8 papers
Strong convergence rates of a fully discrete scheme for the Cahn-Hilliard-Cook equation
Ruisheng Qi, Meng Cai, Xiaojie Wang
The first aim of this paper is to examine existence, uniqueness and regularity for the Cahn-Hilliard-Cook (CHC) equation in space dimension . By applying a spectral Galerk…
On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps
Yuying Zhao, Xiaojie Wang, Mengchao Wang
This article aims to reveal the mean-square convergence rate of the backward Euler method (BEM) for a generalized Ait-Sahaliz interest rate model with Poisson jumps. The main diffi…
Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise
Meng Cai, Siqing Gan, Xiaojie Wang
We discretize the stochastic Allen-Cahn equation with additive noise by means of a spectral Galerkin method in space and a tamed version of the exponential Euler method in time. Th…
Error estimates of semi-discrete and fully discrete finite element methods for the Cahn-Hilliard-Cook equation
Ruisheng Qi, Xiaojie Wang
In two recent publications [Kov{á}cs, Larsson, and Mesforush, SIAM J. Numer. Anal. 49(6), 2407-2429, 2011] and [Furihata, et al., SIAM J. Numer. Anal. 56(2), 708-731, 2018], strong…
Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients
Ziheng Chen, Siqing Gan, Xiaojie Wang
This paper first establishes a fundamental mean-square convergence theorem for general one-step numerical approximations of Lévy noise driven stochastic differential equations with…
A full-discrete exponential Euler approximation of invariant measure for parabolic stochastic partial differential equations
Ziheng Chen, Siqing Gan, Xiaojie Wang
We discrete the ergodic semilinear stochastic partial differential equations in space dimension with additive noise, spatially by a spectral Galerkin method and temporal…