96 citations · 502 across the 28 of their papers we have counts for
4 papers · 1 filter
Parareal algorithms applied to stochastic differential equations with conserved quantities
Liying Zhang, Weien Zhou, Lihai ji
In this papers, we couple the parareal algorithm with projection methods of the trajectory on a specific manifold, defined by the preservation of some conserved quantities of the d…
Stochastic Symplectic and Multi-Symplectic Methods for Nonlinear Schrödinger Equation with White Noise Dispersion
Jianbo Cui, Jialin Hong, Zhihui Liu +1
We indicate that the nonlinear Schrödinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propo…
Projection methods for stochastic differential equations with conserved quantities
Weien Zhou, Liying Zhang, Jialin Hong +1
In this paper, we consider the numerical methods preserving single or multiple conserved quantities, and these methods are able to reach high order of strong convergence simultaneo…
Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise
Weien Zhou, Jingjing Zhang, Jialin Hong +1
In this paper, we construct stochastic symplectic Runge--Kutta (SSRK) methods of high strong order for Hamiltonian systems with additive noise. By means of colored rooted tree theo…