66 citations · 454 across the 28 of their papers we have counts for
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math.NA2013★ 61 cited
An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
Xiaojie Wang
This work is devoted to convergence analysis of an exponential integrator scheme for semi-discretization in time of nonlinear stochastic wave equation. A unified framework is first…
math.NA2013★ 66 cited
Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
Martin Hutzenthaler, Arnulf Jentzen, Xiaojie Wang
Exponential integrability properties of numerical approximations are a key tool for establishing positive rates of strong and numerically weak convergence for a large class of nonl…
math.NA2013★ 62 cited
Higher order strong approximations of semilinear stochastic wave equation with additive space-time white noise
Xiaojie Wang, Siqing Gan, Jingtian Tang
Novel fully discrete schemes are developed to numerically approximate a semilinear stochastic wave equation driven by additive space-time white noise. Spectral Galerkin method is p…