62 citations · 166 across the 13 of their papers we have counts for
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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…
math.NA2013
Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
Siqing Gan, Aiguo Xiao, Desheng Wang
This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stabil…