66 citations · 454 across the 28 of their papers we have counts for
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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…
Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise
Ruisheng Qi, Xiaojie Wang
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additiv…
An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation
Xiaojie Wang
In Becker and Jentzen (2019) and Becker et al. (2017), an explicit temporal semi-discretization scheme and a space-time full-discretization scheme were, respectively, introduced an…