asymptotic-preserving property of the exponential Euler method for stochastic reaction-diffusion-advection equations in under fast Hamiltonian advect…
A regularized truncated finite element method for degenerate parabolic stochastic PDE on non-compact graph
Jianbo Cui, Mihály Kovács, Derui Sheng
We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asympto…
A scalar auxiliary variable-based semi-implicit scheme for stochastic Cahn--Hilliard equation
Jianbo Cui, Jie Shen, Derui Sheng +1
In this paper, we present a novel semi-implicit numerical scheme for the stochastic Cahn--Hilliard equation driven by multiplicative noise. By reformulating the original equation i…
Large and moderate deviation principles for stochastic partial differential equation on graph
Jianbo Cui, Derui Sheng
In this paper, we study large and moderate deviation principles for stochastic partial differential equations (SPDEs) on metric graphs and their associated multiscale models via th…
A dynamic domain semi-Lagrangian method for stochastic Vlasov equations
Jianbo Cui, Derui Sheng, Chenhui Zhang +1
We propose a dynamic domain semi-Lagrangian method for stochastic Vlasov equations driven by transport noises, which arise in plasma physics and astrophysics. This method combines…
Asymptotic-preserving approximations for stochastic incompressible viscous fluids and SPDEs on graph
Jianbo Cui, Derui Sheng
The long-term dynamics of particles involved in an incompressible flow with a small viscosity () and slow chemical reactions, is depicted by a class of stochastic reaction-dif…
Error analysis of numerical methods on graded meshes for stochastic Volterra equations
Xinjie Dai, Jialin Hong, Derui Sheng
This paper presents the error analysis of numerical methods on graded meshes for stochastic Volterra equations with weakly singular kernels. We first prove a novel regularity estim…
Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation
Diancong Jin, Derui Sheng
In this work, we establish the Freidlin--Wentzell large deviations principle (LDP) of the stochastic Cahn--Hilliard equation with small noise, which implies the one-point LDP. Furt…
Superiority Of Symplectic Methods For Stochastic Hamiltonian System Via Asymptotic Error Distribution
Jialin Hong, Ge Liang, Derui Sheng
The superiority of symplectic methods for stochastic Hamiltonian systems has been widely recognized, yet the probabilistic mechanism behind this superiority remains incompletely un…
Scheme-Induced Minimum Action Methods for SPDEs: A Variational Framework for Convergence Analysis
Jialin Hong, Diancong Jin, Derui Sheng
The minimum action method (MAM) is an important numerical tool for computing the most probable transition paths and the leading exponential rates of rare-event probabilities for st…
Hitting properties of generalized fractional kinetic equation with time-fractional noise
Derui Sheng, Tau Zhou
This paper studies hitting properties for the system of generalized fractional kinetic equations driven by Gaussian noise fractional in time and white or colored in space. We deriv…
Mittag--Leffler Euler integrator and large deviations for stochastic space-time fractional diffusion equations
Xinjie Dai, Jialin Hong, Derui Sheng
Stochastic space-time fractional diffusion equations often appear in the modeling of the heat propagation in non-homogeneous medium. In this paper, we firstly investigate the Mitta…
Density convergence of a fully discrete finite difference method for stochastic Cahn--Hilliard equation
Jialin Hong, Diancong Jin, Derui Sheng
This paper focuses on investigating the density convergence of a fully discrete finite difference method when applied to numerically solve the stochastic Cahn--Hilliard equation dr…
Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation
Jialin Hong, Diancong Jin, Derui Sheng
This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative…
Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case
Xinjie Dai, Jialin Hong, Derui Sheng +1
This paper considers the strong error analysis of the Euler and fast Euler methods for nonlinear overdamped generalized Langevin equations driven by the fractional noise. The main…
Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System
Chuchu Chen, Jialin Hong, Derui Sheng
This paper investigates the influences of standard numerical discretizations on hitting probabilities for linear stochastic parabolic system driven by space-time white noises. We e…
A splitting semi-implicit method for stochastic incompressible Euler equations on
Jialin Hong, Derui Sheng, Tau Zhou
The main difficulty in studying numerical method for stochastic evolution equations (SEEs) lies in the treatment of the time discretization (J. Printems. [ESAIM Math. Model. Numer.…
Convergence analysis for minimum action methods coupled with a finite difference method
Jialin Hong, Diancong Jin, Derui Sheng
The minimum action method (MAM) is an effective approach to numerically solving minimums and minimizers of Freidlin--Wentzell (F-W) action functionals, which is used to study the m…
Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations
Jialin Hong, Diancong Jin, Derui Sheng +1
In this paper, we focus on two kinds of large deviations principles (LDPs) of the invariant measures of Langevin equations and their numerical methods, as the noise intensity $ε\to…
Convergence of Density Approximations for Stochastic Heat Equation
Chuchu Chen, Jianbo Cui, Jialin Hong +1
This paper investigates the convergence of density approximations for stochastic heat equation in both uniform convergence topology and total variation distance. The convergence or…
Convergence in Density of Splitting AVF Scheme for Stochastic Langevin Equation
Jianbo Cui, Jialin Hong, Derui Sheng
In this article, we study the density function of the numerical solution of the splitting averaged vector field (AVF) scheme for the stochastic Langevin equation. To deal with the…
Optimal Hölder Continuity and Hitting Probabilities for SPDEs with Rough Fractional Noises
Jialin Hong, Zhihui Liu, Derui Sheng
We investigate the optimal Hölder continuity and hitting probabilities for systems of stochastic heat equations and stochastic wave equations driven by an additive fractional Brown…