12 citations · 63 across the 21 of their papers we have counts for
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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…