12 citations · 63 across the 21 of their papers we have counts for
4 papers · 1 filter
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…