78 citations · 88 across the 11 of their papers we have counts for
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math.NA2018
Compensated projected Euler method for stochastic differential equations with jumps under global monotonicity condition
Min Li, Chengming Huang
This paper presents and analyzes the compensated projected Euler-Maruyama method for stochastic differential equations with jumps under a global monotonicity condition. Compared wi…
math.NA2018★ 1 cited
Projected Euler method for stochastic delay differential equation under a global monotonicity condition
Min Li, Chengming Huang
This paper investigates projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition. This condition admits some equations with…
math.NA2018
A spectral penalty method for two-sided fractional differential equations with general boundary conditions
Nan Wang, Zhiping Mao, Chengming Huang +1
We consider spectral approximations to the conservative form of the two-sided Riemann-Liouville (R-L) and Caputo fractional differential equations (FDEs) with nonhomogeneous Dirich…