62 citations · 166 across the 13 of their papers we have counts for
Showing 2018 · math.NAShow all
3 papers · 2 filters
math.NA2018★ 13 cited
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…
math.NA2018★ 35 cited
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…
math.NA2018★ 1 cited
Symmetric-adjoint and symplectic-adjoint methods and their applications
Geng Sun, Siqing Gan, Hongyu Liu +1
Symmetric method and symplectic method are classical notions in the theory of Runge-Kutta methods. They can generate numerical flows that respectively preserve the symmetry and sym…